US Treasury rates, February 2023
Zero rates at all 10 fitted maturities on each of 19 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 | 4.109% | 4.788% | +67.8 bp | 4.109%Feb 1, 2023 | 4.794%Feb 24, 2023 |
| 10Y | 3.444% | 3.944% | +50.0 bp | 3.411%Feb 2, 2023 | 3.978%Feb 24, 2023 |
| 30Y | 3.659% | 3.926% | +26.7 bp | 3.625%Feb 2, 2023 | 4.020%Feb 21, 2023 |
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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Feb 1, 2023 | 4.608% | 4.109% | 3.740% | 3.422% | 3.382% | 3.444% | 3.544% | 3.601% | 3.635% | 3.659% |
| Feb 2, 2023 | 4.593% | 4.111% | 3.757% | 3.432% | 3.364% | 3.411% | 3.544% | 3.626% | 3.649% | 3.625% |
| Feb 3, 2023 | 4.737% | 4.311% | 3.965% | 3.613% | 3.519% | 3.542% | 3.649% | 3.712% | 3.719% | 3.681% |
| Feb 6, 2023 | 4.810% | 4.438% | 4.109% | 3.749% | 3.635% | 3.631% | 3.707% | 3.752% | 3.749% | 3.709% |
| Feb 7, 2023 | 4.836% | 4.468% | 4.130% | 3.782% | 3.697% | 3.707% | 3.754% | 3.781% | 3.798% | 3.810% |
| Feb 8, 2023 | 4.827% | 4.446% | 4.111% | 3.755% | 3.652% | 3.661% | 3.750% | 3.798% | 3.792% | 3.746% |
| Feb 9, 2023 | 4.851% | 4.490% | 4.167% | 3.811% | 3.698% | 3.698% | 3.780% | 3.830% | 3.832% | 3.795% |
| Feb 10, 2023 | 4.866% | 4.505% | 4.195% | 3.864% | 3.765% | 3.768% | 3.849% | 3.900% | 3.905% | 3.873% |
| Feb 13, 2023 | 4.883% | 4.528% | 4.213% | 3.863% | 3.748% | 3.736% | 3.805% | 3.851% | 3.856% | 3.827% |
| Feb 14, 2023 | 4.949% | 4.617% | 4.308% | 3.945% | 3.811% | 3.779% | 3.828% | 3.866% | 3.869% | 3.840% |
| Feb 15, 2023 | 4.949% | 4.632% | 4.331% | 3.976% | 3.848% | 3.823% | 3.877% | 3.914% | 3.911% | 3.875% |
| Feb 16, 2023 | 4.956% | 4.637% | 4.343% | 4.004% | 3.889% | 3.879% | 3.950% | 3.996% | 3.997% | 3.962% |
| Feb 17, 2023 | 4.960% | 4.616% | 4.307% | 3.965% | 3.854% | 3.845% | 3.915% | 3.960% | 3.962% | 3.930% |
| Feb 21, 2023 | 5.016% | 4.706% | 4.420% | 4.096% | 3.988% | 3.975% | 4.032% | 4.066% | 4.059% | 4.020% |
| Feb 22, 2023 | 5.012% | 4.708% | 4.420% | 4.088% | 3.974% | 3.954% | 4.000% | 4.022% | 4.004% | 3.956% |
| Feb 23, 2023 | 4.998% | 4.692% | 4.397% | 4.053% | 3.932% | 3.910% | 3.955% | 3.974% | 3.951% | 3.896% |
| Feb 24, 2023 | 5.057% | 4.794% | 4.509% | 4.146% | 4.007% | 3.978% | 4.027% | 4.045% | 4.013% | 3.942% |
| Feb 27, 2023 | 5.045% | 4.772% | 4.479% | 4.112% | 3.977% | 3.955% | 4.015% | 4.040% | 4.010% | 3.941% |
| Feb 28, 2023 | 5.064% | 4.788% | 4.493% | 4.113% | 3.968% | 3.944% | 4.012% | 4.039% | 4.006% | 3.926% |