Treasury note · Matured

912828YD6 · 1.375% due August 31, 2026

Original term
7-Year
Maturity
Aug 31, 2026
Coupon
1.375%
Pays
Semi-Annual
Dated
Aug 31, 2019
First coupon
Feb 29, 2020
Priced through
Aug 28, 2026
Analyzed through
Aug 27, 2026

Still priced, no longer analyzed. Risk numbers below are as of Aug 27, 2026, analytics stop about three months before maturity, because a security with one cashflow left does not have a meaningful yield curve exposure.

Risk, August 27, 2026

Yield to maturity
withheld
Modified duration
0.008 yr
DV01
0.0001
Convexity
0.000
Dirty price
100.645

Yield and duration are withheld this close to maturity, not missing. Inside a month a Treasury trades on settlement mechanics rather than on yield, and its price is a rounding of par, annualizing a two-day stub produces a number in the tens of percent that would be arithmetically correct and completely misleading. The price, the residual and the key rate durations below are unaffected.

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. All of it sits at 3M. For a security with a single remaining cashflow that is the true shape, not missing data.

Against the fitted curve

Priced 1.15 cents per 100 of face cheap to the curve on that day.

Shown as a price rather than a yield. This security was close enough to maturity that annualizing is meaningless, the same reason it carries no yield to maturity above, and the same difference quoted in basis points would read as an enormous mispricing rather than the few cents it is.

