US Treasury rates, December 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 | 4.539% | 4.224% | -31.6 bp | 4.224%Dec 29, 2023 | 4.675%Dec 12, 2023 |
| 10Y | 4.303% | 3.929% | -37.4 bp | 3.838%Dec 27, 2023 | 4.354%Dec 4, 2023 |
| 30Y | 4.411% | 4.166% | -24.5 bp | 4.032%Dec 15, 2023 | 4.415%Dec 4, 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dec 1, 2023 | 4.984% | 4.539% | 4.286% | 4.111% | 4.146% | 4.303% | 4.511% | 4.573% | 4.526% | 4.411% |
| Dec 4, 2023 | 5.027% | 4.618% | 4.378% | 4.197% | 4.216% | 4.354% | 4.550% | 4.605% | 4.548% | 4.415% |
| Dec 5, 2023 | 4.984% | 4.557% | 4.304% | 4.109% | 4.118% | 4.245% | 4.427% | 4.476% | 4.419% | 4.294% |
| Dec 6, 2023 | 4.992% | 4.572% | 4.312% | 4.085% | 4.062% | 4.160% | 4.337% | 4.396% | 4.339% | 4.203% |
| Dec 7, 2023 | 4.973% | 4.550% | 4.295% | 4.082% | 4.071% | 4.179% | 4.362% | 4.420% | 4.363% | 4.229% |
| Dec 8, 2023 | 5.043% | 4.670% | 4.431% | 4.206% | 4.171% | 4.256% | 4.430% | 4.489% | 4.423% | 4.267% |
| Dec 11, 2023 | 5.052% | 4.671% | 4.430% | 4.209% | 4.180% | 4.269% | 4.442% | 4.500% | 4.438% | 4.293% |
| Dec 12, 2023 | 5.051% | 4.675% | 4.427% | 4.186% | 4.140% | 4.221% | 4.408% | 4.479% | 4.417% | 4.253% |
| Dec 13, 2023 | 4.903% | 4.441% | 4.171% | 3.965% | 3.974% | 4.105% | 4.291% | 4.349% | 4.310% | 4.212% |
| Dec 14, 2023 | 4.843% | 4.336% | 4.060% | 3.877% | 3.885% | 3.977% | 4.116% | 4.178% | 4.175% | 4.129% |
| Dec 15, 2023 | 4.876% | 4.399% | 4.113% | 3.876% | 3.859% | 3.959% | 4.113% | 4.158% | 4.120% | 4.032% |
| Dec 18, 2023 | 4.888% | 4.399% | 4.120% | 3.918% | 3.913% | 3.998% | 4.134% | 4.193% | 4.186% | 4.135% |
| Dec 19, 2023 | 4.869% | 4.383% | 4.110% | 3.911% | 3.905% | 3.989% | 4.122% | 4.181% | 4.174% | 4.123% |
| Dec 20, 2023 | 4.817% | 4.303% | 4.026% | 3.838% | 3.837% | 3.919% | 4.054% | 4.123% | 4.133% | 4.103% |
| Dec 21, 2023 | 4.799% | 4.291% | 4.026% | 3.855% | 3.862% | 3.949% | 4.087% | 4.159% | 4.173% | 4.146% |
| Dec 22, 2023 | 4.788% | 4.263% | 4.005% | 3.853% | 3.869% | 3.960% | 4.100% | 4.177% | 4.198% | 4.180% |
| Dec 26, 2023 | 4.787% | 4.284% | 4.026% | 3.862% | 3.868% | 3.950% | 4.084% | 4.163% | 4.188% | 4.175% |
| Dec 27, 2023 | 4.756% | 4.227% | 3.950% | 3.764% | 3.761% | 3.838% | 3.976% | 4.061% | 4.095% | 4.089% |
| Dec 28, 2023 | 4.786% | 4.257% | 3.990% | 3.815% | 3.811% | 3.882% | 4.009% | 4.088% | 4.120% | 4.116% |
| Dec 29, 2023 | 4.745% | 4.224% | 3.973% | 3.827% | 3.841% | 3.929% | 4.066% | 4.147% | 4.175% | 4.166% |