Treasury note

91282CCR0 · 1% due July 31, 2028

Original term
7-Year
Maturity
Jul 31, 2028
Coupon
1.000%
Pays
Semi-Annual
Dated
Jul 31, 2021
First coupon
Jan 31, 2022
Priced through
Sep 9, 2026
Analyzed through
Sep 9, 2026

Statement of August 31, 2026

Amount outstanding
$66.45bn
Held stripped
$43.8m
Share stripped
0.07%

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
4.434%
Modified duration
1.832 yr
DV01
0.0172
Convexity
4.272
Dirty price
93.955

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 4 of twelve buckets, summing to 1.873 years against a modified duration of 1.832.

Against the fitted curve

Priced 0.6 bp cheap to the curve on that day, 1.03 cents per 100 of face.

That is 0.61 standard deviations from its own typical residual.

Yield to maturity, 1,278 observations

0%1%2%3%4%5%Aug 2, 2021Sep 9, 2026Aug 2, 2021Yield to maturity0.958%Aug 10, 2021Yield to maturity1.117%Aug 18, 2021Yield to maturity1.051%Aug 26, 2021Yield to maturity1.122%Sep 3, 2021Yield to maturity1.085%Sep 14, 2021Yield to maturity1.057%Sep 22, 2021Yield to maturity1.119%Sep 30, 2021Yield to maturity1.297%Oct 8, 2021Yield to maturity1.367%Oct 19, 2021Yield to maturity1.452%Oct 27, 2021Yield to maturity1.389%Nov 4, 2021Yield to maturity1.355%Nov 15, 2021Yield to maturity1.491%Nov 23, 2021Yield to maturity1.558%Dec 2, 2021Yield to maturity1.369%Dec 10, 2021Yield to maturity1.406%Dec 20, 2021Yield to maturity1.327%Dec 29, 2021Yield to maturity1.449%Jan 6, 2022Yield to maturity1.640%Jan 14, 2022Yield to maturity1.705%Jan 25, 2022Yield to maturity1.713%Feb 2, 2022Yield to maturity1.736%Feb 10, 2022Yield to maturity2.047%Feb 18, 2022Yield to maturity1.917%Mar 1, 2022Yield to maturity1.670%Mar 9, 2022Yield to maturity1.934%Mar 17, 2022Yield to maturity2.243%Mar 25, 2022Yield to maturity2.590%Apr 4, 2022Yield to maturity2.567%Apr 12, 2022Yield to maturity2.750%Apr 21, 2022Yield to maturity2.996%Apr 29, 2022Yield to maturity2.975%May 9, 2022Yield to maturity3.053%May 17, 2022Yield to maturity3.024%May 25, 2022Yield to maturity2.789%Jun 3, 2022Yield to maturity3.017%Jun 13, 2022Yield to maturity3.587%Jun 22, 2022Yield to maturity3.282%Jun 30, 2022Yield to maturity3.070%Jul 11, 2022Yield to maturity3.104%Jul 19, 2022Yield to maturity3.167%Jul 27, 2022Yield to maturity2.875%Aug 4, 2022Yield to maturity2.791%Aug 12, 2022Yield to maturity2.988%Aug 22, 2022Yield to maturity3.188%Aug 30, 2022Yield to maturity3.309%Sep 8, 2022Yield to maturity3.432%Sep 16, 2022Yield to maturity3.630%Sep 26, 2022Yield to maturity4.155%Oct 4, 2022Yield to maturity3.859%Oct 13, 2022Yield to maturity4.241%Oct 21, 2022Yield to maturity4.372%Oct 31, 2022Yield to maturity4.288%Nov 8, 2022Yield to maturity4.321%Nov 17, 2022Yield to maturity3.938%Nov 28, 