Treasury Yields

Trends in Treasuries

Period 1 Month 3 Month 6 Month 1 Year 2 Year 3 Year 5 Year 7 Year 10 Year 20 Year 30 Year Fed Funds Rate
Current 5.51% 5.43% 5.35% 4.93% 4.41% 4.15% 3.94% 3.96% 3.93% 4.23% 4.03% 5.33%
Previous Day -1 bps -2 bps -1 bps -2 bps -2 bps 0 bps 0 bps -1 bps -2 bps 0 bps -2 bps 0 bps
Weekly -2 bps -2 bps -5 bps -21 bps -32 bps -27 bps -28 bps -28 bps -27 bps -25 bps -27 bps 0 bps
Monthly -1 bps -7 bps -4 bps -31 bps -47 bps -49 bps -51 bps -51 bps -51 bps -57 bps -56 bps 0 bps
Quarterly -2 bps -11 bps -16 bps -52 bps -67 bps -64 bps -57 bps -51 bps -44 bps -37 bps -40 bps 0 bps
YTD 134 bps 90 bps 57 bps 21 bps 1 bps -2 bps 0 bps 7 bps 14 bps 17 bps 15 bps 100 bps
Yearly 157 bps 112 bps 67 bps 32 bps 23 bps 23 bps 33 bps 38 bps 45 bps 50 bps 50 bps 100 bps
Period 1 Month 3 Month 6 Month 1 Year 2 Year 3 Year 5 Year 7 Year 10 Year 20 Year 30 Year Fed Funds Rate
Weekly Volatility 0.02% 0.02% 0.04% 0.09% 0.13% 0.12% 0.11% 0.10% 0.08% 0.08% 0.08% 0.00%
Monthly Volatility 0.01% 0.02% 0.04% 0.06% 0.09% 0.09% 0.09% 0.08% 0.07% 0.07% 0.07% 0.00%
5 Year Volatility 0.06% 0.04% 0.04% 0.05% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06% 0.06%

Period 5 Year - 3 Month 5 Year - 1 Year 10 Year - 3 Month 10 Year - 2 Year 20 Year - 2 Year
Current -1.49% -0.99% -1.50% -0.48% -0.18%
Previous Day 2 bps 2 bps 1 bps 0 bps 2 bps
Weekly -26 bps -8 bps -23 bps 5 bps 7 bps
Monthly -44 bps -20 bps -44 bps -4 bps -10 bps
Quarterly -46 bps -5 bps -33 bps 23 bps 30 bps
YTD -252 bps -203 bps -303 bps -176 bps -200 bps
Yearly -79 bps 1 bps -67 bps 21 bps 26 bps

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