Safe Rate Treasury

An open view of the safe rate of return

US Treasuries are the fundamental building block of modern finance, and Safe Rate is making them open and accessible to households and institutions alike. Get US Treasury open indices, security-level analytics, and robust curves, all derived from timely, public data. Every trading day since September 2, 2008, 18 years of history.

The curves, September 9, 2026

Last fitted trading day · 10 nominal tenors, 8 money market, 7 real

Change shown against the previous fitted trading day, September 8, 2026.

Weekends and holidays have no fit. The nearest earlier trading day is shown instead.

2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%1W1M3M6M1Y2Y5Y10Y20Y30Y1WMoney market3.655%1MMoney market3.742%2MMoney market3.829%3MMoney market3.895%4MMoney market3.945%6MMoney market4.016%9MMoney market4.077%1YMoney market4.112%Zero (nominal)4.194%2YZero (nominal)4.396%Real (TIPS)2.093%3YZero (nominal)4.492%Real (TIPS)2.062%5YZero (nominal)4.575%Real (TIPS)2.123%7YZero (nominal)4.653%Real (TIPS)2.263%10YZero (nominal)4.831%Real (TIPS)2.497%15YZero (nominal)5.171%20YZero (nominal)5.387%Real (TIPS)2.983%25YZero (nominal)5.426%30YZero (nominal)5.309%Real (TIPS)3.052%
Money marketZero (nominal)Real (TIPS)
2 year
4.396%
+3.0 bp
2.093% real
5 year
4.575%
+4.2 bp
2.123% real
10 year
4.831%
+2.9 bp
2.497% real
20 year
5.387%
+2.0 bp
2.983% real
30 year
5.309%
+2.6 bp
3.052% real
Safe Rate Treasury curves on September 9, 2026: zero rate, par yield, instantaneous forward, money market rate and real yield at each summary maturity.
MaturityZeroParForwardMoney marketReal
1 month3.742%
3 month3.895%
6 month4.016%
1 year4.194%4.237%4.478%4.112%
2 year4.396%4.439%4.668%2.093%
3 year4.492%4.534%4.689%2.062%
5 year4.575%4.617%4.739%2.123%
7 year4.653%4.689%4.983%2.263%
10 year4.831%4.844%5.516%2.497%
20 year5.387%5.274%5.895%2.983%
30 year5.309%5.277%3.052%

Use the zero rate to discount a cashflow. The par yield is what makes this curve comparable with a published par curve, the forward is instantaneous rather than a period rate, the money market curve is fitted from bills alone below one year, and the real yield is a return above inflation rather than in cash terms.

What is here

Rates

Key rates from one month to thirty years, zero-coupon, par and money market side by side, with the one-session change, plus the current Series I and EE savings bond rates.

Open Indices

Eleven US Treasury indices, monthly since 2008, free to benchmark against, and built from public data so a published level can be reproduced rather than taken on trust.

Securities

Look up any marketable security priced since September 2, 2008 by its CUSIP; 464 are trading today. Price history and auction results for all of them, plus the measures each family has: yield, duration, DV01 and key rate durations on notes and bonds, discount margin and spread duration on floaters, real yield on linkers.

Curves

Four families fitted every trading day since September 2, 2008: the par curve, the zero curve, a level-slope-curvature factor model, and a money market curve for the sub-one-year segment.

Savings bonds

What a Series I or Series EE bond is worth, and what you would actually receive for it, the twelve-month lock, the three-month interest penalty and the twenty-year doubling guarantee included.

On the Run / Off the Run

The current benchmark issue of every type and term, the securities a headline Treasury yield actually refers to, and the off-the-run issues behind each.

Visualization

Eighteen years of the curve as an animation, every month-end since 2008 drawn against the highest and lowest each maturity has reached. Nominal and real.

Market statistics

Measures of the market itself: how much Treasury debt is held as separate principal and interest, the float our indices deliberately do not deduct, published so the decision can be argued with.

On the run, and off it

Every queue →

The on-the-run issue is the most recently auctioned security of its kind and term. It is the one dealers quote and the one a headline "10-year Treasury yield" almost always means. The issues behind it are off the run: nearly identical in coupon and maturity, slightly less liquid, and usually yielding a little more for it.

Floating rate notes

14 benchmarks across 5 instrument types. A reopening returns its CUSIP to the front of the queue, so a bond first sold years ago can be on the run today.

Index levels before September 30, 2026 are back-tested. They were computed after the fact by applying the rules to historical data, which benefits from hindsight in the choice of rules, and an index cannot be invested in directly. Methodology v1.0 takes effect at that rebalance, when levels begin to be struck on the day; the rulebook is identical either way, and the version is published on every row.

A fitted curve is a fit, not a quote. Daily error averages 3.8 basis points across the history and reaches about 20 on the worst days, in December 2008, when the market was genuinely hard to fit one smooth curve to. Every curve page publishes its own fit error rather than burying it.

Free to benchmark against. Paid only to track. Measuring anything against these curves and indices is free. No license, no fee, no registration, and no permission needed to say that you did, including in a prospectus. A fee applies to one thing: launching a product that tracks an index.

Safe Rate™, Safe Rate Indices™ and the Safe Rate US Treasury Index™ are trademarks of Safe Rate, claimed through use in commerce and not registered. Third-party marks are the property of their owners, which are not affiliated with and do not endorse this data.

Curves are fitted from public Treasury data and carry fit error; figures are not a record of trading, and an index cannot be invested in directly. No claim of compliance with the IOSCO Principles for Financial Benchmarks is made or implied. Not investment advice, not an offer, and not a recommendation to buy or sell any security.