Treasury bond

912810FA1 · 6.375% due August 15, 2027

Original term
30-Year
Maturity
Aug 15, 2027
Coupon
6.375%
Pays
Semi-Annual
Dated
Aug 15, 1997
First coupon
Feb 15, 1998
Priced through
Sep 9, 2026
Analyzed through
Sep 9, 2026

Statement of August 31, 2026

Amount outstanding
$9.20bn
Held stripped
$844.6m
Share stripped
9.18%

Stripped par is held as separate interest and principal components rather than as whole securities. The Safe Rate indices deliberately do not deduct it, and the whole-market figure is published so that decision can be argued with. Market statistics.

Amount outstanding as reported by Treasury, in its Monthly Statement of the Public Debt. The Safe Rate indices weight on a different figure, float-adjusted original par, and the two are not comparable security by security. The index figures are published per holding.

Risk, September 9, 2026

Yield to maturity
4.393%
Modified duration
0.894 yr
DV01
0.0091
Convexity
1.245
Dirty price
102.232

Where its rate sensitivity sits

3M
6M
1Y
2Y
3Y
5Y
7Y
10Y
15Y
20Y
25Y
30Y
Sensitivity to a one basis point move at each point on the curve, in years. Concentrated in 3 of twelve buckets, summing to 0.914 years against a modified duration of 0.894.

Against the fitted curve

Priced 18.1 bp cheap to the curve on that day, 16.56 cents per 100 of face.

That is 1.26 standard deviations from its own typical residual.