2022Yield to maturity3.906%Dec 6, 2022Yield to maturity3.734%Dec 14, 2022Yield to maturity3.657%Dec 22, 2022Yield to maturity3.823%Jan 3, 2023Yield to maturity3.956%Jan 11, 2023Yield to maturity3.672%Jan 20, 2023Yield to maturity3.571%Jan 30, 2023Yield to maturity3.683%Feb 7, 2023Yield to maturity3.846%Feb 15, 2023Yield to maturity4.032%Feb 24, 2023Yield to maturity4.205%Mar 6, 2023Yield to maturity4.268%Mar 14, 2023Yield to maturity3.804%Mar 22, 2023Yield to maturity3.605%Mar 30, 2023Yield to maturity3.707%Apr 7, 2023Yield to maturity3.524%Apr 17, 2023Yield to maturity3.718%Apr 25, 2023Yield to maturity3.467%May 3, 2023Yield to maturity3.407%May 11, 2023Yield to maturity3.403%May 19, 2023Yield to maturity3.787%May 30, 2023Yield to maturity3.866%Jun 7, 2023Yield to maturity3.981%Jun 15, 2023Yield to maturity3.949%Jun 26, 2023Yield to maturity3.989%Jul 5, 2023Yield to maturity4.266%Jul 13, 2023Yield to maturity3.956%Jul 21, 2023Yield to maturity4.108%Jul 31, 2023Yield to maturity4.213%Aug 8, 2023Yield to maturity4.135%Aug 16, 2023Yield to maturity4.450%Aug 24, 2023Yield to maturity4.441%Sep 1, 2023Yield to maturity4.344%Sep 12, 2023Yield to maturity4.469%Sep 20, 2023Yield to maturity4.580%Sep 28, 2023Yield to maturity4.684%Oct 6, 2023Yield to maturity4.795%Oct 17, 2023Yield to maturity4.911%Oct 25, 2023Yield to maturity4.961%Nov 2, 2023Yield to maturity4.699%Nov 10, 2023Yield to maturity4.704%Nov 20, 2023Yield to maturity4.483%Nov 29, 2023Yield to maturity4.280%Dec 7, 2023Yield to maturity4.174%Dec 15, 2023Yield to maturity3.973%Dec 26, 2023Yield to maturity3.940%Jan 4, 2024Yield to maturity4.013%Jan 12, 2024Yield to maturity3.869%Jan 23, 2024Yield to maturity4.080%Jan 31, 2024Yield to maturity3.946%Feb 8, 2024Yield to maturity4.159%Feb 16, 2024Yield to maturity4.332%Feb 27, 2024Yield to maturity4.374%Mar 6, 2024Yield to maturity4.178%Mar 14, 2024Yield to maturity4.347%Mar 22, 2024Yield to maturity4.256%Apr 1, 2024Yield to maturity4.394%Apr 9, 2024Yield to maturity4.437%Apr 17, 2024Yield to maturity4.684%Apr 25, 2024Yield to maturity4.774%May 3, 2024Yield to maturity4.538%May 13, 2024Yield to maturity4.566%May 21, 2024Yield to maturity4.494%May 30, 2024Yield to maturity4.641%Jun 7, 2024Yield to maturity4.529%Jun 17, 2024Yield to maturity4.384%Jun 26, 2024Yield to maturity4.422%Jul 5, 2024Yield to maturity4.292%Jul 15, 2024Yield to maturity4.182%Jul 23, 2024Yield to maturity4.208%Jul 31, 2024Yield to maturity4.024%Aug 8, 2024Yield to maturity3.866%Aug 16, 2024Yield to maturity3.830%Aug 26, 2024Yield to maturity3.717%Sep 4, 2024Yield to maturity3.605%Sep 12, 2024Yield to maturity3.500%Sep 20, 2024Yield to maturity3.499%Sep 30, 2024Yield to maturity3.606%Oct 8, 2024Yield to maturity3.903%Oct 17, 2024Yield to