January 2009
The zero curve on each of 20 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.715% | 0.825% | +11.0 bp | 0.566%Jan 14, 2009 | 0.837%Jan 29, 2009 |
| 10Y | 3.048% | 3.537% | +48.9 bp | 2.803%Jan 15, 2009 | 3.537%Jan 30, 2009 |
| 30Y | 2.478% | 3.356% | +87.9 bp | 2.478%Jan 2, 2009 | 3.356%Jan 30, 2009 |
Rates are percent; the change column is basis points. A rise in yield is a fall in price, so the colours here describe the rate rather than a bondholder's return.
Every trading day
| Date | 2 year | 10 year | 30 year |
|---|---|---|---|
| Jan 2, 2009 | 0.715% | 3.048% | 2.478% |
| Jan 5, 2009 | 0.636% | 3.099% | 2.706% |
| Jan 6, 2009 | 0.656% | 3.106% | 2.765% |
| Jan 7, 2009 | 0.662% | 3.100% | 2.767% |
| Jan 8, 2009 | 0.661% | 3.050% | 2.723% |
| Jan 9, 2009 | 0.597% | 3.016% | 2.720% |
| Jan 12, 2009 | 0.583% | 2.931% | 2.688% |
| Jan 13, 2009 | 0.594% | 2.914% | 2.703% |
| Jan 14, 2009 | 0.566% | 2.805% | 2.603% |
| Jan 15, 2009 | 0.579% | 2.803% | 2.578% |
| Jan 16, 2009 | 0.608% | 2.945% | 2.593% |
| Jan 20, 2009 | 0.605% | 3.014% | 2.648% |
| Jan 21, 2009 | 0.668% | 3.225% | 2.825% |
| Jan 22, 2009 | 0.647% | 3.306% | 2.931% |
| Jan 23, 2009 | 0.708% | 3.329% | 3.000% |
| Jan 26, 2009 | 0.731% | 3.389% | 3.074% |
| Jan 27, 2009 | 0.700% | 3.255% | 2.958% |
| Jan 28, 2009 | 0.743% | 3.378% | 3.172% |
| Jan 29, 2009 | 0.837% | 3.531% | 3.317% |
| Jan 30, 2009 | 0.825% | 3.537% | 3.356% |