Treasury bond

912810RY6 · 2.75% due August 15, 2047

Original term
30-Year
Maturity
Aug 15, 2047
Coupon
2.750%
Pays
Semi-Annual
Dated
Aug 15, 2017
First coupon
Feb 15, 2018
Priced through
Sep 9, 2026
Analyzed through
Sep 9, 2026

Statement of August 31, 2026

Amount outstanding
$41.48bn
Held stripped
$6.75bn
Share stripped
16.28%

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
5.350%
Modified duration
14.341 yr
DV01
0.0971
Convexity
264.384
Dirty price
67.694

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 11 of twelve buckets, summing to 14.547 years against a modified duration of 14.341.

Against the fitted curve

Priced 0.3 bp rich to the curve on that day, 3.27 cents per 100 of face.

That is -0.79 standard deviations from its own typical residual.

Yield to maturity, 2,269 observations

1%2%3%4%5%6%Aug 15, 2017Sep 9, 2026Aug 15, 2017Yield to maturity2.842%Aug 29, 2017Yield to maturity2.742%Sep 13, 2017Yield to maturity2.792%Sep 27, 2017Yield to maturity2.858%Oct 12, 2017Yield to maturity2.855%Oct 26, 2017Yield to maturity2.961%Nov 9, 2017Yield to maturity2.807%Nov 24, 2017Yield to maturity2.764%Dec 8, 2017Yield to maturity2.772%Dec 22, 2017Yield to maturity2.836%Jan 9, 2018Yield to maturity2.887%Jan 24, 2018Yield to maturity2.934%Feb 7, 2018Yield to maturity3.128%Feb 22, 2018Yield to maturity3.215%Mar 8, 2018Yield to maturity3.139%Mar 22, 2018Yield to maturity3.066%Apr 6, 2018Yield to maturity3.021%Apr 20, 2018Yield to maturity3.148%May 4, 2018Yield to maturity3.118%May 18, 2018Yield to maturity3.203%Jun 4, 2018Yield to maturity3.086%Jun 18, 2018Yield to maturity3.056%Jul 2, 2018Yield to maturity2.996%Jul 17, 2018Yield to maturity2.972%Jul 31, 2018Yield to maturity3.086%Aug 14, 2018Yield to maturity3.064%Aug 28, 2018Yield to maturity3.035%Sep 12, 2018Yield to maturity3.110%Sep 26, 2018Yield to maturity3.194%Oct 11, 2018Yield to maturity3.320%Oct 25, 2018Yield to maturity3.357%Nov 8, 2018Yield to maturity3.439%Nov 26, 2018Yield to maturity3.327%Dec 11, 2018Yield to maturity3.140%Dec 26, 2018Yield to maturity3.068%Jan 10, 2019Yield to maturity3.063%Jan 25, 2019Yield to maturity3.070%Feb 8, 2019Yield to maturity2.974%Feb 25, 2019Yield to maturity3.037%Mar 11, 2019Yield to maturity3.037%Mar 25, 2019Yield to maturity2.874%Apr 8, 2019Yield to maturity2.929%Apr 23, 2019Yield to maturity2.986%May 7, 2019Yield to maturity2.863%May 21, 2019Yield to maturity2.849%Jun 5, 2019Yield to maturity2.636%Jun 19, 2019Yield to maturity2.544%Jul 3, 2019Yield to maturity2.471%Jul 18, 2019Yield to maturity2.562%Aug 1, 2019Yield to maturity2.441%Aug 15, 2019Yield to maturity1.978%Aug 29, 2019Yield to maturity1.967%Sep 13, 2019Yield to maturity2.363%Sep 27, 2019Yield to maturity2.132%Oct 11, 2019Yield to maturity2.218%Oct 28, 2019Yield to maturity2.341%Nov 12, 2019Yield to maturity2.392%Nov 26, 2019Yield to maturity2.178%Dec 11, 2019Yield to maturity2.227%Dec 26, 2019Yield