US Treasury rates, August 2023
Zero rates at all 10 fitted maturities on each of 23 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 | 4.905% | 4.844% | -6.2 bp | 4.746%Aug 8, 2023 | 5.008%Aug 25, 2023 |
| 10Y | 4.068% | 4.142% | +7.4 bp | 4.037%Aug 9, 2023 | 4.386%Aug 21, 2023 |
| 30Y | 4.118% | 4.246% | +12.7 bp | 4.118%Aug 1, 2023 | 4.481%Aug 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Aug 1, 2023 | 5.288% | 4.905% | 4.562% | 4.172% | 4.053% | 4.068% | 4.177% | 4.225% | 4.198% | 4.118% |
| Aug 2, 2023 | 5.276% | 4.880% | 4.540% | 4.172% | 4.072% | 4.104% | 4.225% | 4.280% | 4.260% | 4.184% |
| Aug 3, 2023 | 5.275% | 4.894% | 4.573% | 4.243% | 4.170% | 4.227% | 4.367% | 4.428% | 4.409% | 4.334% |
| Aug 4, 2023 | 5.210% | 4.777% | 4.433% | 4.090% | 4.017% | 4.079% | 4.234% | 4.312% | 4.308% | 4.246% |
| Aug 7, 2023 | 5.213% | 4.769% | 4.428% | 4.103% | 4.045% | 4.120% | 4.284% | 4.368% | 4.370% | 4.313% |
| Aug 8, 2023 | 5.204% | 4.746% | 4.389% | 4.044% | 3.976% | 4.046% | 4.210% | 4.297% | 4.302% | 4.247% |
| Aug 9, 2023 | 5.230% | 4.789% | 4.429% | 4.065% | 3.982% | 4.037% | 4.190% | 4.273% | 4.277% | 4.223% |
| Aug 10, 2023 | 5.242% | 4.817% | 4.479% | 4.146% | 4.076% | 4.133% | 4.278% | 4.354% | 4.356% | 4.304% |
| Aug 11, 2023 | 5.271% | 4.885% | 4.566% | 4.242% | 4.165% | 4.206% | 4.326% | 4.384% | 4.375% | 4.316% |
| Aug 14, 2023 | 5.300% | 4.940% | 4.630% | 4.291% | 4.194% | 4.218% | 4.328% | 4.388% | 4.383% | 4.329% |
| Aug 15, 2023 | 5.285% | 4.921% | 4.616% | 4.296% | 4.213% | 4.249% | 4.366% | 4.424% | 4.416% | 4.358% |
| Aug 16, 2023 | 5.305% | 4.957% | 4.666% | 4.354% | 4.273% | 4.309% | 4.427% | 4.482% | 4.467% | 4.402% |
| Aug 17, 2023 | 5.282% | 4.930% | 4.646% | 4.358% | 4.292% | 4.337% | 4.455% | 4.512% | 4.502% | 4.444% |
| Aug 18, 2023 | 5.263% | 4.907% | 4.617% | 4.318% | 4.250% | 4.299% | 4.428% | 4.490% | 4.482% | 4.422% |
| Aug 21, 2023 | 5.301% | 4.961% | 4.682% | 4.395% | 4.332% | 4.386% | 4.515% | 4.572% | 4.553% | 4.481% |
| Aug 22, 2023 | 5.327% | 5.004% | 4.725% | 4.420% | 4.338% | 4.374% | 4.488% | 4.536% | 4.511% | 4.434% |
| Aug 23, 2023 | 5.279% | 4.922% | 4.625% | 4.300% | 4.207% | 4.235% | 4.345% | 4.394% | 4.372% | 4.299% |
| Aug 24, 2023 | 5.316% | 4.962% | 4.663% | 4.334% | 4.241% | 4.269% | 4.379% | 4.424% | 4.397% | 4.318% |
| Aug 25, 2023 | 5.351% | 5.008% | 4.709% | 4.369% | 4.266% | 4.285% | 4.386% | 4.426% | 4.392% | 4.308% |
| Aug 28, 2023 | 5.342% | 4.980% | 4.669% | 4.324% | 4.223% | 4.248% | 4.361% | 4.409% | 4.384% | 4.306% |
| Aug 29, 2023 | 5.275% | 4.870% | 4.547% | 4.213% | 4.127% | 4.164% | 4.285% | 4.344% | 4.333% | 4.271% |
| Aug 30, 2023 | 5.278% | 4.875% | 4.553% | 4.222% | 4.138% | 4.175% | 4.293% | 4.347% | 4.332% | 4.266% |
| Aug 31, 2023 | 5.268% | 4.844% | 4.514% | 4.185% | 4.105% | 4.142% | 4.259% | 4.315% | 4.305% | 4.246% |