US Treasury rates, October 2022
Zero rates at all 10 fitted maturities on each of 20 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 | 4.196% | 4.544% | +34.8 bp | 4.178%Oct 4, 2022 | 4.666%Oct 20, 2022 |
| 10Y | 3.646% | 4.106% | +46.1 bp | 3.594%Oct 4, 2022 | 4.259%Oct 24, 2022 |
| 30Y | 3.649% | 4.113% | +46.4 bp | 3.634%Oct 4, 2022 | 4.330%Oct 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Oct 3, 2022 | 4.129% | 4.196% | 4.131% | 3.893% | 3.711% | 3.646% | 3.834% | 3.994% | 3.936% | 3.649% |
| Oct 4, 2022 | 4.123% | 4.178% | 4.095% | 3.832% | 3.646% | 3.594% | 3.800% | 3.961% | 3.905% | 3.634% |
| Oct 5, 2022 | 4.149% | 4.234% | 4.179% | 3.955% | 3.788% | 3.738% | 3.918% | 4.048% | 3.972% | 3.692% |
| Oct 6, 2022 | 4.198% | 4.315% | 4.255% | 4.024% | 3.874% | 3.840% | 3.969% | 4.039% | 3.973% | 3.791% |
| Oct 7, 2022 | 4.268% | 4.403% | 4.342% | 4.108% | 3.959% | 3.922% | 4.030% | 4.084% | 4.022% | 3.865% |
| Oct 11, 2022 | 4.270% | 4.387% | 4.340% | 4.127% | 3.974% | 3.932% | 4.075% | 4.163% | 4.092% | 3.877% |
| Oct 12, 2022 | 4.254% | 4.364% | 4.320% | 4.106% | 3.943% | 3.889% | 4.049% | 4.162% | 4.088% | 3.831% |
| Oct 13, 2022 | 4.400% | 4.533% | 4.463% | 4.197% | 4.023% | 3.976% | 4.115% | 4.199% | 4.142% | 3.962% |
| Oct 14, 2022 | 4.432% | 4.565% | 4.496% | 4.236% | 4.065% | 4.016% | 4.139% | 4.211% | 4.154% | 3.985% |
| Oct 17, 2022 | 4.407% | 4.515% | 4.460% | 4.228% | 4.059% | 4.005% | 4.159% | 4.267% | 4.208% | 3.991% |
| Oct 18, 2022 | 4.399% | 4.487% | 4.431% | 4.203% | 4.030% | 3.968% | 4.132% | 4.265% | 4.216% | 3.983% |
| Oct 19, 2022 | 4.498% | 4.599% | 4.556% | 4.342% | 4.166% | 4.091% | 4.242% | 4.376% | 4.322% | 4.072% |
| Oct 20, 2022 | 4.537% | 4.666% | 4.643% | 4.445% | 4.268% | 4.181% | 4.329% | 4.470% | 4.413% | 4.139% |
| Oct 21, 2022 | 4.478% | 4.541% | 4.498% | 4.327% | 4.205% | 4.194% | 4.414% | 4.578% | 4.518% | 4.229% |
| Oct 24, 2022 | 4.488% | 4.556% | 4.508% | 4.339% | 4.237% | 4.259% | 4.488% | 4.630% | 4.572% | 4.330% |
| Oct 25, 2022 | 4.482% | 4.515% | 4.441% | 4.230% | 4.099% | 4.100% | 4.332% | 4.489% | 4.436% | 4.182% |
| Oct 26, 2022 | 4.460% | 4.478% | 4.400% | 4.187% | 4.050% | 4.037% | 4.258% | 4.416% | 4.360% | 4.091% |
| Oct 27, 2022 | 4.407% | 4.386% | 4.290% | 4.077% | 3.957% | 3.970% | 4.202% | 4.354% | 4.296% | 4.039% |
| Oct 28, 2022 | 4.491% | 4.486% | 4.387% | 4.163% | 4.041% | 4.058% | 4.278% | 4.402% | 4.329% | 4.082% |
| Oct 31, 2022 | 4.571% | 4.544% | 4.450% | 4.239% | 4.112% | 4.106% | 4.322% | 4.471% | 4.401% | 4.113% |