Floating rate note

91282CMJ7

Original term
2-Year
Maturity
Jan 31, 2027
Coupon
Pays
Quarterly
Dated
Jan 31, 2025
First coupon
Apr 30, 2025
Priced through
Sep 10, 2026
Analyzed through
not analyzed

Statement of August 31, 2026

Amount outstanding
$90.49bn
Held stripped
not strippable
Share stripped

This security cannot be stripped, so no stripped figure exists for it rather than one that is zero. Stripping separates a coupon security into its individual interest and principal payments, which needs more than one cashflow to separate. Market statistics.

Amount outstanding as reported by Treasury, in its Monthly Statement of the Public Debt. The Safe Rate indices weight on a different figure, float-adjusted original par, and the two are not comparable security by security. The index figures are published per holding.

Floating rate measures, September 10, 2026

A floating-rate note resets quarterly against the 13-week bill, so it has no yield to maturity: the cashflow schedule a yield would describe does not exist. What it has instead is a spread, the margin a buyer earns over that reference rate, and a sensitivity to that spread rather than to the level of rates.

Discount margin
-0.5 bp
Spread at auction
9.8 bp
Index rate
3.806%
Spread duration
0.389 yr
Spread DV01
0.0039
Clean price
100.038
Accrued
0.453
Dirty price
100.491
Rate duration
0.0007 yr

Rate duration is almost zero, and that is the instrument rather than a missing number: because the coupon resets, the price barely moves when the level of rates moves. Spread duration is the one that matters here. It says how much the price moves if the market demands a wider margin.

Its most recent day is not scored yet. The score is written by a pass that runs separately from the measures above, so a new observation can arrive before its score does. An absent score is not evidence that a note is fairly priced.

Discount margin, 404 observations

-5 bp0 bp5 bp10 bp15 bp20 bp25 bpJan 31, 2025Sep 10, 2026Jan 31, 2025Discount margin8.5 bpFeb 14, 2025Discount margin8.0 bpMar 3, 2025Discount margin9.7 bpMar 17, 2025Discount margin9.7 bpMar 31, 2025Discount margin11.0 bpApr 14, 2025Discount margin16.8 bpApr 28, 2025Discount margin13.0 bpMay 12, 2025Discount margin11.7 bpMay 27, 2025Discount margin10.0 bpJun 10, 2025Discount margin11.5 bpJun 25, 2025Discount margin13.5 bpJul 10, 2025Discount margin11.0 bpJul 24, 2025Discount margin12.8 bpAug 7, 2025Discount margin13.0 bpAug 21, 2025Discount margin13.7 bpSep 5, 2025Discount margin18.0 bpSep 19, 2025Discount margin22.0 bpOct 3, 2025Discount margin19.0 bpOct 20, 2025Discount margin19.2 bpNov 3, 2025Discount margin19.0 bpNov 18, 2025Discount margin17.4 bpDec 3, 2025Discount margin16.0 bpDec 17, 2025Discount margin14.8 bpJan 2, 2026Discount margin12.5 bpJan 16, 2026Discount margin11.0 bpFeb 2, 2026Discount margin8.5 bpFeb 17, 2026Discount margin7.0 bpMar 3, 2026Discount margin7.5 bpMar 17, 2026Discount margin6.7 bpMar 31, 2026Discount margin7.5 bpApr 14, 2026Discount margin8.0 bpApr 28, 2026Discount margin8.5 bpMay 12, 2026Discount margin6.0 bpMay 27, 2026Discount margin5.2 bpJun 10, 2026Discount margin4.8 bpJun 25, 2026Discount margin3.0 bpJul 10, 2026Discount margin0.5 bpJul 24, 2026Discount margin0.8 bpAug 7, 2026Discount margin-1.2 bpAug 21, 2026Discount margin-0.7 bpSep 4, 2026Discount margin-0.5 bpSep 10, 2026Discount margin-0.5 bp