maturity3.922%Oct 25, 2024Yield to maturity4.087%Nov 4, 2024Yield to maturity4.183%Nov 13, 2024Yield to maturity4.312%Nov 21, 2024Yield to maturity4.331%Dec 2, 2024Yield to maturity4.129%Dec 10, 2024Yield to maturity4.118%Dec 18, 2024Yield to maturity4.398%Dec 27, 2024Yield to maturity4.426%Jan 7, 2025Yield to maturity4.408%Jan 15, 2025Yield to maturity4.398%Jan 24, 2025Yield to maturity4.375%Feb 3, 2025Yield to maturity4.323%Feb 11, 2025Yield to maturity4.334%Feb 20, 2025Yield to maturity4.305%Feb 28, 2025Yield to maturity4.015%Mar 10, 2025Yield to maturity3.940%Mar 18, 2025Yield to maturity4.043%Mar 26, 2025Yield to maturity4.031%Apr 3, 2025Yield to maturity3.699%Apr 11, 2025Yield to maturity4.055%Apr 21, 2025Yield to maturity3.815%Apr 29, 2025Yield to maturity3.671%May 7, 2025Yield to maturity3.777%May 15, 2025Yield to maturity3.983%May 23, 2025Yield to maturity4.000%Jun 3, 2025Yield to maturity3.953%Jun 11, 2025Yield to maturity3.940%Jun 20, 2025Yield to maturity3.878%Jun 30, 2025Yield to maturity3.705%Jul 9, 2025Yield to maturity3.830%Jul 17, 2025Yield to maturity3.897%Jul 25, 2025Yield to maturity3.865%Aug 4, 2025Yield to maturity3.651%Aug 12, 2025Yield to maturity3.718%Aug 20, 2025Yield to maturity3.702%Aug 28, 2025Yield to maturity3.615%Sep 8, 2025Yield to maturity3.474%Sep 16, 2025Yield to maturity3.504%Sep 24, 2025Yield to maturity3.620%Oct 2, 2025Yield to maturity3.567%Oct 10, 2025Yield to maturity3.532%Oct 21, 2025Yield to maturity3.453%Oct 29, 2025Yield to maturity3.610%Nov 6, 2025Yield to maturity3.580%Nov 17, 2025Yield to maturity3.621%Nov 25, 2025Yield to maturity3.462%Dec 4, 2025Yield to maturity3.549%Dec 12, 2025Yield to maturity3.576%Dec 22, 2025Yield to maturity3.544%Dec 31, 2025Yield to maturity3.518%Jan 9, 2026Yield to maturity3.571%Jan 20, 2026Yield to maturity3.637%Jan 28, 2026Yield to maturity3.632%Feb 5, 2026Yield to maturity3.518%Feb 13, 2026Yield to maturity3.424%Feb 24, 2026Yield to maturity3.459%Mar 4, 2026Yield to maturity3.538%Mar 12, 2026Yield to maturity3.762%Mar 20, 2026Yield to maturity3.911%Mar 30, 2026Yield to maturity3.850%Apr 7, 2026Yield to maturity3.832%Apr 15, 2026Yield to maturity3.770%Apr 23, 2026Yield to maturity3.842%May 1, 2026Yield to maturity3.892%May 11, 2026Yield to maturity3.952%May 19, 2026Yield to maturity4.153%May 28, 2026Yield to maturity4.047%Jun 5, 2026Yield to maturity4.182%Jun 15, 2026Yield to maturity4.086%Jun 24, 2026Yield to maturity4.155%Jul 2, 2026Yield to maturity4.168%Jul 13, 2026Yield to maturity4.286%Jul 21, 2026Yield to maturity4.271%Jul 29, 2026Yield to maturity4.256%Aug 6, 2026Yield to maturity4.274%Aug 14, 2026Yield to maturity4.179%Aug 24, 2026Yield to maturity4.250%Sep 1, 2026Yield to maturity4.395%Sep 9, 2026Yield to maturity4.434%

