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Rates · Duration Proxies: performance over 1 day to 1 year

rates · benchmark 7-10Y Treasuries · Open on the interactive board

Rates · Duration Proxies: 14 government bond yields and duration proxies tracked daily. Over the last three months the strongest is T-Bills (BIL) (+0.86%) and the weakest is Extended Duration (-8.86%). Data through 2026-09-18.

InstrumentLevel1 day1 week1 month3 months6 months1 yearAs of
T-Bills (BIL) 91.55 0.00%+0.05%+0.25%+0.86%+1.70%+3.52%2026-09-18
1-3Y Treasuries 81.24 0.00%-0.12%-0.63%-0.12%+0.38%+1.36%2026-09-18
3-7Y Treasuries 114.24 0.00%-0.18%-1.55%-1.82%-1.32%-1.14%2026-09-18
7-10Y Treasuries 90.80 0.00%-0.14%-1.82%-3.16%-2.05%-2.57%2026-09-18
10-20Y Treasuries 95.16 0.00%+0.14%-1.20%-4.80%-2.11%-3.96%2026-09-18
20+Y Treasuries 81.25 0.00%+0.40%-0.60%-5.94%-2.91%-5.44%2026-09-18
Extended Duration 59.63 0.00%+0.71%+0.20%-8.86%-4.40%-9.14%2026-09-18
Broad Treasuries 22.13 0.00%-0.05%-1.09%-2.08%-0.97%-1.04%2026-09-18
TIPS 105.27 0.00%-0.52%-1.74%-2.05%-0.73%-1.16%2026-09-18
Short TIPS 99.93 0.00%-0.36%-0.98%-0.27%+0.40%+1.41%2026-09-18
US Agg Bond 95.96 0.00%+0.07%-1.09%-2.26%-0.61%-0.75%2026-09-18
MBS 91.29 0.00%+0.08%-1.61%-2.60%-0.90%-0.33%2026-09-18
Intl Bonds (Hedged) 47.05 0.00%+0.26%-1.01%-2.28%+0.15%-0.61%2026-09-18
Municipals 102.88 0.00%-0.22%-2.07%-3.48%-1.03%-0.39%2026-09-18

Change is the move in the closing level over the horizon: percent for prices and indices, basis points for yields and spreads. Monthly and weekly series count their own prints, not business days, so a "1 month" change on a monthly series is one print. A dash means the series has too little history, or has stopped updating, for that horizon.

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