Yield to maturity, 4,508 observations

0%1%2%3%4%5%6%Sep 2, 2008Sep 9, 2026Sep 2, 2008Yield to maturity4.378%Sep 29, 2008Yield to maturity4.265%Oct 27, 2008Yield to maturity4.465%Nov 24, 2008Yield to maturity3.997%Dec 22, 2008Yield to maturity2.922%Jan 21, 2009Yield to maturity3.523%Feb 18, 2009Yield to maturity3.736%Mar 17, 2009Yield to maturity3.951%Apr 14, 2009Yield to maturity3.696%May 11, 2009Yield to maturity4.121%Jun 8, 2009Yield to maturity4.662%Jul 6, 2009Yield to maturity4.260%Jul 31, 2009Yield to maturity4.257%Aug 27, 2009Yield to maturity4.161%Sep 24, 2009Yield to maturity4.115%Oct 22, 2009Yield to maturity4.178%Nov 19, 2009Yield to maturity4.134%Dec 17, 2009Yield to maturity4.242%Jan 15, 2010Yield to maturity4.408%Feb 12, 2010Yield to maturity4.431%Mar 12, 2010Yield to maturity4.383%Apr 8, 2010Yield to maturity4.528%May 5, 2010Yield to maturity4.145%Jun 1, 2010Yield to maturity3.935%Jun 28, 2010Yield to maturity3.712%Jul 26, 2010Yield to maturity3.688%Aug 20, 2010Yield to maturity3.227%Sep 17, 2010Yield to maturity3.424%Oct 15, 2010Yield to maturity3.388%Nov 12, 2010Yield to maturity3.638%Dec 10, 2010Yield to maturity4.031%Jan 7, 2011Yield to maturity4.089%Feb 4, 2011Yield to maturity4.359%Mar 4, 2011Yield to maturity4.169%Mar 31, 2011Yield to maturity4.129%Apr 28, 2011Yield to maturity4.001%May 25, 2011Yield to maturity3.795%Jun 22, 2011Yield to maturity3.712%Jul 20, 2011Yield to maturity3.689%Aug 16, 2011Yield to maturity2.957%Sep 13, 2011Yield to maturity2.650%Oct 11, 2011Yield to maturity2.690%Nov 7, 2011Yield to maturity2.578%Dec 6, 2011Yield to maturity2.621%Jan 4, 2012Yield to maturity2.535%Feb 1, 2012Yield to maturity2.436%Feb 29, 2012Yield to maturity2.532%Mar 27, 2012Yield to maturity2.762%Apr 23, 2012Yield to maturity2.500%May 18, 2012Yield to maturity2.177%Jun 15, 2012Yield to maturity2.065%Jul 13, 2012Yield to maturity1.978%Aug 9, 2012Yield to maturity2.174%Sep 6, 2012Yield to maturity2.155%Oct 3, 2012Yield to maturity2.135%Nov 1, 2012Yield to maturity2.218%Nov 30, 2012Yield to maturity2.080%Dec 28, 2012Yield to maturity2.180%Jan 28, 2013Yield to maturity2.464%Feb 25, 2013Yield to maturity2.364%Mar 22, 2013Yield to maturity2.401%Apr 19, 2013Yield to maturity2.151%May 16, 2013Yield to maturity2.327%Jun 13, 2013Yield to maturity2.636%Jul 11, 2013Yield to maturity3.017%Aug 7, 2013Yield to maturity3.049%Sep 4, 2013Yield to maturity3.261%Oct 1, 2013Yield to maturity3.047%Oct 29, 2013Yield to maturity2.919%Nov 26, 2013Yield to maturity3.111%Dec 24, 2013Yield to maturity3.330%Jan 23, 2014Yield to maturity3.100%Feb 20, 2014Yield to maturity3.088%Mar 19, 2014Yield to maturity3.049%Apr 15, 2014Yield to maturity2.878%May 13, 2014Yield to maturity2.820%Jun 10, 2014Yield to maturity2.852%Jul 8, 2014Yield to maturity2.782%Aug 4, 