to maturity2.330%Jan 10, 2020Yield to maturity2.280%Jan 27, 2020Yield to maturity2.058%Feb 10, 2020Yield to maturity2.034%Feb 25, 2020Yield to maturity1.802%Mar 10, 2020Yield to maturity1.384%Mar 24, 2020Yield to maturity1.438%Apr 7, 2020Yield to maturity1.322%Apr 22, 2020Yield to maturity1.220%May 6, 2020Yield to maturity1.409%May 20, 2020Yield to maturity1.379%Jun 4, 2020Yield to maturity1.591%Jun 18, 2020Yield to maturity1.443%Jul 2, 2020Yield to maturity1.406%Jul 17, 2020Yield to maturity1.305%Jul 31, 2020Yield to maturity1.171%Aug 14, 2020Yield to maturity1.411%Aug 28, 2020Yield to maturity1.488%Sep 14, 2020Yield to maturity1.375%Sep 28, 2020Yield to maturity1.378%Oct 13, 2020Yield to maturity1.465%Oct 27, 2020Yield to maturity1.505%Nov 10, 2020Yield to maturity1.675%Nov 25, 2020Yield to maturity1.559%Dec 10, 2020Yield to maturity1.572%Dec 24, 2020Yield to maturity1.594%Jan 11, 2021Yield to maturity1.816%Jan 26, 2021Yield to maturity1.736%Feb 9, 2021Yield to maturity1.898%Feb 24, 2021Yield to maturity2.198%Mar 10, 2021Yield to maturity2.217%Mar 24, 2021Yield to maturity2.297%Apr 7, 2021Yield to maturity2.334%Apr 21, 2021Yield to maturity2.237%May 5, 2021Yield to maturity2.228%May 19, 2021Yield to maturity2.371%Jun 3, 2021Yield to maturity2.287%Jun 17, 2021Yield to maturity2.100%Jul 1, 2021Yield to maturity2.073%Jul 16, 2021Yield to maturity1.922%Jul 30, 2021Yield to maturity1.880%Aug 13, 2021Yield to maturity1.917%Aug 27, 2021Yield to maturity1.895%Sep 13, 2021Yield to maturity1.888%Sep 27, 2021Yield to maturity1.984%Oct 12, 2021Yield to maturity2.100%Oct 26, 2021Yield to maturity2.053%Nov 9, 2021Yield to maturity1.838%Nov 24, 2021Yield to maturity1.987%Dec 9, 2021Yield to maturity1.893%Dec 23, 2021Yield to maturity1.932%Jan 7, 2022Yield to maturity2.146%Jan 24, 2022Yield to maturity2.138%Feb 7, 2022Yield to maturity2.269%Feb 22, 2022Yield to maturity2.318%Mar 8, 2022Yield to maturity2.317%Mar 22, 2022Yield to maturity2.683%Apr 5, 2022Yield to maturity2.680%Apr 20, 2022Yield to maturity3.021%May 4, 2022Yield to maturity3.182%May 18, 2022Yield to maturity3.253%Jun 2, 2022Yield to maturity3.289%Jun 16, 2022Yield to maturity3.563%Jul 1, 2022Yield to maturity3.326%Jul 18, 2022Yield to maturity3.368%Aug 1, 2022Yield to maturity3.141%Aug 15, 2022Yield to maturity3.347%Aug 29, 2022Yield to maturity3.518%Sep 13, 2022Yield to maturity3.758%Sep 27, 2022Yield to maturity4.112%Oct 12, 2022Yield to maturity4.156%Oct 26, 2022Yield to maturity4.392%Nov 9, 2022Yield to maturity4.515%Nov 25, 2022Yield to maturity4.006%Dec 9, 2022Yield to maturity3.798%Dec 23, 2022Yield to maturity4.018%Jan 10, 2023Yield to maturity3.919%Jan 25, 2023Yield to maturity3.760%Feb 8, 2023Yield to maturity3.849%Feb 23, 2023Yield to maturity4.043%Mar 9, 2023Yield to maturity4.053%Mar 23, 2023Yield to maturity3.797%Apr 6, 2023Yield to maturity3.680%Apr 20, 2023Yield to maturity3.894%May 4, 2023Yield to