US 10Y Treasury 10th Percentile
US 10Y Treasury 10th Percentile stood at -4.58% on Sep 30, 2026, according to Minneapolis FED (Market-based Probability Densities). It is one of the indicators in the Implied volatility from options table (Value · Daily), with a complete series running from Mar 6, 2014 to Sep 30, 2026. The complete series with an interactive chart, free to download.
Loading chart data…
This indicator in the Implied volatility from options table
| Indicator | 30-09-2026 | 23-09-2026 | 16-09-2026 | 09-09-2026 | 02-09-2026 | 26-08-2026 | 19-08-2026 | 12-08-2026 | 05-08-2026 | 29-07-2026 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 10-year Treasury futures price, 3-month horizon | |||||||||||
| 10th percentile (adverse scenario) | -4.58 | -4.35 | -3.83 | -3.37 | -3.32 | -3.15 | -3.49 | -3.67 | -3.37 | -3.1 | |
| 50th percentile (median change) | 0.18 | 0.51 | 0.27 | 0.05 | 0 | -0.18 | -0.22 | -0.26 | 0.08 | 0 |
Understanding US 10Y Treasury 10th Percentile
US 10Y Treasury 10th Percentile