2014Yield to maturity2.705%Aug 29, 2014Yield to maturity2.529%Sep 29, 2014Yield to maturity2.669%Oct 27, 2014Yield to maturity2.458%Nov 25, 2014Yield to maturity2.432%Dec 23, 2014Yield to maturity2.384%Jan 22, 2015Yield to maturity2.030%Feb 19, 2015Yield to maturity2.278%Mar 18, 2015Yield to maturity2.065%Apr 14, 2015Yield to maturity2.031%May 11, 2015Yield to maturity2.412%Jun 8, 2015Yield to maturity2.508%Jul 6, 2015Yield to maturity2.394%Jul 31, 2015Yield to maturity2.254%Aug 27, 2015Yield to maturity2.291%Sep 24, 2015Yield to maturity2.219%Oct 22, 2015Yield to maturity2.132%Nov 19, 2015Yield to maturity2.346%Dec 17, 2015Yield to maturity2.312%Jan 15, 2016Yield to maturity2.117%Feb 12, 2016Yield to maturity1.839%Mar 11, 2016Yield to maturity2.065%Apr 8, 2016Yield to maturity1.786%May 5, 2016Yield to maturity1.812%Jun 2, 2016Yield to maturity1.859%Jun 29, 2016Yield to maturity1.527%Jul 27, 2016Yield to maturity1.546%Aug 23, 2016Yield to maturity1.586%Sep 20, 2016Yield to maturity1.719%Oct 18, 2016Yield to maturity1.784%Nov 15, 2016Yield to maturity2.282%Dec 13, 2016Yield to maturity2.525%Jan 11, 2017Yield to maturity2.407%Feb 8, 2017Yield to maturity2.375%Mar 8, 2017Yield to maturity2.577%Apr 4, 2017Yield to maturity2.360%May 2, 2017Yield to maturity2.293%May 30, 2017Yield to maturity2.219%Jun 26, 2017Yield to maturity2.125%Jul 24, 2017Yield to maturity2.242%Aug 18, 2017Yield to maturity2.173%Sep 15, 2017Yield to maturity2.158%Oct 13, 2017Yield to maturity2.224%Nov 9, 2017Yield to maturity2.281%Dec 7, 2017Yield to maturity2.335%Jan 5, 2018Yield to maturity2.443%Feb 2, 2018Yield to maturity2.803%Mar 2, 2018Yield to maturity2.836%Mar 29, 2018Yield to maturity2.706%Apr 26, 2018Yield to maturity2.970%May 23, 2018Yield to maturity2.989%Jun 20, 2018Yield to maturity2.907%Jul 18, 2018Yield to maturity2.854%Aug 14, 2018Yield to maturity2.874%Sep 11, 2018Yield to maturity2.962%Oct 9, 2018Yield to maturity3.180%Nov 5, 2018Yield to maturity3.167%Dec 4, 2018Yield to maturity2.886%Jan 3, 2019Yield to maturity2.519%Jan 31, 2019Yield to maturity2.588%Feb 28, 2019Yield to maturity2.697%Mar 27, 2019Yield to maturity2.343%Apr 24, 2019Yield to maturity2.482%May 21, 2019Yield to maturity2.386%Jun 18, 2019Yield to maturity1.996%Jul 16, 2019Yield to maturity2.045%Aug 12, 2019Yield to maturity1.586%Sep 9, 2019Yield to maturity1.585%Oct 4, 2019Yield to maturity1.450%Nov 1, 2019Yield to maturity1.659%Dec 2, 2019Yield to maturity1.775%Dec 30, 2019Yield to maturity1.802%Jan 28, 2020Yield to maturity1.530%Feb 25, 2020Yield to maturity1.217%Mar 23, 2020Yield to maturity0.731%Apr 20, 2020Yield to maturity0.544%May 15, 2020Yield to maturity0.521%Jun 12, 2020Yield to maturity0.522%Jul 10, 2020Yield to maturity0.475%Aug 6, 2020Yield to maturity0.362%Sep 2, 2020Yield to