US Treasury rates, September 2022
Zero rates at all 10 fitted maturities on each of 21 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 | 3.536% | 4.295% | +75.8 bp | 3.445%Sep 2, 2022 | 4.403%Sep 27, 2022 |
| 10Y | 3.267% | 3.798% | +53.1 bp | 3.219%Sep 2, 2022 | 3.960%Sep 27, 2022 |
| 30Y | 3.391% | 3.673% | +28.2 bp | 3.384%Sep 2, 2022 | 3.796%Sep 27, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Sep 1, 2022 | 3.426% | 3.536% | 3.532% | 3.406% | 3.293% | 3.267% | 3.460% | 3.636% | 3.620% | 3.391% |
| Sep 2, 2022 | 3.371% | 3.445% | 3.430% | 3.315% | 3.223% | 3.219% | 3.426% | 3.607% | 3.601% | 3.384% |
| Sep 6, 2022 | 3.442% | 3.542% | 3.542% | 3.438% | 3.349% | 3.343% | 3.550% | 3.734% | 3.730% | 3.515% |
| Sep 7, 2022 | 3.434% | 3.503% | 3.488% | 3.375% | 3.285% | 3.280% | 3.484% | 3.666% | 3.662% | 3.451% |
| Sep 8, 2022 | 3.475% | 3.550% | 3.532% | 3.407% | 3.306% | 3.295% | 3.503% | 3.693% | 3.695% | 3.485% |
| Sep 9, 2022 | 3.554% | 3.629% | 3.603% | 3.458% | 3.342% | 3.321% | 3.529% | 3.715% | 3.707% | 3.483% |
| Sep 12, 2022 | 3.578% | 3.640% | 3.613% | 3.476% | 3.372% | 3.363% | 3.579% | 3.771% | 3.770% | 3.556% |
| Sep 13, 2022 | 3.767% | 3.814% | 3.764% | 3.582% | 3.440% | 3.395% | 3.578% | 3.749% | 3.729% | 3.495% |
| Sep 14, 2022 | 3.820% | 3.857% | 3.796% | 3.593% | 3.437% | 3.382% | 3.559% | 3.724% | 3.695% | 3.450% |
| Sep 15, 2022 | 3.868% | 3.924% | 3.867% | 3.656% | 3.491% | 3.426% | 3.594% | 3.745% | 3.694% | 3.424% |
| Sep 16, 2022 | 3.875% | 3.911% | 3.840% | 3.619% | 3.461% | 3.420% | 3.626% | 3.794% | 3.745% | 3.467% |
| Sep 19, 2022 | 3.947% | 3.996% | 3.921% | 3.683% | 3.513% | 3.462% | 3.638% | 3.774% | 3.719% | 3.475% |
| Sep 20, 2022 | 3.952% | 4.014% | 3.957% | 3.748% | 3.590% | 3.537% | 3.704% | 3.839% | 3.783% | 3.528% |
| Sep 21, 2022 | 4.015% | 4.075% | 3.994% | 3.736% | 3.554% | 3.487% | 3.630% | 3.738% | 3.679% | 3.461% |
| Sep 22, 2022 | 4.046% | 4.176% | 4.133% | 3.911% | 3.743% | 3.683% | 3.809% | 3.890% | 3.814% | 3.593% |
| Sep 23, 2022 | 4.113% | 4.266% | 4.219% | 3.957% | 3.748% | 3.648% | 3.763% | 3.855% | 3.783% | 3.554% |
| Sep 26, 2022 | 4.185% | 4.383% | 4.371% | 4.150% | 3.951% | 3.840% | 3.916% | 3.971% | 3.869% | 3.613% |
| Sep 27, 2022 | 4.198% | 4.403% | 4.398% | 4.202% | 4.034% | 3.960% | 4.058% | 4.115% | 4.023% | 3.796% |
| Sep 28, 2022 | 4.079% | 4.180% | 4.130% | 3.913% | 3.754% | 3.709% | 3.869% | 3.970% | 3.883% | 3.620% |
| Sep 29, 2022 | 4.131% | 4.252% | 4.197% | 3.968% | 3.810% | 3.768% | 3.903% | 3.972% | 3.884% | 3.659% |
| Sep 30, 2022 | 4.176% | 4.295% | 4.264% | 4.057% | 3.879% | 3.798% | 3.947% | 4.069% | 3.982% | 3.673% |