2-month Treasury par yield
On , Treasury's 2-month par yield was 4.13%, 2 basis points higher than the day before and 2 basis points higher than a year earlier.
2-month par yield
4.13%
+2 bp since the day before
52-week high
4.20%
52-week low
3.60%
Change in a year
+2 bp
What has the 2-month Treasury yield been over time?
Whole curve today2-month par yield, last business day of each month
%
Source: U.S. Treasury, daily par yield curve rates, Daily Treasury Par Yield Curve Rates. Observed .
The numbers behind this chart
| Month-end | Par yield |
|---|---|
| 4.16% | |
| 3.88% | |
| 3.85% | |
| 3.77% | |
| 3.71% | |
| 3.71% | |
| 3.72% | |
| 3.73% | |
| 3.75% | |
| 3.67% | |
| 3.99% | |
| 4.04% | |
| 4.15% | |
| 4.30% | |
| 4.46% | |
| 4.45% | |
| 4.35% | |
| 4.36% | |
| 4.35% | |
| 4.38% | |
| 4.37% | |
| 4.39% | |
| 4.69% | |
| 4.76% |
Show 72 more rows
| Month-end | Par yield |
|---|---|
| 4.87% | |
| 5.32% | |
| 5.51% | |
| 5.47% | |
| 5.48% | |
| 5.51% | |
| 5.48% | |
| 5.50% | |
| 5.46% | |
| 5.59% | |
| 5.54% | |
| 5.57% | |
| 5.60% | |
| 5.55% | |
| 5.54% | |
| 5.39% | |
| 5.37% | |
| 5.14% | |
| 4.79% | |
| 4.81% | |
| 4.64% | |
| 4.41% | |
| 4.25% | |
| 4.00% | |
| 3.20% | |
| 2.72% | |
| 2.28% | |
| 1.68% | |
| 0.89% | |
| 0.73% | |
| 0.35% | |
| 0.20% | |
| 0.13% | |
| 0.05% | |
| 0.05% | |
| 0.08% | |
| 0.05% | |
| 0.05% | |
| 0.05% | |
| 0.05% | |
| 0.01% | |
| 0.02% | |
| 0.01% | |
| 0.04% | |
| 0.07% | |
| 0.08% | |
| 0.08% | |
| 0.09% | |
| 0.08% | |
| 0.10% | |
| 0.09% | |
| 0.14% | |
| 0.14% | |
| 0.10% | |
| 0.12% | |
| 1.37% | |
| 1.57% | |
| 1.51% | |
| 1.60% | |
| 1.59% | |
| 1.87% | |
| 2.04% | |
| 2.07% | |
| 2.15% | |
| 2.38% | |
| 2.44% | |
| 2.44% | |
| 2.47% | |
| 2.43% | |
| 2.45% | |
| 2.33% | |
| 2.26% |
The last 30 business days
| Date | Par yield |
|---|---|
| 4.13% | |
| 4.11% | |
| 4.13% | |
| 4.16% | |
| 4.18% | |
| 4.20% | |
| 4.20% | |
| 4.18% | |
| 4.10% | |
| 4.09% |
Show 20 more rows
| Date | Par yield |
|---|---|
| 4.10% | |
| 4.10% | |
| 4.09% | |
| 4.07% | |
| 4.06% | |
| 4.06% | |
| 4.05% | |
| 4.01% | |
| 3.93% | |
| 3.91% | |
| 3.90% | |
| 3.91% | |
| 3.89% | |
| 3.89% | |
| 3.88% | |
| 3.86% | |
| 3.81% | |
| 3.80% | |
| 3.80% | |
| 3.80% |
How this is measured
The 2-month par yield is the coupon rate at which a new 2-month Treasury security would sell at par, from the curve Treasury fits each business day to closing bid prices. Month-ends are the last business day of each finished month Treasury published a value for this term; the running month shows in the last 30 days. The 52-week range and the changes in basis points are computed by 500metrics.
What this number cannot tell you
- A fitted curve value, not the yield of one security: an outstanding note or bond of about this term trades at its own yield.
- Month-end values hide moves inside the month; the last 30 days are shown day by day.
Sources and licence
Sources and licence
- U.S. Treasury, daily par yield curve rates (source). Licence: Public domain, a work of the US federal government
Our text and compilation: CC BY 4.0. How to reuse and cite this page.