US Treasury rates, October 2023
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 | 5.099% | 5.041% | -5.8 bp | 4.956%Oct 10, 2023 | 5.172%Oct 18, 2023 |
| 10Y | 4.759% | 4.970% | +21.1 bp | 4.598%Oct 11, 2023 | 5.033%Oct 19, 2023 |
| 30Y | 4.806% | 5.220% | +41.5 bp | 4.605%Oct 11, 2023 | 5.232%Oct 30, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Oct 2, 2023 | 5.391% | 5.099% | 4.865% | 4.657% | 4.653% | 4.759% | 4.915% | 4.959% | 4.911% | 4.806% |
| Oct 3, 2023 | 5.409% | 5.139% | 4.928% | 4.752% | 4.764% | 4.883% | 5.050% | 5.101% | 5.060% | 4.960% |
| Oct 4, 2023 | 5.317% | 5.038% | 4.850% | 4.668% | 4.647% | 4.752% | 4.978% | 5.070% | 4.987% | 4.756% |
| Oct 5, 2023 | 5.294% | 5.012% | 4.823% | 4.641% | 4.623% | 4.739% | 4.986% | 5.093% | 5.014% | 4.776% |
| Oct 6, 2023 | 5.338% | 5.060% | 4.875% | 4.699% | 4.687% | 4.807% | 5.055% | 5.155% | 5.066% | 4.817% |
| Oct 10, 2023 | 5.266% | 4.956% | 4.754% | 4.573% | 4.568% | 4.701% | 4.952% | 5.050% | 4.967% | 4.738% |
| Oct 11, 2023 | 5.273% | 4.969% | 4.760% | 4.545% | 4.505% | 4.598% | 4.830% | 4.932% | 4.849% | 4.605% |
| Oct 12, 2023 | 5.319% | 5.038% | 4.844% | 4.648% | 4.617% | 4.719% | 4.962% | 5.073% | 4.989% | 4.735% |
| Oct 13, 2023 | 5.306% | 5.017% | 4.814% | 4.599% | 4.552% | 4.639% | 4.877% | 4.992% | 4.909% | 4.646% |
| Oct 16, 2023 | 5.328% | 5.055% | 4.865% | 4.667% | 4.631% | 4.730% | 4.977% | 5.092% | 5.003% | 4.725% |
| Oct 17, 2023 | 5.388% | 5.161% | 4.997% | 4.817% | 4.771% | 4.840% | 5.049% | 5.152% | 5.060% | 4.768% |
| Oct 18, 2023 | 5.381% | 5.172% | 5.025% | 4.871% | 4.844% | 4.926% | 5.132% | 5.221% | 5.118% | 4.830% |
| Oct 19, 2023 | 5.338% | 5.134% | 5.003% | 4.893% | 4.909% | 5.033% | 5.252% | 5.325% | 5.221% | 4.969% |
| Oct 20, 2023 | 5.301% | 5.060% | 4.914% | 4.809% | 4.845% | 4.992% | 5.219% | 5.292% | 5.209% | 5.004% |
| Oct 23, 2023 | 5.319% | 5.031% | 4.848% | 4.762% | 4.826% | 4.946% | 5.071% | 5.138% | 5.178% | 5.204% |
| Oct 24, 2023 | 5.309% | 5.061% | 4.902% | 4.762% | 4.764% | 4.880% | 5.087% | 5.156% | 5.063% | 4.838% |
| Oct 25, 2023 | 5.330% | 5.112% | 4.974% | 4.859% | 4.875% | 4.999% | 5.214% | 5.287% | 5.196% | 4.969% |
| Oct 26, 2023 | 5.325% | 5.032% | 4.851% | 4.771% | 4.836% | 4.953% | 5.072% | 5.135% | 5.173% | 5.198% |
| Oct 27, 2023 | 5.310% | 4.992% | 4.803% | 4.729% | 4.808% | 4.943% | 5.080% | 5.153% | 5.196% | 5.225% |
| Oct 30, 2023 | 5.318% | 5.016% | 4.835% | 4.766% | 4.844% | 4.971% | 5.099% | 5.165% | 5.205% | 5.232% |
| Oct 31, 2023 | 5.347% | 5.041% | 4.857% | 4.779% | 4.849% | 4.970% | 5.093% | 5.156% | 5.195% | 5.220% |