maturity3.845%May 18, 2023Yield to maturity4.055%Jun 2, 2023Yield to maturity4.038%Jun 16, 2023Yield to maturity4.024%Jul 3, 2023Yield to maturity4.051%Jul 18, 2023Yield to maturity4.085%Aug 1, 2023Yield to maturity4.293%Aug 15, 2023Yield to maturity4.503%Aug 29, 2023Yield to maturity4.420%Sep 13, 2023Yield to maturity4.525%Sep 27, 2023Yield to maturity4.939%Oct 12, 2023Yield to maturity5.077%Oct 26, 2023Yield to maturity5.222%Nov 9, 2023Yield to maturity4.998%Nov 24, 2023Yield to maturity4.844%Dec 8, 2023Yield to maturity4.527%Dec 22, 2023Yield to maturity4.261%Jan 9, 2024Yield to maturity4.373%Jan 24, 2024Yield to maturity4.586%Feb 7, 2024Yield to maturity4.473%Feb 22, 2024Yield to maturity4.644%Mar 7, 2024Yield to maturity4.412%Mar 21, 2024Yield to maturity4.597%Apr 4, 2024Yield to maturity4.615%Apr 18, 2024Yield to maturity4.885%May 2, 2024Yield to maturity4.862%May 16, 2024Yield to maturity4.657%May 31, 2024Yield to maturity4.775%Jun 14, 2024Yield to maturity4.506%Jul 1, 2024Yield to maturity4.796%Jul 16, 2024Yield to maturity4.524%Jul 30, 2024Yield to maturity4.547%Aug 13, 2024Yield to maturity4.328%Aug 27, 2024Yield to maturity4.292%Sep 11, 2024Yield to maturity4.109%Sep 25, 2024Yield to maturity4.267%Oct 9, 2024Yield to maturity4.491%Oct 24, 2024Yield to maturity4.616%Nov 7, 2024Yield to maturity4.692%Nov 22, 2024Yield to maturity4.778%Dec 9, 2024Yield to maturity4.556%Dec 23, 2024Yield to maturity4.943%Jan 8, 2025Yield to maturity5.055%Jan 23, 2025Yield to maturity4.999%Feb 6, 2025Yield to maturity4.772%Feb 21, 2025Yield to maturity4.794%Mar 7, 2025Yield to maturity4.768%Mar 21, 2025Yield to maturity4.715%Apr 4, 2025Yield to maturity4.552%Apr 18, 2025Yield to maturity4.948%May 2, 2025Yield to maturity4.915%May 16, 2025Yield to maturity5.020%Jun 2, 2025Yield to maturity5.113%Jun 16, 2025Yield to maturity5.080%Jul 1, 2025Yield to maturity4.880%Jul 16, 2025Yield to maturity5.107%Jul 30, 2025Yield to maturity4.988%Aug 13, 2025Yield to maturity4.905%Aug 27, 2025Yield to maturity4.984%Sep 11, 2025Yield to maturity4.710%Sep 25, 2025Yield to maturity4.821%Oct 9, 2025Yield to maturity4.786%Oct 24, 2025Yield to maturity4.648%Nov 7, 2025Yield to maturity4.757%Nov 24, 2025Yield to maturity4.737%Dec 9, 2025Yield to maturity4.872%Dec 23, 2025Yield to maturity4.889%Jan 8, 2026Yield to maturity4.904%Jan 23, 2026Yield to maturity4.881%Feb 6, 2026Yield to maturity4.892%Feb 23, 2026Yield to maturity4.739%Mar 9, 2026Yield to maturity4.796%Mar 23, 2026Yield to maturity5.025%Apr 6, 2026Yield to maturity4.971%Apr 20, 2026Yield to maturity4.938%May 4, 2026Yield to maturity5.098%May 18, 2026Yield to maturity5.221%Jun 2, 2026Yield to maturity5.043%Jun 16, 2026Yield to maturity5.004%Jul 1, 2026Yield to maturity5.046%Jul 16, 2026Yield to maturity5.169%Jul 30, 2026Yield to maturity5.298%Aug 13, 2026Yield to maturity5.289%Aug 27, 2026Yield to maturity5.260%Sep 9, 2026Yield to maturity5.350%