Price history

1,278 trading days to Sep 9, 2026

80859095100105Aug 2, 2021Sep 9, 2026Aug 2, 2021Close100.281Aug 10, 2021Close99.219Aug 18, 2021Close99.656Aug 26, 2021Close99.188Sep 3, 2021Close99.438Sep 14, 2021Close99.625Sep 22, 2021Close99.219Sep 30, 2021Close98.063Oct 8, 2021Close97.625Oct 19, 2021Close97.094Oct 27, 2021Close97.500Nov 4, 2021Close97.719Nov 15, 2021Close96.875Nov 23, 2021Close96.469Dec 2, 2021Close97.656Dec 10, 2021Close97.438Dec 20, 2021Close97.938Dec 29, 2021Close97.188Jan 6, 2022Close96.031Jan 14, 2022Close95.656Jan 25, 2022Close95.625Feb 2, 2022Close95.500Feb 10, 2022Close93.688Feb 18, 2022Close94.469Mar 1, 2022Close95.938Mar 9, 2022Close94.406Mar 17, 2022Close92.656Mar 25, 2022Close90.750Apr 4, 2022Close90.906Apr 12, 2022Close89.938Apr 21, 2022Close88.656Apr 29, 2022Close88.813May 9, 2022Close88.438May 17, 2022Close88.625May 25, 2022Close89.906Jun 3, 2022Close88.750Jun 13, 2022Close85.875Jun 22, 2022Close87.469Jun 30, 2022Close88.594Jul 11, 2022Close88.469Jul 19, 2022Close88.188Jul 27, 2022Close89.719Aug 4, 2022Close90.188Aug 12, 2022Close89.219Aug 22, 2022Close88.250Aug 30, 2022Close87.688Sep 8, 2022Close87.125Sep 16, 2022Close86.219Sep 26, 2022Close83.781Oct 4, 2022Close85.219Oct 13, 2022Close83.500Oct 21, 2022Close82.969Oct 31, 2022Close83.406Nov 8, 2022Close83.313Nov 17, 2022Close85.125Nov 28, 2022Close85.344Dec 6, 2022Close86.188Dec 14, 2022Close86.594Dec 22, 2022Close85.875Jan 3, 2023Close85.344Jan 11, 2023Close86.688Jan 20, 2023Close87.219Jan 30, 2023Close86.750Feb 7, 2023Close86.063Feb 15, 2023Close85.281Feb 24, 2023Close84.594Mar 6, 2023Close84.375Mar 14, 2023Close86.469Mar 22, 2023Close87.406Mar 30, 2023Close87.000Apr 7, 2023Close87.875Apr 17, 2023Close87.063Apr 25, 2023Close88.219May 3, 2023Close88.531May 11, 2023Close88.594May 19, 2023Close86.969May 30, 2023Close86.688Jun 7, 2023Close86.250Jun 15, 2023Close86.438Jun 26, 2023Close86.344Jul 5, 2023Close85.250Jul 13, 2023Close86.594Jul 21, 2023Close86.031Jul 31, 2023Close85.656Aug 8, 2023Close86.031Aug 16, 2023Close84.813Aug 24, 2023Close84.906Sep 1, 2023Close85.375Sep 12, 2023Close84.938Sep 20, 2023Close84.563Sep 28, 2023Close84.219Oct 6, 2023Close83.875Oct 17, 2023Close83.500Oct 25, 2023Close83.375Nov 2, 2023Close84.438Nov 10, 2023Close84.500Nov 20, 2023Close85.406Nov 29, 2023Close86.250Dec 7, 2023Close86.719Dec 15, 2023Close87.563Dec 26, 2023Close87.750Jan 4, 2024Close87.531Jan 12, 2024Close88.156Jan 23, 2024Close87.406Jan 31, 2024Close87.969Feb 8, 2024Close87.219Feb 16, 2024Close86.656Feb 27, 2024Close86.563Mar 6, 2024Close87.344Mar 14, 2024Close86.781Mar 22, 2024Close87.188Apr 1, 2024Close86.750Apr 9, 2024Close86.656Apr 17, 2024Close85.844Apr 25, 2024Close85.594May 3, 2024Close86.500May 13, 2024Close86.469May 21, 2024Close86.781May 30, 2024Close86.344Jun 7, 2024Close86.813Jun 17, 2024Close87.375Jun 26, 2024Close87.313Jul 5, 2024Close87.844Jul 15, 2024Close88.281Jul 23, 2024Close88.250Jul 31, 