US Treasury rates, July 2023
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 | 4.952% | 4.873% | -7.9 bp | 4.612%Jul 13, 2023 | 5.010%Jul 6, 2023 |
| 10Y | 3.885% | 3.990% | +10.5 bp | 3.773%Jul 19, 2023 | 4.103%Jul 7, 2023 |
| 30Y | 3.890% | 4.045% | +15.5 bp | 3.886%Jul 19, 2023 | 4.080%Jul 27, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Jul 3, 2023 | 5.333% | 4.952% | 4.576% | 4.113% | 3.934% | 3.885% | 3.938% | 3.969% | 3.950% | 3.890% |
| Jul 5, 2023 | 5.313% | 4.952% | 4.599% | 4.168% | 4.007% | 3.973% | 4.031% | 4.058% | 4.029% | 3.959% |
| Jul 6, 2023 | 5.331% | 5.010% | 4.683% | 4.280% | 4.124% | 4.080% | 4.114% | 4.121% | 4.083% | 4.009% |
| Jul 7, 2023 | 5.301% | 4.955% | 4.635% | 4.265% | 4.133% | 4.103% | 4.142% | 4.156% | 4.129% | 4.069% |
| Jul 10, 2023 | 5.268% | 4.876% | 4.538% | 4.169% | 4.052% | 4.046% | 4.116% | 4.150% | 4.132% | 4.077% |
| Jul 11, 2023 | 5.286% | 4.897% | 4.549% | 4.160% | 4.032% | 4.021% | 4.093% | 4.128% | 4.111% | 4.052% |
| Jul 12, 2023 | 5.197% | 4.746% | 4.379% | 3.998% | 3.891% | 3.906% | 4.005% | 4.059% | 4.052% | 4.001% |
| Jul 13, 2023 | 5.116% | 4.612% | 4.230% | 3.861% | 3.771% | 3.806% | 3.928% | 3.997% | 4.003% | 3.961% |
| Jul 14, 2023 | 5.196% | 4.748% | 4.370% | 3.963% | 3.843% | 3.857% | 3.969% | 4.031% | 4.028% | 3.975% |
| Jul 17, 2023 | 5.188% | 4.731% | 4.347% | 3.939% | 3.823% | 3.842% | 3.962% | 4.032% | 4.034% | 3.984% |
| Jul 18, 2023 | 5.188% | 4.736% | 4.349% | 3.931% | 3.807% | 3.823% | 3.941% | 4.008% | 4.007% | 3.953% |
| Jul 19, 2023 | 5.196% | 4.735% | 4.339% | 3.903% | 3.768% | 3.773% | 3.883% | 3.945% | 3.941% | 3.886% |
| Jul 20, 2023 | 5.230% | 4.799% | 4.424% | 4.008% | 3.875% | 3.875% | 3.969% | 4.019% | 4.008% | 3.949% |
| Jul 21, 2023 | 5.232% | 4.817% | 4.441% | 4.012% | 3.872% | 3.870% | 3.968% | 4.021% | 4.008% | 3.944% |
| Jul 24, 2023 | 5.256% | 4.856% | 4.484% | 4.046% | 3.894% | 3.882% | 3.975% | 4.027% | 4.015% | 3.952% |
| Jul 25, 2023 | 5.281% | 4.893% | 4.529% | 4.098% | 3.945% | 3.925% | 4.007% | 4.053% | 4.040% | 3.980% |
| Jul 26, 2023 | 5.263% | 4.849% | 4.471% | 4.036% | 3.890% | 3.883% | 3.982% | 4.038% | 4.029% | 3.969% |
| Jul 27, 2023 | 5.304% | 4.939% | 4.589% | 4.175% | 4.035% | 4.031% | 4.125% | 4.172% | 4.151% | 4.080% |
| Jul 28, 2023 | 5.285% | 4.888% | 4.528% | 4.118% | 3.987% | 3.991% | 4.090% | 4.139% | 4.118% | 4.046% |
| Jul 31, 2023 | 5.280% | 4.873% | 4.514% | 4.112% | 3.985% | 3.990% | 4.087% | 4.133% | 4.114% | 4.045% |