US 5-Year Treasury Yield: a 5.2σ fall on 22 October 2026
Recorded 24 October 2026On 22 October 2026 US 5-Year Treasury Yield fell 4.10% close to close, 5.2 times its typical daily move of 0.79% over the 20 sessions before it: larger than every one of the 65 sessions on record before it. 53 other instruments of the 199 measured that day moved 2σ or more.
The day
Daily closes, as recorded the night after
- Move
- −4.10%
- Size
- −5.2σ
- Typical day before it
- 0.79%
- Close
- 4.768
- Previous close, 21 October 2026
- 4.972
- Since, to 29 October 2026
- +0.69%
US 5-Year Treasury Yield, the 30 sessions to 22 October 2026
Daily closes; the last point is the quake
Show values
| Point | US5Y |
|---|---|
| 10 Sep 2026 | 4.73 |
| 11 Sep 2026 | 4.79 |
| 14 Sep 2026 | 4.79 |
| 15 Sep 2026 | 4.83 |
| 16 Sep 2026 | 4.86 |
| 17 Sep 2026 | 4.80 |
| 18 Sep 2026 | 4.86 |
| 21 Sep 2026 | 4.83 |
| 22 Sep 2026 | 4.84 |
| 23 Sep 2026 | 5.00 |
| 24 Sep 2026 | 5.03 |
| 25 Sep 2026 | 5.01 |
| 28 Sep 2026 | 5.07 |
| 29 Sep 2026 | 5.06 |
| 30 Sep 2026 | 5.09 |
| 1 Oct 2026 | 5.01 |
| 2 Oct 2026 | 5.05 |
| 5 Oct 2026 | 5.07 |
| 6 Oct 2026 | 5.03 |
| 7 Oct 2026 | 5.02 |
| 8 Oct 2026 | 4.99 |
| 9 Oct 2026 | 5.02 |
| 12 Oct 2026 | 5.02 |
| 13 Oct 2026 | 5.01 |
| 14 Oct 2026 | 4.99 |
| 15 Oct 2026 | 4.90 |
| 16 Oct 2026 | 4.90 |
| 19 Oct 2026 | 4.93 |
| 20 Oct 2026 | 4.93 |
| 21 Oct 2026 | 4.97 |
| 22 Oct 2026 | 4.77 |
The same day
Other quakes on 22 October 2026
| Instrument | Move | Size |
|---|---|---|
| US Dollar / Hong Kong Dollar USD/HKD | −0.13% | −12.9σ |
| 2-Year T-Note Futures ZT | +0.35% | +5.7σ |
| 10-Year T-Note Futures ZN | +1.23% | +5.0σ |
| US 10-Year Treasury Yield US10Y | −3.75% | −4.8σ |
| Lockheed Martin LMT | +6.96% | +4.6σ |
| US Dollar / Japanese Yen USD/JPY | −1.04% | −3.8σ |
| 30-Year T-Bond Futures ZB | +2.10% | +3.7σ |
| ASML ASML | −6.93% | −3.6σ |
| US 30-Year Treasury Yield US30Y | −2.79% | −3.6σ |
| Euro / Japanese Yen EUR/JPY | −1.16% | −3.5σ |
| New Zealand Dollar / Japanese Yen NZD/JPY | −1.37% | −3.4σ |
| Euro / Polish Zloty EUR/PLN | +0.46% | +3.0σ |
| Hang Seng HSI | −3.03% | −3.0σ |
US 5-Year Treasury Yield's other quakes
On record, newest first
- 23 September 2026: +3.20%, +3.3σ
- 10 September 2026: +2.58%, +3.0σ
How it is measured
The move is the close-to-close return; its size is that return divided by the standard deviation of US 5-Year 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 5-Year 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.