Yield to maturity, 1,749 observations

0%1%2%3%4%5%6%Sep 3, 2019Aug 27, 2026Sep 3, 2019Yield to maturity1.417%Sep 13, 2019Yield to maturity1.831%Sep 25, 2019Yield to maturity1.658%Oct 7, 2019Yield to maturity1.471%Oct 18, 2019Yield to maturity1.651%Oct 30, 2019Yield to maturity1.691%Nov 12, 2019Yield to maturity1.837%Nov 22, 2019Yield to maturity1.704%Dec 5, 2019Yield to maturity1.725%Dec 17, 2019Yield to maturity1.813%Dec 30, 2019Yield to maturity1.795%Jan 10, 2020Yield to maturity1.731%Jan 23, 2020Yield to maturity1.641%Feb 4, 2020Yield to maturity1.505%Feb 14, 2020Yield to maturity1.496%Feb 27, 2020Yield to maturity1.200%Mar 10, 2020Yield to maturity0.755%Mar 20, 2020Yield to maturity0.830%Apr 1, 2020Yield to maturity0.492%Apr 14, 2020Yield to maturity0.575%Apr 24, 2020Yield to maturity0.483%May 6, 2020Yield to maturity0.529%May 18, 2020Yield to maturity0.519%May 29, 2020Yield to maturity0.446%Jun 10, 2020Yield to maturity0.491%Jun 22, 2020Yield to maturity0.472%Jul 2, 2020Yield to maturity0.427%Jul 15, 2020Yield to maturity0.403%Jul 27, 2020Yield to maturity0.398%Aug 6, 2020Yield to maturity0.313%Aug 18, 2020Yield to maturity0.394%Aug 28, 2020Yield to maturity0.404%Sep 10, 2020Yield to maturity0.368%Sep 22, 2020Yield to maturity0.363%Oct 2, 2020Yield to maturity0.373%Oct 15, 2020Yield to maturity0.410%Oct 27, 2020Yield to maturity0.436%Nov 6, 2020Yield to maturity0.458%Nov 19, 2020Yield to maturity0.485%Dec 2, 2020Yield to maturity0.528%Dec 14, 2020Yield to maturity0.453%Dec 24, 2020Yield to maturity0.464%Jan 7, 2021Yield to maturity0.552%Jan 20, 2021Yield to maturity0.547%Feb 1, 2021Yield to maturity0.520%Feb 11, 2021Yield to maturity0.561%Feb 24, 2021Yield to maturity0.726%Mar 8, 2021Yield to maturity0.970%Mar 18, 2021Yield to maturity0.985%Mar 30, 2021Yield to maturity1.018%Apr 9, 2021Yield to maturity0.975%Apr 21, 2021Yield to maturity0.896%May 3, 2021Yield to maturity0.917%May 13, 2021Yield to maturity0.915%May 25, 2021Yield to maturity0.846%Jun 7, 2021Yield to maturity0.848%Jun 17, 2021Yield to maturity0.924%Jun 29, 2021Yield to maturity0.916%Jul 12, 2021Yield to maturity0.827%Jul 22, 2021Yield to maturity0.725%Aug 3, 2021Yield to maturity0.660%Aug 13, 2021Yield to maturity0.798%Aug 25, 2021Yield to maturity0.839%Sep 7, 2021Yield to maturity0.817%Sep 17, 2021Yield to maturity0.864%Sep 29, 2021Yield to maturity0.996%Oct 12, 2021Yield to maturity1.059%Oct 22, 2021Yield to maturity1.195%Nov 3, 2021Yield to maturity1.161%Nov 16, 2021Yield to maturity1.240%Nov 29, 2021Yield to maturity1.151%Dec 9, 2021Yield to maturity1.231%Dec 21, 2021Yield to maturity1.224%Jan 3, 2022Yield to maturity1.333%Jan 13, 2022Yield to maturity1.445%Jan 26, 2022Yield to maturity1.638%Feb 7, 2022Yield to maturity1.740%Feb 17, 2022Yield to maturity1.852%Mar 2, 2022Yield to maturity1.767%Mar 14, 2022Yield to maturity2.120%Mar 24, 2022Yield to maturity2.407%Apr 5, 2022Yield to maturity2.741%Apr 18, 2022Yield to maturity2.799%Apr 28, 2022Yield to maturity2.887%May 10, 2022Yield to maturity2.931%May 20, 2022Yield to maturity2.821%Jun 2, 2022Yield to maturity2.937%Jun 14, 2022Yield to maturity3.652%Jun 27, 2022Yield to maturity3.271%Jul 8, 2022Yield to maturity3.160%Jul 20, 2022Yield to maturity3.231%Aug 1, 2022Yield to maturity2.744%Aug 11, 2022Yield to maturity3.077%Aug 23, 2022Yield to maturity3.273%Sep 2, 2022Yield to maturity3.395%Sep 15, 2022Yield to maturity3.786%Sep 27, 2022Yield to maturity4.332%Oct 7, 2022Yield to maturity4.264%Oct 20, 2022Yield to maturity4.598%Nov 1, 2022Yield to maturity4.414%Nov 14, 2022Yield to maturity4.154%Nov 25, 2022Yield to maturity4.094%Dec 7, 2022Yield to maturity3.835%Dec 19, 2022Yield to maturity3.895%Dec 30, 2022Yield to maturity4.157%Jan 12, 2023Yield to maturity3.715%Jan 25, 2023Yield to maturity3.748%Feb 6, 2023Yield