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US 10-Year Treasury Yield Seasonality

Historical month-by-month and year-by-year returns

Based on 42 calendar years of monthly closes, starting 1985.

By Month

MonthAverageMedian% PositiveBestWorst
January0.0%0.1%49%+26.7%22.8%
February+0.9%0.0%50%+33.6%25.9%
March+0.9%+1.0%60%+26.5%38.1%
April+1.5%+0.6%55%+24.1%13.6%
May0.5%+0.7%52%+29.2%17.4%
June0.8%1.1%40%+14.5%18.9%
July1.1%0.5%43%+26.8%17.9%
August1.6%2.7%37%+29.3%25.5%
September+0.6%0.5%46%+21.4%13.3%
October+2.1%+1.8%54%+27.0%7.8%
November0.6%1.3%44%+29.1%25.5%
December+0.5%0.2%49%+20.1%24.1%

By Calendar Year

YearReturn
20259.0%
2024+18.3%
20230.3%
2022+156.5%
2021+64.9%
202052.2%
201928.6%
2018+11.7%
20171.7%
2016+7.8%
2015+4.6%
201428.3%
2013+72.3%
20126.1%
201143.4%
201014.0%
2009+71.3%
200844.4%
200714.3%
2006+7.2%
2005+4.2%
20041.0%
2003+11.5%
200224.1%
20011.5%
200020.6%
1999+38.7%
199819.2%
199710.4%
1996+14.9%
199528.8%
1994+35.3%
199313.7%
19920.1%
199117.0%
1990+1.9%
198913.2%
1988+3.5%
1987+22.1%
198619.7%
198519.4%

These are historical patterns, not a forecast — past calendar-month performance does not predict future returns.