maturity0.426%Sep 30, 2020Yield to maturity0.433%Oct 28, 2020Yield to maturity0.522%Nov 25, 2020Yield to maturity0.592%Dec 23, 2020Yield to maturity0.611%Jan 22, 2021Yield to maturity0.671%Feb 19, 2021Yield to maturity0.848%Mar 18, 2021Yield to maturity1.165%Apr 14, 2021Yield to maturity1.132%May 11, 2021Yield to maturity1.077%Jun 8, 2021Yield to maturity1.000%Jul 6, 2021Yield to maturity0.953%Aug 2, 2021Yield to maturity0.781%Aug 27, 2021Yield to maturity0.906%Sep 24, 2021Yield to maturity1.072%Oct 22, 2021Yield to maturity1.302%Nov 19, 2021Yield to maturity1.285%Dec 17, 2021Yield to maturity1.233%Jan 14, 2022Yield to maturity1.600%Feb 11, 2022Yield to maturity1.878%Mar 11, 2022Yield to maturity2.002%Apr 7, 2022Yield to maturity2.761%May 5, 2022Yield to maturity3.068%Jun 2, 2022Yield to maturity2.984%Jun 30, 2022Yield to maturity3.081%Jul 28, 2022Yield to maturity2.769%Aug 24, 2022Yield to maturity3.324%Sep 21, 2022Yield to maturity3.859%Oct 19, 2022Yield to maturity4.466%Nov 16, 2022Yield to maturity3.960%Dec 14, 2022Yield to maturity3.795%Jan 12, 2023Yield to maturity3.652%Feb 9, 2023Yield to maturity4.007%Mar 9, 2023Yield to maturity4.378%Apr 5, 2023Yield to maturity3.485%May 2, 2023Yield to maturity3.575%May 30, 2023Yield to maturity3.997%Jun 27, 2023Yield to maturity4.234%Jul 25, 2023Yield to maturity4.378%Aug 21, 2023Yield to maturity4.620%Sep 18, 2023Yield to maturity4.683%Oct 16, 2023Yield to maturity4.845%Nov 10, 2023Yield to maturity4.818%Dec 8, 2023Yield to maturity4.438%Jan 8, 2024Yield to maturity4.129%Feb 5, 2024Yield to maturity4.300%Mar 4, 2024Yield to maturity4.400%Mar 29, 2024Yield to maturity4.419%Apr 25, 2024Yield to maturity4.871%May 22, 2024Yield to maturity4.645%Jun 20, 2024Yield to maturity4.430%Jul 18, 2024Yield to maturity4.228%Aug 14, 2024Yield to maturity3.785%Sep 11, 2024Yield to maturity3.527%Oct 8, 2024Yield to maturity3.928%Nov 5, 2024Yield to maturity4.203%Dec 4, 2024Yield to maturity4.145%Jan 2, 2025Yield to maturity4.319%Jan 30, 2025Yield to maturity4.276%Feb 27, 2025Yield to maturity4.125%Mar 26, 2025Yield to maturity4.072%Apr 22, 2025Yield to maturity3.879%May 19, 2025Yield to maturity4.015%Jun 16, 2025Yield to maturity4.026%Jul 15, 2025Yield to maturity4.020%Aug 11, 2025Yield to maturity3.830%Sep 8, 2025Yield to maturity3.587%Oct 3, 2025Yield to maturity3.687%Oct 31, 2025Yield to maturity3.720%Dec 1, 2025Yield to maturity3.642%Dec 29, 2025Yield to maturity3.581%Jan 27, 2026Yield to maturity3.693%Feb 24, 2026Yield to maturity3.626%Mar 23, 2026Yield to maturity4.072%Apr 17, 2026Yield to maturity3.851%May 14, 2026Yield to maturity4.046%Jun 11, 2026Yield to maturity4.062%Jul 10, 2026Yield to maturity4.297%Aug 6, 2026Yield to maturity4.321%Sep 2, 2026Yield to maturity4.366%Sep 9, 2026Yield to maturity4.393%