to maturity4.010%Feb 16, 2023Yield to maturity4.263%Mar 1, 2023Yield to maturity4.510%Mar 13, 2023Yield to maturity3.856%Mar 23, 2023Yield to maturity3.588%Apr 4, 2023Yield to maturity3.589%Apr 14, 2023Yield to maturity3.818%Apr 26, 2023Yield to maturity3.638%May 8, 2023Yield to maturity3.681%May 18, 2023Yield to maturity3.903%May 31, 2023Yield to maturity4.006%Jun 12, 2023Yield to maturity4.164%Jun 23, 2023Yield to maturity4.306%Jul 6, 2023Yield to maturity4.664%Jul 18, 2023Yield to maturity4.330%Jul 28, 2023Yield to maturity4.523%Aug 9, 2023Yield to maturity4.434%Aug 21, 2023Yield to maturity4.703%Aug 31, 2023Yield to maturity4.542%Sep 13, 2023Yield to maturity4.688%Sep 25, 2023Yield to maturity4.859%Oct 5, 2023Yield to maturity4.855%Oct 18, 2023Yield to maturity5.073%Oct 30, 2023Yield to maturity4.900%Nov 9, 2023Yield to maturity4.842%Nov 21, 2023Yield to maturity4.641%Dec 4, 2023Yield to maturity4.451%Dec 14, 2023Yield to maturity4.158%Dec 27, 2023Yield to maturity4.078%Jan 9, 2024Yield to maturity4.193%Jan 22, 2024Yield to maturity4.218%Feb 1, 2024Yield to maturity4.046%Feb 13, 2024Yield to maturity4.519%Feb 26, 2024Yield to maturity4.577%Mar 7, 2024Yield to maturity4.387%Mar 19, 2024Yield to maturity4.583%Mar 29, 2024Yield to maturity4.553%Apr 10, 2024Yield to maturity4.913%Apr 22, 2024Yield to maturity4.916%May 2, 2024Yield to maturity4.836%May 14, 2024Yield to maturity4.763%May 24, 2024Yield to maturity4.878%Jun 6, 2024Yield to maturity4.670%Jun 18, 2024Yield to maturity4.643%Jul 1, 2024Yield to maturity4.773%Jul 12, 2024Yield to maturity4.422%Jul 24, 2024Yield to maturity4.429%Aug 5, 2024Yield to maturity3.899%Aug 15, 2024Yield to maturity4.099%Aug 27, 2024Yield to maturity3.906%Sep 9, 2024Yield to maturity3.678%Sep 19, 2024Yield to maturity3.590%Oct 1, 2024Yield to maturity3.645%Oct 11, 2024Yield to maturity3.975%Oct 24, 2024Yield to maturity4.087%Nov 5, 2024Yield to maturity4.229%Nov 18, 2024Yield to maturity4.305%Nov 29, 2024Yield to maturity4.210%Dec 11, 2024Yield to maturity4.196%Dec 23, 2024Yield to maturity4.372%Jan 6, 2025Yield to maturity4.278%Jan 16, 2025Yield to maturity4.244%Jan 29, 2025Yield to maturity4.246%Feb 10, 2025Yield to maturity4.285%Feb 21, 2025Yield to maturity4.199%Mar 5, 2025Yield to maturity4.048%Mar 17, 2025Yield to maturity4.131%Mar 27, 2025Yield to maturity4.066%Apr 8, 2025Yield to maturity3.818%Apr 18, 2025Yield to maturity3.925%Apr 30, 2025Yield to maturity3.778%May 12, 2025Yield to maturity4.119%May 22, 2025Yield to maturity4.125%Jun 4, 2025Yield to maturity4.069%Jun 16, 2025Yield to maturity4.142%Jun 27, 2025Yield to maturity3.971%Jul 10, 2025Yield to maturity4.068%Jul 22, 2025Yield to maturity4.058%Aug 1, 2025Yield to maturity3.956%Aug 13, 2025Yield to maturity3.898%Aug 25, 2025Yield to maturity3.947%Sep 5, 2025Yield to maturity3.739%Sep 17, 2025Yield to maturity3.739%Sep 29, 2025Yield to maturity3.753%Oct 9, 2025Yield to maturity3.753%Oct 22, 2025Yield to maturity3.662%Nov 3, 2025Yield to maturity3.754%Nov 14, 2025Yield to maturity3.780%Nov 26, 2025Yield to maturity3.705%Dec 9, 2025Yield to maturity3.722%Dec 19, 2025Yield to maturity3.600%Jan 2, 2026Yield to maturity3.584%Jan 14, 2026Yield to maturity3.630%Jan 27, 2026Yield to maturity3.659%Feb 6, 2026Yield to maturity3.680%Feb 19, 2026Yield to maturity3.692%Mar 3, 2026Yield to maturity3.716%Mar 13, 2026Yield to maturity3.740%Mar 25, 2026Yield to maturity3.813%Apr 6, 2026Yield to maturity3.768%Apr 16, 2026Yield to maturity3.769%Apr 28, 2026Yield to maturity3.714%May 8, 2026Yield to maturity3.753%May 20, 2026Yield to maturity3.756%Jun 2, 2026Yield to maturity3.839%Jun 12, 2026Yield to maturity3.768%Jun 25, 2026Yield to maturity3.814%Jul 8, 2026Yield to maturity3.756%Jul 20, 2026Yield to maturity3.890%Jul 30, 2026Yield to maturity3.958%

