Daily Treasury yield curve
The par yield curve published by the U.S. Treasury, as of Oct 15, 2026, and the spot/zero curve we bootstrap from it. Together they price every security on this site.
Par vs. spot
Par yield i
Spot / zero i
Rates by tenor
scroll for every tenor| Tenor | Par yield | Spot (zero) |
|---|---|---|
| 1-Month | 4.17% | 4.17% |
| 1.5-Month | 4.15% | 4.15% |
| 2-Month | 4.19% | 4.19% |
| 3-Month | 4.28% | 4.28% |
| 4-Month | 4.35% | 4.35% |
| 6-Month | 4.35% | 4.35% |
| 1-Year | 4.49% | 4.49% |
| 2-Year | 4.77% | 4.78% |
| 3-Year | 4.85% | 4.86% |
| 5-Year | 4.91% | 4.92% |
| 7-Year | 5.00% | 5.02% |
| 10-Year | 5.10% | 5.14% |
| 20-Year | 5.48% | 5.67% |
| 30-Year | 5.43% | 5.51% |
How it's used
The Treasury publishes par yields: the coupon a fresh bond at each benchmark maturity would need to trade at exactly 100. To value a bond's individual cash flows we need spot rates, so we bootstrap a zero curve from the par curve, then discount each coupon and the principal at the spot rate for its date.
This is standard matrix pricing. The resulting prices are indicative: model values, not last-traded prices. See Methodology.
Benchmark yields over the past year
2-Year
10-Year
30-Year