Rates · US Treasury Curve: performance over 1 day to 1 year
rates · Open on the interactive board
Rates · US Treasury Curve: 20 government bond yields and duration proxies tracked daily. Over the last three months the strongest is 5Y Yield (+61.0bp) and the weakest is 2s10s Spread (-5.00bp). Data through 2026-09-18.
| Instrument | Level | 1 day | 1 week | 1 month | 3 months | 6 months | 1 year | As of |
|---|---|---|---|---|---|---|---|---|
| 1M Yield | 3.97 | 0.00bp | +3.00bp | +17.0bp | +31.0bp | +23.0bp | -26.0bp | 2026-09-17 |
| 3M Yield | 4.12 | 0.00bp | +1.00bp | +24.0bp | +27.0bp | +39.0bp | +10.0bp | 2026-09-17 |
| 6M Yield | 4.20 | 0.00bp | +2.00bp | +25.0bp | +25.0bp | +45.0bp | +39.0bp | 2026-09-17 |
| 1Y Yield | 4.40 | 0.00bp | +3.00bp | +37.0bp | +41.0bp | +63.0bp | +78.0bp | 2026-09-17 |
| 2Y Yield | 4.67 | 0.00bp | +2.00bp | +43.0bp | +56.0bp | +79.0bp | +112bp | 2026-09-17 |
| 3Y Yield | 4.75 | 0.00bp | +2.00bp | +44.0bp | +60.0bp | +81.0bp | +119bp | 2026-09-17 |
| 5Y Yield | 4.78 | 0.00bp | -2.00bp | +35.0bp | +61.0bp | +72.0bp | +111bp | 2026-09-17 |
| 7Y Yield | 4.86 | 0.00bp | -2.00bp | +29.0bp | +58.0bp | +61.0bp | +100bp | 2026-09-17 |
| 10Y Yield | 4.94 | 0.00bp | -3.00bp | +20.0bp | +53.0bp | +50.0bp | +84.0bp | 2026-09-17 |
| 20Y Yield | 5.32 | 0.00bp | -5.00bp | +7.00bp | +45.0bp | +33.0bp | +66.0bp | 2026-09-17 |
| 30Y Yield | 5.29 | 0.00bp | -5.00bp | +2.00bp | +43.0bp | +31.0bp | +60.0bp | 2026-09-17 |
| 2s10s Spread | 0.25 | 0.00bp | -7.00bp | -25.0bp | -5.00bp | -31.0bp | -30.0bp | 2026-09-18 |
| 3m10y Spread | 0.87 | 0.00bp | +1.00bp | +1.00bp | +31.0bp | +16.0bp | +79.0bp | 2026-09-18 |
| 10Y Real (TIPS) | 2.61 | 0.00bp | +1.00bp | +21.0bp | +38.0bp | +48.0bp | +85.0bp | 2026-09-17 |
| 5Y Real (TIPS) | 2.46 | 0.00bp | +6.00bp | +37.0bp | +48.0bp | +96.0bp | +116bp | 2026-09-17 |
| 10Y Breakeven | 2.33 | 0.00bp | -4.00bp | -1.00bp | +15.0bp | +2.00bp | -1.00bp | 2026-09-18 |
| 5Y Breakeven | 2.31 | 0.00bp | -9.00bp | -3.00bp | +12.0bp | -25.0bp | -6.00bp | 2026-09-18 |
| 5y5y Forward Infl. | 2.35 | 0.00bp | +1.00bp | +1.00bp | +18.0bp | +29.0bp | +4.00bp | 2026-09-18 |
| SOFR | 3.85 | 0.00bp | +23.0bp | +20.0bp | +23.0bp | +22.0bp | -35.0bp | 2026-09-18 |
| Fed Funds (EFFR) | 3.88 | 0.00bp | +25.0bp | +25.0bp | +25.0bp | +24.0bp | -21.0bp | 2026-09-17 |
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.
Other groups
US Equity · Broad · US Equity · Sectors · US Equity · Industries · US Equity · Factors & Style · Global Equity · Developed · Global Equity · Emerging · Global Equity · Cash Indices · Commodities · Energy · Commodities · Metals · Commodities · Critical & Battery Minerals · Commodities · Agriculture & Broad · FX · Majors · FX · Emerging & Crosses · Rates · Duration Proxies · Credit · Volatility & Stress · Liquidity & Policy · Crypto & Digital Assets · Macro Prints · Rotation Ratios