Price history

1,750 trading days to Aug 28, 2026

859095100105110Sep 3, 2019Aug 28, 2026Sep 3, 2019Close99.719Sep 13, 2019Close97.031Sep 25, 2019Close98.156Oct 7, 2019Close99.375Oct 18, 2019Close98.219Oct 30, 2019Close97.969Nov 12, 2019Close97.063Nov 22, 2019Close97.906Dec 5, 2019Close97.781Dec 17, 2019Close97.250Dec 30, 2019Close97.375Jan 10, 2020Close97.781Jan 23, 2020Close98.344Feb 4, 2020Close99.188Feb 14, 2020Close99.250Feb 27, 2020Close101.094Mar 10, 2020Close103.906Mar 20, 2020Close103.406Apr 1, 2020Close105.563Apr 14, 2020Close105.000Apr 24, 2020Close105.563May 6, 2020Close105.250May 18, 2020Close105.281May 29, 2020Close105.719Jun 10, 2020Close105.406Jun 22, 2020Close105.500Jul 2, 2020Close105.750Jul 15, 2020Close105.875Jul 27, 2020Close105.875Aug 6, 2020Close106.375Aug 18, 2020Close105.844Aug 28, 2020Close105.750Sep 10, 2020Close105.938Sep 22, 2020Close105.938Oct 2, 2020Close105.844Oct 15, 2020Close105.594Oct 27, 2020Close105.406Nov 6, 2020Close105.250Nov 19, 2020Close105.063Dec 2, 2020Close104.781Dec 14, 2020Close105.188Dec 24, 2020Close105.094Jan 7, 2021Close104.563Jan 20, 2021Close104.563Feb 1, 2021Close104.688Feb 11, 2021Close104.438Feb 24, 2021Close103.500Mar 8, 2021Close102.156Mar 18, 2021Close102.063Mar 30, 2021Close101.875Apr 9, 2021Close102.094Apr 21, 2021Close102.500May 3, 2021Close102.375May 13, 2021Close102.375May 25, 2021Close102.719Jun 7, 2021Close102.688Jun 17, 2021Close102.281Jun 29, 2021Close102.313Jul 12, 2021Close102.750Jul 22, 2021Close103.250Aug 3, 2021Close103.563Aug 13, 2021Close102.844Aug 25, 2021Close102.625Sep 7, 2021Close102.719Sep 17, 2021Close102.469Sep 29, 2021Close101.813Oct 12, 2021Close101.500Oct 22, 2021Close100.844Nov 3, 2021Close101.000Nov 16, 2021Close100.625Nov 29, 2021Close101.031Dec 9, 2021Close100.656Dec 21, 2021Close100.688Jan 3, 2022Close100.188Jan 13, 2022Close99.688Jan 26, 2022Close98.844Feb 7, 2022Close98.406Feb 17, 2022Close97.938Mar 2, 2022Close98.313Mar 14, 2022Close96.844Mar 24, 2022Close95.688Apr 5, 2022Close94.375Apr 18, 2022Close94.188Apr 28, 2022Close93.875May 10, 2022Close93.750May 20, 2022Close94.219Jun 2, 2022Close93.813Jun 14, 2022Close91.188Jun 27, 2022Close92.656Jul 8, 2022Close93.125Jul 20, 2022Close92.906Aug 1, 2022Close94.750Aug 11, 2022Close93.563Aug 23, 2022Close92.906Sep 2, 2022Close92.531Sep 15, 2022Close91.219Sep 27, 2022Close89.438Oct 7, 2022Close89.750Oct 20, 2022Close88.719Nov 1, 2022Close89.406Nov 14, 2022Close90.344Nov 25, 2022Close90.625Dec 7, 2022Close91.531Dec 19, 2022Close91.406Dec 30, 2022Close90.656Jan 12, 2023Close92.125Jan 25, 2023Close92.094Feb 6, 2023Close91.344Feb 16, 2023Close90.625Mar 1, 2023Close89.969Mar 13, 2023Close92.031Mar 23, 2023Close92.906Apr 4, 2023Close92.969Apr 14, 2023Close92.344Apr 26, 2023Close92.938May 8, 2023Close92.875May 18, 2023Close92.281May 31, 2023Close92.063Jun 12, 2023Close91.688Jun 23, 2023Close91.375Jul 6, 2023Close90.469Jul 18, 2023Close91.469Jul 28, 2023Close91.031Aug 9, 2023Close91.344Aug 21, 2023Close90.719Aug 31, 2023Close91.219Sep 13, 2023Close90.938Sep 25, 