Price history

404 trading days to Sep 10, 2026

99.8099.8599.9099.95100.00100.05100.10Jan 31, 2025Sep 10, 2026Jan 31, 2025Close100.025Feb 14, 2025Close100.032Mar 3, 2025Close99.998Mar 17, 2025Close99.998Mar 31, 2025Close99.976Apr 14, 2025Close99.877Apr 28, 2025Close99.945May 12, 2025Close99.966May 27, 2025Close99.994Jun 10, 2025Close99.970Jun 25, 2025Close99.939Jul 10, 2025Close99.980Jul 24, 2025Close99.955Aug 7, 2025Close99.953Aug 21, 2025Close99.942Sep 5, 2025Close99.885Sep 19, 2025Close99.835Oct 3, 2025Close99.879Oct 20, 2025Close99.880Nov 3, 2025Close99.887Nov 18, 2025Close99.909Dec 3, 2025Close99.927Dec 17, 2025Close99.943Jan 2, 2026Close99.970Jan 16, 2026Close99.987Feb 2, 2026Close100.013Feb 17, 2026Close100.025Mar 3, 2026Close100.019Mar 17, 2026Close100.024Mar 31, 2026Close100.017Apr 14, 2026Close100.013Apr 28, 2026Close100.010May 12, 2026Close100.026May 27, 2026Close100.029Jun 10, 2026Close100.030Jun 25, 2026Close100.039Jul 10, 2026Close100.050Jul 24, 2026Close100.046Aug 7, 2026Close100.052Aug 21, 2026Close100.044Sep 4, 2026Close100.039Sep 10, 2026Close100.038
The most recent 20 trading days of prices for 91282CMJ7.
DateBidOfferClose
Sep 10, 2026100.043100.037100.038
Sep 9, 2026100.045100.040100.039
Sep 8, 2026100.045100.040100.040
Sep 4, 2026100.043100.039100.039
Sep 3, 2026100.048100.043100.042
Sep 2, 2026100.049100.043100.043
Sep 1, 2026100.050100.045100.045
Aug 31, 2026100.050100.044100.044
Aug 28, 2026100.051100.044100.044
Aug 27, 2026100.050100.043100.045
Aug 26, 2026100.052100.046100.043
Aug 25, 2026100.053100.046100.046
Aug 24, 2026100.053100.044100.049
Aug 21, 2026100.053100.044100.044
Aug 20, 2026100.054100.047100.047
Aug 19, 2026100.054100.047100.047
Aug 18, 2026100.055100.047100.047
Aug 17, 2026100.055100.048100.048
Aug 14, 2026100.055100.048100.048
Aug 13, 2026100.059100.051100.051

Prices are per 100 of face, from Treasury's own end-of-day file. A dash in the bid or offer column means none was posted that day.

3 auctions

A CUSIP can be auctioned more than once: Treasury reopens an existing security rather than issuing a new one, so the same bond is sold again at whatever yield the market then wants.

Auction history for 91282CMJ7.
Auction dateIssuedTypeOfferedAcceptedBid to coverHigh yield
Jan 28, 2025Jan 31, 2025New issue$30.0bn$31.7bn3.01x
Feb 26, 2025Feb 28, 2025Reopening$28.0bn$30.8bn2.72x
Mar 26, 2025Mar 28, 2025Reopening$28.0bn$28.0bn2.87x

The curve this was priced against →

Index levels before September 30, 2026 are back-tested. They were computed after the fact by applying the rules to historical data, which benefits from hindsight in the choice of rules, and an index cannot be invested in directly. Methodology v1.0 takes effect at that rebalance, when levels begin to be struck on the day; the rulebook is identical either way, and the version is published on every row.

A fitted curve is a fit, not a quote. Daily error averages 3.8 basis points across the history and reaches about 20 on the worst days, in December 2008, when the market was genuinely hard to fit one smooth curve to. Every curve page publishes its own fit error rather than burying it.

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Curves are fitted from public Treasury data and carry fit error; figures are not a record of trading, and an index cannot be invested in directly. No claim of compliance with the IOSCO Principles for Financial Benchmarks is made or implied. Not investment advice, not an offer, and not a recommendation to buy or sell any security.