US 13-Week Treasury Yield: a 3.2σ rise on 11 September 2026
Recorded 7 October 2026On 11 September 2026 US 13-Week Treasury Yield rose 1.77% close to close, 3.2 times its typical daily move of 0.55% over the 20 sessions before it: its largest move since 28 August 2026. 7 other instruments of the 147 measured that day moved 2σ or more.
The day
Daily closes, as recorded the night after
- Move
- +1.77%
- Size
- +3.2σ
- Typical day before it
- 0.55%
- Close
- 3.913
- Previous close, 10 September 2026
- 3.845
- Since, to 22 October 2026
- +2.79%
US 13-Week Treasury Yield, the 30 sessions to 11 September 2026
Daily closes; the last point is the quake
Show values
| Point | US3M |
|---|---|
| 30 Jul 2026 | 3.67 |
| 31 Jul 2026 | 3.68 |
| 3 Aug 2026 | 3.70 |
| 4 Aug 2026 | 3.73 |
| 5 Aug 2026 | 3.72 |
| 6 Aug 2026 | 3.73 |
| 7 Aug 2026 | 3.71 |
| 10 Aug 2026 | 3.72 |
| 11 Aug 2026 | 3.73 |
| 12 Aug 2026 | 3.71 |
| 13 Aug 2026 | 3.70 |
| 14 Aug 2026 | 3.70 |
| 17 Aug 2026 | 3.70 |
| 18 Aug 2026 | 3.70 |
| 19 Aug 2026 | 3.70 |
| 20 Aug 2026 | 3.70 |
| 21 Aug 2026 | 3.71 |
| 24 Aug 2026 | 3.70 |
| 25 Aug 2026 | 3.70 |
| 26 Aug 2026 | 3.69 |
| 27 Aug 2026 | 3.68 |
| 28 Aug 2026 | 3.73 |
| 31 Aug 2026 | 3.73 |
| 1 Sep 2026 | 3.77 |
| 2 Sep 2026 | 3.77 |
| 3 Sep 2026 | 3.74 |
| 4 Sep 2026 | 3.76 |
| 8 Sep 2026 | 3.78 |
| 9 Sep 2026 | 3.81 |
| 10 Sep 2026 | 3.85 |
| 11 Sep 2026 | 3.91 |
The same day
Other quakes on 11 September 2026
| Instrument | Move | Size |
|---|---|---|
| Orange Juice OJ | +15.51% | +3.8σ |
US 13-Week Treasury Yield's other quakes
On record, newest first
- 28 August 2026: +1.41%, +4.1σ
- 29 July 2026: −2.71%, −3.5σ
How it is measured
The move is the close-to-close return; its size is that return divided by the standard deviation of US 13-Week Treasury Yield's previous 20 daily returns. A quake is 3σ or more. This record was made the night after the day finished trading and has not been changed since. The live chart is on US 13-Week Treasury Yield's page; the last few months of every market's daily moves are on the volatility terrain, and every quake on record is in the quake archive.