Price history

2,269 trading days to Sep 9, 2026

6080100120140Aug 15, 2017Sep 9, 2026Aug 15, 2017Close98.156Aug 29, 2017Close100.156Sep 13, 2017Close99.156Sep 27, 2017Close97.844Oct 12, 2017Close97.906Oct 26, 2017Close95.844Nov 9, 2017Close98.844Nov 24, 2017Close99.719Dec 8, 2017Close99.563Dec 22, 2017Close98.281Jan 9, 2018Close97.281Jan 24, 2018Close96.375Feb 7, 2018Close92.750Feb 22, 2018Close91.188Mar 8, 2018Close92.563Mar 22, 2018Close93.906Apr 6, 2018Close94.750Apr 20, 2018Close92.406May 4, 2018Close92.969May 18, 2018Close91.438Jun 4, 2018Close93.563Jun 18, 2018Close94.125Jul 2, 2018Close95.250Jul 17, 2018Close95.688Jul 31, 2018Close93.594Aug 14, 2018Close94.000Aug 28, 2018Close94.531Sep 12, 2018Close93.156Sep 26, 2018Close91.656Oct 11, 2018Close89.469Oct 25, 2018Close88.844Nov 8, 2018Close87.469Nov 26, 2018Close89.375Dec 11, 2018Close92.656Dec 26, 2018Close93.969Jan 10, 2019Close94.063Jan 25, 2019Close93.938Feb 8, 2019Close95.719Feb 25, 2019Close94.563Mar 11, 2019Close94.563Mar 25, 2019Close97.594Apr 8, 2019Close96.563Apr 23, 2019Close95.500May 7, 2019Close97.813May 21, 2019Close98.094Jun 5, 2019Close102.250Jun 19, 2019Close104.125Jul 3, 2019Close105.625Jul 18, 2019Close103.750Aug 1, 2019Close106.250Aug 15, 2019Close116.531Aug 29, 2019Close116.781Sep 13, 2019Close107.875Sep 27, 2019Close112.938Oct 11, 2019Close111.000Oct 28, 2019Close108.313Nov 12, 2019Close107.219Nov 26, 2019Close111.844Dec 11, 2019Close110.750Dec 26, 2019Close108.531Jan 10, 2020Close109.594Jan 27, 2020Close114.500Feb 10, 2020Close115.031Feb 25, 2020Close120.469Mar 10, 2020Close131.094Mar 24, 2020Close129.625Apr 7, 2020Close132.688Apr 22, 2020Close135.438May 6, 2020Close130.281May 20, 2020Close131.031Jun 4, 2020Close125.500Jun 18, 2020Close129.281Jul 2, 2020Close130.219Jul 17, 2020Close132.875Jul 31, 2020Close136.500Aug 14, 2020Close129.969Aug 28, 2020Close127.938Sep 14, 2020Close130.844Sep 28, 2020Close130.719Oct 13, 2020Close128.438Oct 27, 2020Close127.375Nov 10, 2020Close123.094Nov 25, 2020Close125.938Dec 10, 2020Close125.594Dec 24, 2020Close125.000Jan 11, 2021Close119.625Jan 26, 2021Close121.500Feb 9, 2021Close117.688Feb 24, 2021Close111.031Mar 10, 2021Close110.625Mar 24, 2021Close108.938Apr 7, 2021Close108.156Apr 21, 2021Close110.156May 5, 2021Close110.344May 19, 2021Close107.375Jun 3, 2021Close109.094Jun 17, 2021Close113.031Jul 1, 2021Close113.594Jul 16, 2021Close116.906Jul 30, 2021Close117.844Aug 13, 2021Close117.000Aug 27, 2021Close117.469Sep 13, 2021Close117.594Sep 27, 2021Close115.438Oct 12, 2021Close112.906Oct 26, 2021Close113.906Nov 9, 2021Close118.656Nov 24, 2021Close115.313Dec 9, 2021Close117.375Dec 23, 2021Close116.469Jan 7, 2022Close111.844Jan 24, 2022Close112.000Feb 7, 2022Close109.281Feb 22, 2022Close108.281Mar 8, 2022Close108.281Mar 22, 2022Close101.219Apr 5, 2022Close101.281Apr 20, 2022Close95.219May 4, 2022Close92.531May 18, 2022Close91.375Jun 2, 2022Close90.813Jun 16, 2022Close86.563Jul 1, 2022Close90.250Jul 18, 2022Close89.594Aug 1, 2022Close93.250Aug 15, 2022Close89.938Aug 29, 2022Close87.313Sep 13, 2022Close83.781Sep 27, 2022Close78.906Oct 12, 2022Close78.344Oct 26, 2022Close75.344Nov 9, 2022Close73.844Nov 25, 2022Close80.406Dec 9, 2022Close83.313Dec 23, 2022Close80.281Jan 10, 2023Close81.656Jan 25, 2023Close83.906Feb 