Price history

4,508 trading days to Sep 9, 2026

100110120130140150160Sep 2, 2008Sep 9, 2026Sep 2, 2008Close125.531Sep 29, 2008Close127.156Oct 27, 2008Close124.125Nov 24, 2008Close131.125Dec 22, 2008Close149.375Jan 21, 2009Close138.625Feb 18, 2009Close135.000Mar 17, 2009Close131.500Apr 14, 2009Close135.438May 11, 2009Close128.719Jun 8, 2009Close120.844Jul 6, 2009Close126.500Jul 31, 2009Close126.469Aug 27, 2009Close127.813Sep 24, 2009Close128.406Oct 22, 2009Close127.406Nov 19, 2009Close127.969Dec 17, 2009Close126.313Jan 15, 2010Close123.875Feb 12, 2010Close123.500Mar 12, 2010Close124.094Apr 8, 2010Close122.031May 5, 2010Close127.313Jun 1, 2010Close130.281Jun 28, 2010Close133.531Jul 26, 2010Close133.781Aug 20, 2010Close140.906Sep 17, 2010Close137.625Oct 15, 2010Close138.063Nov 12, 2010Close134.094Dec 10, 2010Close128.250Jan 7, 2011Close127.344Feb 4, 2011Close123.563Mar 4, 2011Close126.063Mar 31, 2011Close126.531Apr 28, 2011Close128.219May 25, 2011Close131.031Jun 22, 2011Close132.125Jul 20, 2011Close132.344Aug 16, 2011Close143.313Sep 13, 2011Close148.125Oct 11, 2011Close147.281Nov 7, 2011Close148.938Dec 6, 2011Close148.031Jan 4, 2012Close149.250Feb 1, 2012Close150.688Feb 29, 2012Close148.906Mar 27, 2012Close145.031Apr 23, 2012Close149.031May 18, 2012Close154.188Jun 15, 2012Close155.844Jul 13, 2012Close157.094Aug 9, 2012Close153.563Sep 6, 2012Close153.656Oct 3, 2012Close153.750Nov 1, 2012Close152.156Nov 30, 2012Close154.156Dec 28, 2012Close152.281Jan 28, 2013Close147.563Feb 25, 2013Close148.906Mar 22, 2013Close148.125Apr 19, 2013Close151.813May 16, 2013Close148.844Jun 13, 2013Close143.969Jul 11, 2013Close138.313Aug 7, 2013Close137.719Sep 4, 2013Close134.656Oct 1, 2013Close137.406Oct 29, 2013Close139.000Nov 26, 2013Close136.219Dec 24, 2013Close133.156Jan 23, 2014Close136.031Feb 20, 2014Close136.031Mar 19, 2014Close136.375Apr 15, 2014Close138.500May 13, 2014Close139.094Jun 10, 2014Close138.469Jul 8, 2014Close139.219Aug 4, 2014Close140.063Aug 29, 2014Close142.250Sep 29, 2014Close140.156Oct 27, 2014Close142.781Nov 25, 2014Close142.906Dec 23, 2014Close143.344Jan 22, 2015Close147.969Feb 19, 2015Close144.313Mar 18, 2015Close146.969Apr 14, 2015Close147.188May 11, 2015Close141.844Jun 8, 2015Close140.375Jul 6, 2015Close141.625Jul 31, 2015Close143.219Aug 27, 2015Close142.531Sep 24, 2015Close143.219Oct 22, 2015Close144.094Nov 19, 2015Close141.125Dec 17, 2015Close141.313Jan 15, 2016Close143.500Feb 12, 2016Close146.813Mar 11, 2016Close143.656Apr 8, 2016Close146.938May 5, 2016Close146.344Jun 2, 2016Close145.469Jun 29, 2016Close149.438Jul 27, 2016Close148.875Aug 23, 2016Close148.063Sep 20, 2016Close146.094Oct 18, 2016Close145.000Nov 15, 2016Close138.813Dec 13, 2016Close135.813Jan 11, 2017Close136.906Feb 8, 2017Close137.031Mar 8, 2017Close134.563Apr 4, 2017Close136.719May 2, 2017Close137.219May 30, 2017Close137.781Jun 26, 2017Close138.563Jul 24, 2017Close137.031Aug 18, 2017Close137.531Sep 15, 2017Close137.438Oct 13, 2017Close136.469Nov 9, 2017Close135.625Dec 7, 2017Close134.844Jan 5, 2018Close133.469Feb 2, 2018Close129.688Mar 2, 2018Close129.156Mar 29, 2018Close130.219Apr 26, 2018Close127.500May 23, 2018Close127.125Jun 20, 2018Close127.688Jul 18, 2018Close127.969Aug 14, 2018Close127.594Sep 11, 2018Close126.594Oct 9, 2018Close124.469Nov 5, 2018Close124.406Dec 4, 2018Close126.656Jan 3, 2019Close129.688Jan 31, 2019Close128.844Feb 28, 2019Close127.656Mar 27, 2019Close130.531Apr 24, 2019Close129.063May 21, 2019Close129.656Jun 18, 2019Close132.813Jul 16, 2019Close132.094Aug 12, 2019Close135.875Sep 