2024Close88.938Aug 8, 2024Close89.531Aug 16, 2024Close89.719Aug 26, 2024Close90.156Sep 4, 2024Close90.594Sep 12, 2024Close91.000Sep 20, 2024Close91.063Sep 30, 2024Close90.750Oct 8, 2024Close89.813Oct 17, 2024Close89.813Oct 25, 2024Close89.344Nov 4, 2024Close89.094Nov 13, 2024Close88.750Nov 21, 2024Close88.750Dec 2, 2024Close89.469Dec 10, 2024Close89.563Dec 18, 2024Close88.750Dec 27, 2024Close88.750Jan 7, 2025Close88.875Jan 15, 2025Close88.969Jan 24, 2025Close89.125Feb 3, 2025Close89.344Feb 11, 2025Close89.375Feb 20, 2025Close89.531Feb 28, 2025Close90.469Mar 10, 2025Close90.750Mar 18, 2025Close90.500Mar 26, 2025Close90.594Apr 3, 2025Close91.625Apr 11, 2025Close90.656Apr 21, 2025Close91.406Apr 29, 2025Close91.875May 7, 2025Close91.625May 15, 2025Close91.094May 23, 2025Close91.125Jun 3, 2025Close91.313Jun 11, 2025Close91.406Jun 20, 2025Close91.656Jun 30, 2025Close92.188Jul 9, 2025Close91.906Jul 17, 2025Close91.781Jul 25, 2025Close91.938Aug 4, 2025Close92.563Aug 12, 2025Close92.438Aug 20, 2025Close92.531Aug 28, 2025Close92.813Sep 8, 2025Close93.250Sep 16, 2025Close93.219Sep 24, 2025Close92.969Oct 2, 2025Close93.156Oct 10, 2025Close93.313Oct 21, 2025Close93.563Oct 29, 2025Close93.219Nov 6, 2025Close93.344Nov 17, 2025Close93.313Nov 25, 2025Close93.750Dec 4, 2025Close93.594Dec 12, 2025Close93.594Dec 22, 2025Close93.719Dec 31, 2025Close93.844Jan 9, 2026Close93.781Jan 20, 2026Close93.688Jan 28, 2026Close93.750Feb 5, 2026Close94.063Feb 13, 2026Close94.344Feb 24, 2026Close94.313Mar 4, 2026Close94.188Mar 12, 2026Close93.750Mar 20, 2026Close93.500Mar 30, 2026Close93.688Apr 7, 2026Close93.781Apr 15, 2026Close93.969Apr 23, 2026Close93.875May 1, 2026Close93.844May 11, 2026Close93.781May 19, 2026Close93.438May 28, 2026Close93.719Jun 5, 2026Close93.531Jun 15, 2026Close93.781Jun 24, 2026Close93.719Jul 2, 2026Close93.781Jul 13, 2026Close93.625Jul 21, 2026Close93.719Jul 29, 2026Close93.813Aug 6, 2026Close93.844Aug 14, 2026Close94.094Aug 24, 2026Close94.031Sep 1, 2026Close93.844Sep 9, 2026Close93.844
The most recent 20 trading days of prices for 91282CCR0.
DateBidOfferClose
Sep 9, 202693.85993.84493.844
Sep 8, 202693.92293.90693.906
Sep 4, 202693.95393.93893.906
Sep 3, 202693.98493.96993.938
Sep 2, 202693.85993.84493.875
Sep 1, 202693.89193.87593.844
Aug 31, 202693.93893.93893.906
Aug 28, 202693.95393.93893.906
Aug 27, 202694.10994.09494.063
Aug 26, 202694.10994.09494.094
Aug 25, 202694.12594.12594.125
Aug 24, 202694.07894.06394.031
Aug 21, 202694.03194.03194.031
Aug 20, 202694.10994.09494.094
Aug 19, 202694.09494.09494.094
Aug 18, 202694.10994.09494.094
Aug 17, 202694.10994.09494.063
Aug 14, 202694.14194.12594.094
Aug 13, 202694.10994.09494.094
Aug 12, 202694.03194.03194.000

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 91282CCR0.
Auction dateIssuedTypeOfferedAcceptedBid to coverHigh yield
Jul 29, 2021Aug 2, 2021New issue$62.0bn$67.9bn2.23x1.050%

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.