US Treasury rates, August 2022
Zero rates at all 10 fitted maturities on each of 23 trading days this month. Zero rates, not par yields: these discount a single cashflow, and the par yield for the same day is on that day's own page.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 2.916% | 3.477% | +56.1 bp | 2.916%Aug 1, 2022 | 3.482%Aug 30, 2022 |
| 10Y | 2.589% | 3.148% | +55.9 bp | 2.589%Aug 1, 2022 | 3.148%Aug 31, 2022 |
| 30Y | 2.998% | 3.291% | +29.2 bp | 2.998%Aug 1, 2022 | 3.369%Aug 24, 2022 |
Rates are percent; the change column is basis points. A rise in yield is a fall in price, so the colours here describe the rate rather than a bondholder's return.
Every trading day
| Date | 1Y | 2Y | 3Y | 5Y | 7Y | 10Y | 15Y | 20Y | 25Y | 30Y |
|---|---|---|---|---|---|---|---|---|---|---|
| Aug 1, 2022 | 2.937% | 2.916% | 2.840% | 2.666% | 2.566% | 2.589% | 2.869% | 3.119% | 3.169% | 2.998% |
| Aug 2, 2022 | 3.043% | 3.085% | 3.034% | 2.860% | 2.737% | 2.728% | 2.977% | 3.211% | 3.247% | 3.063% |
| Aug 3, 2022 | 3.072% | 3.108% | 3.051% | 2.862% | 2.727% | 2.705% | 2.941% | 3.167% | 3.197% | 3.008% |
| Aug 4, 2022 | 3.031% | 3.040% | 2.968% | 2.773% | 2.648% | 2.647% | 2.917% | 3.165% | 3.211% | 3.032% |
| Aug 5, 2022 | 3.182% | 3.256% | 3.198% | 2.978% | 2.816% | 2.786% | 3.044% | 3.281% | 3.301% | 3.090% |
| Aug 8, 2022 | 3.176% | 3.225% | 3.154% | 2.923% | 2.759% | 2.727% | 2.982% | 3.216% | 3.234% | 3.021% |
| Aug 9, 2022 | 3.218% | 3.276% | 3.210% | 2.977% | 2.805% | 2.758% | 2.997% | 3.226% | 3.249% | 3.043% |
| Aug 10, 2022 | 3.172% | 3.229% | 3.162% | 2.934% | 2.775% | 2.755% | 3.028% | 3.271% | 3.292% | 3.078% |
| Aug 11, 2022 | 3.162% | 3.229% | 3.179% | 2.987% | 2.853% | 2.852% | 3.135% | 3.387% | 3.422% | 3.222% |
| Aug 12, 2022 | 3.171% | 3.250% | 3.196% | 2.981% | 2.828% | 2.812% | 3.094% | 3.350% | 3.386% | 3.185% |
| Aug 15, 2022 | 3.134% | 3.202% | 3.141% | 2.923% | 2.771% | 2.762% | 3.057% | 3.323% | 3.367% | 3.175% |
| Aug 16, 2022 | 3.156% | 3.248% | 3.194% | 2.969% | 2.804% | 2.781% | 3.066% | 3.328% | 3.369% | 3.172% |
| Aug 17, 2022 | 3.185% | 3.305% | 3.269% | 3.056% | 2.891% | 2.856% | 3.123% | 3.375% | 3.413% | 3.216% |
| Aug 18, 2022 | 3.149% | 3.257% | 3.225% | 3.031% | 2.878% | 2.848% | 3.106% | 3.358% | 3.406% | 3.226% |
| Aug 19, 2022 | 3.167% | 3.293% | 3.278% | 3.110% | 2.975% | 2.958% | 3.220% | 3.462% | 3.494% | 3.297% |
| Aug 22, 2022 | 3.227% | 3.359% | 3.345% | 3.177% | 3.037% | 3.010% | 3.256% | 3.486% | 3.509% | 3.304% |
| Aug 23, 2022 | 3.205% | 3.335% | 3.330% | 3.183% | 3.058% | 3.037% | 3.275% | 3.497% | 3.518% | 3.315% |
| Aug 24, 2022 | 3.254% | 3.397% | 3.395% | 3.245% | 3.116% | 3.097% | 3.342% | 3.566% | 3.581% | 3.369% |
| Aug 25, 2022 | 3.257% | 3.380% | 3.362% | 3.189% | 3.045% | 3.014% | 3.254% | 3.482% | 3.505% | 3.302% |
| Aug 26, 2022 | 3.289% | 3.412% | 3.397% | 3.229% | 3.082% | 3.036% | 3.244% | 3.449% | 3.458% | 3.248% |
| Aug 29, 2022 | 3.323% | 3.448% | 3.439% | 3.288% | 3.152% | 3.111% | 3.311% | 3.503% | 3.502% | 3.284% |
| Aug 30, 2022 | 3.364% | 3.482% | 3.465% | 3.297% | 3.152% | 3.103% | 3.298% | 3.483% | 3.470% | 3.237% |
| Aug 31, 2022 | 3.381% | 3.477% | 3.459% | 3.311% | 3.184% | 3.148% | 3.341% | 3.522% | 3.514% | 3.291% |