The 30-year Treasury yields 5.28%, higher than on 88% of days since 2000, 3bp below its Aug 2026 high, the highest since 2007
US 30-year constant-maturity Treasury yield, weekly since January 2000 (daily data from 1977), through 9 Sep 2026, with its percentile in that history.
The 30-year Treasury yield
%, weekly since 2000
Where today sits in the distribution
Number of trading days at each yield level since 2000, 0.25-point buckets
What it shows · fact
The 30-year yield was 5.28% on 9 Sep 2026: higher than on 88% of trading days since 2000 (median 4.19%) and the 48th percentile since 1977. It is +56bp from a year earlier.
Since 2000 the range runs from 0.99% (Mar 2020) to 6.75% (Jan 2000). Its 12-month high was 5.31% on 17 Aug 2026, a level last reached on 12 Jun 2007. The last close above today's level was 17 Aug 2026.
Why it matters · inference
Long yields set the discount rate for long-duration assets. At the 88th percentile of the post-2000 range, the hurdle for growth equities whose value sits mostly in distant cash flows is higher than for most of the last quarter-century.
Equity valuations set when long yields were near their lows embedded a lower discount rate; their adjustment to higher long yields shows up in Graph 1.
What would change this read
A fall back towards the 4.19% median would ease the discount-rate pressure on long-duration equities.
A move above the 6.75% high of the period would take the 30-year outside its post-2000 range.
Method
- Daily constant-maturity yield; the chart samples Friday values, percentiles use every trading day.
- The longest gap between observations in the series is 5 calendar days.
Sources
- MCH research warehouse, US macro series (Alpha Vantage economic indicators); through 9 Sep 2026.
Universe
| Names in the published feed | 886 |
| Excluded: held, suspended, withdrawn, deferred, deal-pending or pending review | 53 |
| Reader-safe universe | 833 |
| Used in this exhibit | 0 |
Macro exhibit: no single-name data is used, so the reader-safe universe does not enter it.
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