9, 2019Close135.563Oct 4, 2019Close136.438Nov 1, 2019Close134.281Dec 2, 2019Close132.969Dec 30, 2019Close132.438Jan 28, 2020Close134.406Feb 25, 2020Close136.719Mar 23, 2020Close140.563Apr 20, 2020Close141.781May 15, 2020Close141.563Jun 12, 2020Close141.125Jul 10, 2020Close141.094Aug 6, 2020Close141.656Sep 2, 2020Close140.688Sep 30, 2020Close140.188Oct 28, 2020Close139.031Nov 25, 2020Close138.031Dec 23, 2020Close137.469Jan 22, 2021Close136.531Feb 19, 2021Close134.781Mar 18, 2021Close132.094Apr 14, 2021Close131.969May 11, 2021Close132.000Jun 8, 2021Close132.156Jul 6, 2021Close132.094Aug 2, 2021Close132.906Aug 27, 2021Close131.656Sep 24, 2021Close130.156Oct 22, 2021Close128.281Nov 19, 2021Close128.031Dec 17, 2021Close128.000Jan 14, 2022Close125.375Feb 11, 2022Close123.406Mar 11, 2022Close122.375Apr 7, 2022Close117.875May 5, 2022Close116.000Jun 2, 2022Close116.219Jun 30, 2022Close115.500Jul 28, 2022Close116.875Aug 24, 2022Close113.875Sep 21, 2022Close111.125Oct 19, 2022Close108.188Nov 16, 2022Close110.344Dec 14, 2022Close110.938Jan 12, 2023Close111.406Feb 9, 2023Close109.688Mar 9, 2023Close107.969Apr 5, 2023Close111.594May 2, 2023Close111.031May 30, 2023Close109.125Jun 27, 2023Close108.031Jul 25, 2023Close107.344Aug 21, 2023Close106.313Sep 18, 2023Close105.969Oct 16, 2023Close105.281Nov 10, 2023Close105.281Dec 8, 2023Close106.500Jan 8, 2024Close107.438Feb 5, 2024Close106.719Mar 4, 2024Close106.250Mar 29, 2024Close106.063Apr 25, 2024Close104.531May 22, 2024Close105.125Jun 20, 2024Close105.656Jul 18, 2024Close106.125Aug 14, 2024Close107.281Sep 11, 2024Close107.844Oct 8, 2024Close106.531Nov 5, 2024Close105.625Dec 4, 2024Close105.625Jan 2, 2025Close105.031Jan 30, 2025Close105.000Feb 27, 2025Close105.219Mar 26, 2025Close105.188Apr 22, 2025Close105.469May 19, 2025Close105.000Jun 16, 2025Close104.813Jul 15, 2025Close104.656Aug 11, 2025Close104.875Sep 8, 2025Close105.156Oct 3, 2025Close104.781Oct 31, 2025Close104.531Dec 1, 2025Close104.469Dec 29, 2025Close104.375Jan 27, 2026Close104.000Feb 24, 2026Close103.906Mar 23, 2026Close103.094Apr 17, 2026Close103.219May 14, 2026Close102.813Jun 11, 2026Close102.625Jul 10, 2026Close102.188Aug 6, 2026Close102.031Sep 2, 2026Close101.844Sep 9, 2026Close101.781
The most recent 20 trading days of prices for 912810FA1.
DateBidOfferClose
Sep 9, 2026102.063101.844101.781
Sep 8, 2026102.063101.875101.844
Sep 4, 2026102.031101.844101.813
Sep 3, 2026102.078101.875101.875
Sep 2, 2026102.031101.813101.844
Sep 1, 2026102.047101.844101.844
Aug 31, 2026102.063101.844101.906
Aug 28, 2026102.063101.813101.844
Aug 27, 2026102.188101.969101.969
Aug 26, 2026102.203102.000101.969
Aug 25, 2026102.219102.000102.031
Aug 24, 2026102.203101.969101.969
Aug 21, 2026102.219102.000102.000
Aug 20, 2026102.266102.063102.063
Aug 19, 2026102.266102.031102.063
Aug 18, 2026102.266102.063102.094
Aug 17, 2026102.297102.094102.063
Aug 14, 2026102.313102.125102.094
Aug 13, 2026102.328102.063102.031
Aug 12, 2026102.281102.031102.094

Prices are per 100 of face, from Treasury's own end-of-day file. A dash in the bid or offer column means none was posted that day.

Auction

A CUSIP can be auctioned more than once: Treasury reopens an existing security rather than issuing a new one, so the same bond is sold again at whatever yield the market then wants.

Auction history for 912810FA1.
Auction dateIssuedTypeOfferedAcceptedBid to coverHigh yield
Aug 7, 1997Aug 15, 1997New issue$10.0bn$10.7bn–6.452%

The curve this was priced against →

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.