Ratesdailybp
30-year realised volatility
How far the thirty-year yield has actually moved over the trailing month, in annualised basis points. The long bond carries the most price sensitivity per basis point, so the same yield move costs a holder more here than anywhere else on the curve. Backward-looking, and a substitute for the implied volatility index this product does not licence.
- Latest
- 74.14 bp
- As of
- 1 Oct 2026
- Standard deviations
- 1.68
- Percentile
- 93rd percentile
The archive behind this
This page shows the last 30 days. 30-year realised volatility has 6,670 readings in the warehouse, back to 2 Feb 2000. A plan opens the rest of it, with CSV export and the analyst.
See plans
Source
QuantNow Derived Research
Root mean square of the daily change in the thirty-year constant maturity yield over 21 sessions, in basis points, annualised by the square root of 252. The long end carries the most price sensitivity per basis point, so a given yield move costs most here.
Informational research only. Nothing here is personalised investment advice.