US Treasury rates, September 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 | 4.855% | 5.041% | +18.6 bp | 4.855%Sep 1, 2023 | 5.131%Sep 27, 2023 |
| 10Y | 4.235% | 4.661% | +42.5 bp | 4.235%Sep 1, 2023 | 4.672%Sep 27, 2023 |
| 30Y | 4.328% | 4.745% | +41.7 bp | 4.328%Sep 1, 2023 | 4.749%Sep 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Sep 1, 2023 | 5.265% | 4.855% | 4.542% | 4.241% | 4.181% | 4.235% | 4.361% | 4.414% | 4.396% | 4.328% |
| Sep 5, 2023 | 5.314% | 4.936% | 4.629% | 4.321% | 4.255% | 4.311% | 4.443% | 4.498% | 4.477% | 4.403% |
| Sep 6, 2023 | 5.356% | 5.003% | 4.703% | 4.384% | 4.300% | 4.332% | 4.440% | 4.484% | 4.460% | 4.387% |
| Sep 7, 2023 | 5.310% | 4.939% | 4.636% | 4.329% | 4.260% | 4.308% | 4.429% | 4.480% | 4.459% | 4.388% |
| Sep 8, 2023 | 5.318% | 4.959% | 4.657% | 4.340% | 4.259% | 4.294% | 4.403% | 4.449% | 4.428% | 4.359% |
| Sep 11, 2023 | 5.316% | 4.955% | 4.657% | 4.350% | 4.277% | 4.318% | 4.434% | 4.486% | 4.469% | 4.404% |
| Sep 12, 2023 | 5.330% | 4.976% | 4.675% | 4.354% | 4.269% | 4.302% | 4.414% | 4.465% | 4.447% | 4.380% |
| Sep 13, 2023 | 5.318% | 4.953% | 4.650% | 4.331% | 4.249% | 4.283% | 4.397% | 4.451% | 4.437% | 4.375% |
| Sep 14, 2023 | 5.327% | 4.980% | 4.683% | 4.365% | 4.283% | 4.322% | 4.445% | 4.505% | 4.494% | 4.431% |
| Sep 15, 2023 | 5.339% | 4.999% | 4.709% | 4.398% | 4.317% | 4.353% | 4.472% | 4.528% | 4.515% | 4.452% |
| Sep 18, 2023 | 5.355% | 5.024% | 4.729% | 4.405% | 4.314% | 4.344% | 4.456% | 4.508% | 4.491% | 4.424% |
| Sep 19, 2023 | 5.374% | 5.063% | 4.782% | 4.461% | 4.367% | 4.390% | 4.497% | 4.545% | 4.526% | 4.456% |
| Sep 20, 2023 | 5.404% | 5.086% | 4.799% | 4.464% | 4.357% | 4.369% | 4.468% | 4.513% | 4.489% | 4.416% |
| Sep 21, 2023 | 5.384% | 5.091% | 4.833% | 4.551% | 4.478% | 4.519% | 4.635% | 4.684% | 4.660% | 4.586% |
| Sep 22, 2023 | 5.369% | 5.068% | 4.800% | 4.510% | 4.435% | 4.474% | 4.589% | 4.641% | 4.625% | 4.561% |
| Sep 25, 2023 | 5.372% | 5.071% | 4.816% | 4.561% | 4.520% | 4.594% | 4.737% | 4.795% | 4.773% | 4.696% |
| Sep 26, 2023 | 5.375% | 5.078% | 4.822% | 4.568% | 4.530% | 4.611% | 4.765% | 4.830% | 4.811% | 4.734% |
| Sep 27, 2023 | 5.409% | 5.131% | 4.881% | 4.628% | 4.591% | 4.672% | 4.821% | 4.875% | 4.841% | 4.749% |
| Sep 28, 2023 | 5.368% | 5.059% | 4.808% | 4.577% | 4.560% | 4.656% | 4.811% | 4.863% | 4.827% | 4.733% |
| Sep 29, 2023 | 5.364% | 5.041% | 4.784% | 4.556% | 4.549% | 4.661% | 4.831% | 4.887% | 4.847% | 4.745% |