US Treasury rates, December 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 | 4.270% | 4.461% | +19.1 bp | 4.197%Dec 16, 2022 | 4.461%Dec 30, 2022 |
| 10Y | 3.598% | 3.927% | +32.9 bp | 3.476%Dec 15, 2022 | 3.927%Dec 30, 2022 |
| 30Y | 3.767% | 4.062% | +29.5 bp | 3.489%Dec 7, 2022 | 4.077%Dec 28, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dec 1, 2022 | 4.584% | 4.270% | 3.979% | 3.650% | 3.560% | 3.598% | 3.737% | 3.815% | 3.819% | 3.767% |
| Dec 2, 2022 | 4.609% | 4.290% | 3.987% | 3.642% | 3.546% | 3.579% | 3.702% | 3.757% | 3.735% | 3.658% |
| Dec 5, 2022 | 4.674% | 4.422% | 4.133% | 3.770% | 3.650% | 3.658% | 3.761% | 3.806% | 3.779% | 3.699% |
| Dec 6, 2022 | 4.639% | 4.366% | 4.066% | 3.694% | 3.568% | 3.573% | 3.672% | 3.715% | 3.687% | 3.607% |
| Dec 7, 2022 | 4.581% | 4.280% | 3.966% | 3.590% | 3.470% | 3.480% | 3.578% | 3.614% | 3.577% | 3.489% |
| Dec 8, 2022 | 4.610% | 4.333% | 4.036% | 3.675% | 3.554% | 3.553% | 3.626% | 3.643% | 3.595% | 3.501% |
| Dec 9, 2022 | 4.618% | 4.350% | 4.063% | 3.721% | 3.616% | 3.631% | 3.725% | 3.756% | 3.718% | 3.631% |
| Dec 12, 2022 | 4.661% | 4.406% | 4.119% | 3.764% | 3.647% | 3.653% | 3.740% | 3.766% | 3.721% | 3.626% |
| Dec 13, 2022 | 4.550% | 4.254% | 3.965% | 3.628% | 3.524% | 3.539% | 3.639% | 3.687% | 3.671% | 3.608% |
| Dec 14, 2022 | 4.558% | 4.245% | 3.950% | 3.611% | 3.509% | 3.524% | 3.626% | 3.677% | 3.665% | 3.606% |
| Dec 15, 2022 | 4.560% | 4.253% | 3.951% | 3.594% | 3.475% | 3.476% | 3.571% | 3.628% | 3.628% | 3.582% |
| Dec 16, 2022 | 4.514% | 4.197% | 3.907% | 3.591% | 3.502% | 3.524% | 3.627% | 3.683% | 3.681% | 3.636% |
| Dec 19, 2022 | 4.543% | 4.258% | 3.986% | 3.678% | 3.589% | 3.611% | 3.713% | 3.768% | 3.763% | 3.714% |
| Dec 20, 2022 | 4.545% | 4.276% | 4.030% | 3.766% | 3.700% | 3.732% | 3.834% | 3.887% | 3.885% | 3.841% |
| Dec 21, 2022 | 4.509% | 4.235% | 3.999% | 3.757% | 3.699% | 3.731% | 3.828% | 3.881% | 3.886% | 3.853% |
| Dec 22, 2022 | 4.536% | 4.271% | 4.028% | 3.765% | 3.694% | 3.718% | 3.811% | 3.864% | 3.868% | 3.834% |
| Dec 23, 2022 | 4.569% | 4.323% | 4.091% | 3.831% | 3.759% | 3.786% | 3.892% | 3.955% | 3.964% | 3.931% |
| Dec 27, 2022 | 4.612% | 4.395% | 4.173% | 3.919% | 3.851% | 3.886% | 3.998% | 4.062% | 4.067% | 4.027% |
| Dec 28, 2022 | 4.611% | 4.388% | 4.178% | 3.946% | 3.888% | 3.924% | 4.033% | 4.098% | 4.108% | 4.077% |
| Dec 29, 2022 | 4.636% | 4.397% | 4.173% | 3.919% | 3.848% | 3.878% | 3.987% | 4.051% | 4.058% | 4.021% |
| Dec 30, 2022 | 4.705% | 4.461% | 4.227% | 3.966% | 3.896% | 3.927% | 4.035% | 4.096% | 4.101% | 4.062% |