MARKET MONITOR · U.S. TREASURY
U.S. Treasury Tracker
Latest published daily closing Treasury benchmark yields — alongside the most recently issued Treasury CUSIPs and maturities.
Indicative Treasury constant-maturity par yields at approximately 3:30 p.m. ET. Updated after each published business-day close; not live executable bond quotes.
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YIELD CURVE
Across maturities
Current and preceding published Treasury closing curves
Latest closePrevious close
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CLOSING RATES & TREASURY ISSUES
Benchmarks from 1 month to 30 years
Yield and daily change are based on the official par curve. CUSIP and maturity reference separately published auctions.
Source: U.S. Treasury
| Tenor | Par yield | 1D change | Previous | Latest issue CUSIP | Issue date | Maturity | Coupon | Security |
|---|---|---|---|---|---|---|---|---|
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INTERACTIVE TREASURY ANALYTICS
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Choose allocations across all 13 Treasury maturities. Combine annualized carry with a parallel rising-rate shock to see modeled mark-to-market and total return.
Awaiting published close
Uses the shared RatesLab capital amount
+100 bp
0 bp+100+200+300 bp
Starting allocations
Selected Treasury holdingsLoading published benchmark yields…
100% allocated
Waiting for the published Treasury closing curve.
| Tenor | Reference CUSIP | Par yield | Allocation | Invested | Duration | DV01 | 1Y carry | Shock MTM | Total |
|---|---|---|---|---|---|---|---|---|---|
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Weighted benchmark yield—Annualized par-yield carry proxy
One-year carry—Assumes unchanged benchmark yields
Shock MTM impact—Parallel +100 bp rate shock
Modeled total return—Carry plus shock MTM
Portfolio modified duration (proxy)—
Portfolio DV01—
Capital allocated—
Parallel-shock sensitivity
Modeled total return at different yield shocks, holding the initial annualized carry constant
Select a valid 100% allocation to view the shock ladder.
Portfolio methodology
This uses the same simplified framework as Cash Analytics: one-year carry = allocation × benchmark yield; DV01 = allocation × duration × 0.0001; MTM = −DV01 × shock (bp); and modeled total = one-year carry + instantaneous-shock MTM. The 1M, 3M, 10Y and 30Y duration proxies match Cash Analytics; other tenors use hypothetical par-security modified-duration estimates. Reference CUSIPs identify the latest issued securities but do not set the portfolio yield or its valuation.
Short-dated bill carry assumes repeat reinvestment at an unchanged rate. This intentionally combines a one-year income assumption with a point-in-time price shock; it is not a time-consistent trading backtest. Actual bond returns depend on prices, coupon timing, yield-curve reshaping, roll/reinvestment rates, convexity, taxes, trading costs and bid-ask spreads. Benchmark par yields are not executable yields for the CUSIPs listed above.
What is on-the-run?
The newest auctioned Treasury issue of a particular original maturity is generally called on-the-run. CUSIPs shown here are selected from the Treasury's most recently issued auction records for each original tenor, including reopenings when applicable.
Why is the yield different from a CUSIP's trading yield?
The displayed rate is the official constant-maturity par yield, estimated from market indications and interpolated along the curve. It is not the exact tradable yield for the listed CUSIP. These two data series are shown together for reference, not represented as one security-specific quote.