8, 2023Close82.656Feb 23, 2023Close80.031Mar 9, 2023Close79.906Mar 23, 2023Close83.438Apr 6, 2023Close85.125Apr 20, 2023Close82.125May 4, 2023Close82.813May 18, 2023Close79.969Jun 2, 2023Close80.219Jun 16, 2023Close80.438Jul 3, 2023Close80.094Jul 18, 2023Close79.656Aug 1, 2023Close77.000Aug 15, 2023Close74.438Aug 29, 2023Close75.469Sep 13, 2023Close74.219Sep 27, 2023Close69.500Oct 12, 2023Close68.031Oct 26, 2023Close66.531Nov 9, 2023Close68.938Nov 24, 2023Close70.656Dec 8, 2023Close74.344Dec 22, 2023Close77.625Jan 9, 2024Close76.250Jan 24, 2024Close73.719Feb 7, 2024Close75.094Feb 22, 2024Close73.094Mar 7, 2024Close75.875Mar 21, 2024Close73.688Apr 4, 2024Close73.500Apr 18, 2024Close70.469May 2, 2024Close70.750May 16, 2024Close73.094May 31, 2024Close71.781Jun 14, 2024Close74.906Jul 1, 2024Close71.594Jul 16, 2024Close74.750Jul 30, 2024Close74.500Aug 13, 2024Close77.156Aug 27, 2024Close77.625Sep 11, 2024Close79.938Sep 25, 2024Close77.969Oct 9, 2024Close75.281Oct 24, 2024Close73.844Nov 7, 2024Close73.000Nov 22, 2024Close72.063Dec 9, 2024Close74.625Dec 23, 2024Close70.313Jan 8, 2025Close69.156Jan 23, 2025Close69.781Feb 6, 2025Close72.281Feb 21, 2025Close72.063Mar 7, 2025Close72.375Mar 21, 2025Close73.000Apr 4, 2025Close74.875Apr 18, 2025Close70.500May 2, 2025Close70.875May 16, 2025Close69.781Jun 2, 2025Close68.844Jun 16, 2025Close69.219Jul 1, 2025Close71.375Jul 16, 2025Close69.000Jul 30, 2025Close70.281Aug 13, 2025Close71.188Aug 27, 2025Close70.375Sep 11, 2025Close73.375Sep 25, 2025Close72.188Oct 9, 2025Close72.594Oct 24, 2025Close74.156Nov 7, 2025Close72.969Nov 24, 2025Close73.219Dec 9, 2025Close71.781Dec 23, 2025Close71.625Jan 8, 2026Close71.500Jan 23, 2026Close71.781Feb 6, 2026Close71.688Feb 23, 2026Close73.375Mar 9, 2026Close72.781Mar 23, 2026Close70.375Apr 6, 2026Close70.969Apr 20, 2026Close71.344May 4, 2026Close69.719May 18, 2026Close68.500Jun 2, 2026Close70.344Jun 16, 2026Close70.781Jul 1, 2026Close70.375Jul 16, 2026Close69.156Jul 30, 2026Close67.906Aug 13, 2026Close68.031Aug 27, 2026Close68.344Sep 9, 2026Close67.500
The most recent 20 trading days of prices for 912810RY6.
DateBidOfferClose
Sep 9, 202667.31367.28167.500
Sep 8, 202667.84467.81367.719
Sep 4, 202667.87567.84467.813
Sep 3, 202667.96967.93867.781
Sep 2, 202667.56367.53167.563
Sep 1, 202667.84467.81367.563
Aug 31, 202667.71967.68867.813
Aug 28, 202668.42268.37568.094
Aug 27, 202668.50068.46968.344
Aug 26, 202668.46968.43868.438
Aug 25, 202668.56368.53168.594
Aug 24, 202668.15668.12568.031
Aug 21, 202667.65667.62567.563
Aug 20, 202667.81367.78167.969
Aug 19, 202668.18868.15668.313
Aug 18, 202667.20367.18867.313
Aug 17, 202667.32867.31367.063
Aug 14, 202667.53167.50067.563
Aug 13, 202668.03168.00068.031
Aug 12, 202667.81367.78167.656

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.

3 auctions

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 912810RY6.
Auction dateIssuedTypeOfferedAcceptedBid to coverHigh yield
Aug 10, 2017Aug 15, 2017New issue$15.0bn$19.5bn2.32x2.818%
Sep 13, 2017Sep 15, 2017Reopening$12.0bn$12.0bn2.21x2.790%
Oct 12, 2017Oct 16, 2017Reopening$12.0bn$12.0bn2.53x2.870%

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.

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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.