US Debt Maturity Wall: How Much Treasury Debt Matures and What It Costs to Refinance

$31.82T of marketable Treasury debt is outstanding (MSPD Table 3, 2026-08-31, 463 securities); 34.0% of it ($10.83T) matures within 12 months of 2026-09-15. That block carries a weighted coupon of 3.40%; refinancing it at today's curve (2026-09-10) means 3.96%, which adds +$60.8B a year of interest on the coupon run-rate basis, from $368.1B to $428.9B. Scenario, not a forecast. Total public debt is $40.05T (Debt to the Penny, 2026-09-11).

For scale, the Treasury's reported interest expense on all debt was $1,359B over the trailing twelve months (September 2025 to August 2026), the same figure the fiscal page uses. That is a reported cash measure across marketable and non-marketable debt; the run rates on this page are coupon × outstanding on the marketable book. The two are never mixed.

The maturity wall — by fiscal year of maturity, split by class (measurement)

Fiscal yearMaturingBillsNotesBondsTIPSFRNs
FY2026$2,708B$2,491B$217B$0B$0B$0B
FY2027$8,292B$4,757B$2,930B$30B$223B$353B
FY2028$3,906B$0B$3,296B$34B$249B$327B
FY2029$2,766B$0B$2,479B$34B$253B$0B
FY2030$1,984B$0B$1,756B$17B$211B$0B
FY2031$2,173B$0B$1,930B$16B$226B$0B
FY2032$1,225B$0B$1,101B$0B$125B$0B
FY2033$1,101B$0B$994B$0B$107B$0B
FY2034$612B$0B$499B$0B$113B$0B
FY2035$677B$0B$553B$0B$125B$0B
FY2036+$6,379B$0B$463B$5,395B$521B$0B

The ladder — non-overlapping buckets by time to maturity

BucketSecuritiesOutstandingShareWeighted couponRefi yield (curve)Current run rateRefi run rateAdded annual interest
0-12m113$10,827B34.0%3.40%3.96%$368.1B$428.9B+$60.8B
12-24m62$3,903B12.3%3.04%4.29%$118.8B$167.5B+$48.8B
24-36m49$2,835B8.9%3.17%4.40%$90B$124.7B+$34.7B
36-48m32$1,981B6.2%3.01%4.42%$59.6B$87.5B+$28B
48-60m33$2,238B7.0%2.98%4.48%$66.8B$100.4B+$33.6B
60m+174$10,040B31.5%3.32%4.87%$333B$488.7B+$155.8B
All marketable463$31,824B100.0%3.26%4.39%$1,036.2B$1,397.7B+$361.5B

coupon × outstanding, an accrual run rate on the marketable book; refinancing yields read off the par curve (real curve for TIPS) at each security's remaining term; the whole book at today's curve is a stress case, not a forecast. TIPS rows carry real coupons and real refinancing yields; inflation compensation is excluded, so they are not directly comparable to the nominal rows. FRN coupons = 3-month bill yield (4%, DGS3MO) plus each note's auction spread.

Cumulative exposure

HorizonOutstandingShareWeighted couponRefi yieldAdded annual interest at today's curve
within 12 months$10.77T33.8%3.40%3.96%+$60.2B
within 24 months$14.73T46.3%3.31%4.05%+$109.5B
within 36 months$17.57T55.2%3.28%4.11%+$144.2B
within 48 months$19.55T61.4%3.26%4.14%+$172.2B
within 60 months$21.78T68.5%3.23%4.17%+$205.8B
all marketable debt$31.82T100.0%3.26%4.39%+$361.5B

Scenario, not a forecast — the curve shifted by −200 to +200 basis points

The page's slider re-prices the wall live: a parallel shift of the curve applied to every security's refinancing yield, with coupons, amounts and maturities unchanged. At today's curve the added annual interest is +$60.2B for the debt maturing within 12 months, +$109.5B within 24 months and +$205.8B within 60 months.

Issuance ahead — announced auctions vs debt maturing in the same window (2026-09-15 to 2026-09-30)

Gross issuance announced $644B across 11 auctions; maturing in the window $1,544B; net −$899.7B. Announced auctions from the Treasury auctions dataset (offering amounts as announced), against the securities maturing in the same window. The quarterly refunding statement is a press release, not a dataset; this table is the keyless equivalent for the weeks Treasury has announced.

TenorAuctionsGross issuanceReopenings
Bill · 13-Week1$92B1
Bill · 4-Week1$90B1
Bill · 8-Week1$85B1
Bill · 26-Week1$79B1
Bill · 6-Week1$75B1
Bill · 17-Week1$72B0
Note · 3-Year1$58B0
Note · 9-Year 11-Month1$39B1
Bond · 29-Year 11-Month1$22B1
Note · 9-Year 10-Month1$19B1
Bond · 19-Year 11-Month1$13B1

Stress case, not a forecast — the whole marketable book at today's curve

$31.82T at a weighted coupon of 3.26% costs $1,036B a year on the coupon run-rate basis; at today's curve (weighted refinancing yield 4.39%) it would cost $1,398B, +$361.5B more. The book rolls over years, so this is the rate sensitivity in the stock, not a forecast. For comparison, the Treasury's own average rate on total marketable debt was 3.475% (2026-08-31).

Sources and method

Method: every marketable CUSIP is assigned to a bucket by months to maturity from 2026-09-15. Coupon = the security's interest rate (bills: the discount yield at issue; FRNs: the 3-month bill yield plus the auction spread; TIPS: the real coupon). Refinancing yield = the par curve (real curve for TIPS) interpolated at the security's remaining term. Run rates = coupon × outstanding, summed; added = refinanced run rate minus current. Refreshed daily at 07:50 ET; the MSPD table changes monthly. Downloads: the ladder (CSV) · every CUSIP with its bucket (CSV).