2023Close90.594Oct 5, 2023Close90.688Oct 18, 2023Close90.250Oct 30, 2023Close90.781Nov 9, 2023Close91.031Nov 21, 2023Close91.594Dec 4, 2023Close92.156Dec 14, 2023Close92.938Dec 27, 2023Close93.219Jan 9, 2024Close93.031Jan 22, 2024Close93.063Feb 1, 2024Close93.531Feb 13, 2024Close92.531Feb 26, 2024Close92.500Mar 7, 2024Close93.000Mar 19, 2024Close92.656Mar 29, 2024Close92.813Apr 10, 2024Close92.125Apr 22, 2024Close92.219May 2, 2024Close92.469May 14, 2024Close92.719May 24, 2024Close92.594Jun 6, 2024Close93.094Jun 18, 2024Close93.250Jul 1, 2024Close93.094Jul 12, 2024Close93.875Jul 24, 2024Close93.938Aug 5, 2024Close95.031Aug 15, 2024Close94.719Aug 27, 2024Close95.156Sep 9, 2024Close95.656Sep 19, 2024Close95.875Oct 1, 2024Close95.844Oct 11, 2024Close95.344Oct 24, 2024Close95.219Nov 5, 2024Close95.063Nov 18, 2024Close95.031Nov 29, 2024Close95.281Dec 11, 2024Close95.375Dec 23, 2024Close95.188Jan 6, 2025Close95.438Jan 16, 2025Close95.563Jan 29, 2025Close95.656Feb 10, 2025Close95.688Feb 21, 2025Close95.906Mar 5, 2025Close96.188Mar 17, 2025Close96.156Mar 27, 2025Close96.313Apr 8, 2025Close96.719Apr 18, 2025Close96.656Apr 30, 2025Close96.906May 12, 2025Close96.563May 22, 2025Close96.625Jun 4, 2025Close96.781Jun 16, 2025Close96.781Jun 27, 2025Close97.063Jul 10, 2025Close97.031Jul 22, 2025Close97.125Aug 1, 2025Close97.313Aug 13, 2025Close97.438Aug 25, 2025Close97.469Sep 5, 2025Close97.750Sep 17, 2025Close97.813Sep 29, 2025Close97.875Oct 9, 2025Close97.938Oct 22, 2025Close98.094Nov 3, 2025Close98.094Nov 14, 2025Close98.156Nov 26, 2025Close98.281Dec 9, 2025Close98.344Dec 19, 2025Close98.500Jan 2, 2026Close98.594Jan 14, 2026Close98.625Jan 27, 2026Close98.688Feb 6, 2026Close98.750Feb 19, 2026Close98.813Mar 3, 2026Close98.875Mar 13, 2026Close98.938Mar 25, 2026Close98.969Apr 6, 2026Close99.063Apr 16, 2026Close99.125Apr 28, 2026Close99.219May 8, 2026Close99.281May 20, 2026Close99.344Jun 2, 2026Close99.406Jun 12, 2026Close99.500Jun 25, 2026Close99.563Jul 8, 2026Close99.656Jul 20, 2026Close99.719Jul 30, 2026Close99.781Aug 11, 2026Close99.875Aug 21, 2026Close99.938Aug 28, 2026Close100.000
The most recent 20 trading days of prices for 912828YD6.
DateBidOfferClose
Aug 28, 2026–99.938100.000
Aug 27, 2026–99.96999.969
Aug 26, 2026–99.96999.969
Aug 25, 2026–99.96999.969
Aug 24, 2026–99.96999.969
Aug 21, 2026–99.93899.938
Aug 20, 2026–99.93899.938
Aug 19, 2026–99.90699.906
Aug 18, 2026–99.90699.906
Aug 17, 2026–99.90699.906
Aug 14, 2026–99.90699.906
Aug 13, 2026–99.87599.875
Aug 12, 2026–99.87599.875
Aug 11, 2026–99.87599.875
Aug 10, 2026–99.87599.844
Aug 7, 2026–99.84499.844
Aug 6, 2026–99.84499.844
Aug 5, 2026–99.81399.813
Aug 4, 2026–99.81399.813
Aug 3, 2026–99.81399.813

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 912828YD6.
Auction dateIssuedTypeOfferedAcceptedBid to coverHigh yield
Aug 29, 2019Sep 3, 2019New issue$32.0bn$36.2bn2.16x1.489%

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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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.