February 2009
The zero curve on each of 19 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.772% | 0.971% | +19.9 bp | 0.772%Feb 2, 2009 | 1.055%Feb 26, 2009 |
| 10Y | 3.403% | 3.653% | +25.1 bp | 3.249%Feb 17, 2009 | 3.658%Feb 6, 2009 |
| 30Y | 3.262% | 3.559% | +29.7 bp | 3.246%Feb 11, 2009 | 3.566%Feb 19, 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 |
|---|---|---|---|
| Feb 2, 2009 | 0.772% | 3.403% | 3.262% |
| Feb 3, 2009 | 0.856% | 3.533% | 3.462% |
| Feb 4, 2009 | 0.878% | 3.569% | 3.503% |
| Feb 5, 2009 | 0.875% | 3.563% | 3.473% |
| Feb 6, 2009 | 0.913% | 3.658% | 3.512% |
| Feb 9, 2009 | 0.953% | 3.656% | 3.503% |
| Feb 10, 2009 | 0.811% | 3.482% | 3.345% |
| Feb 11, 2009 | 0.829% | 3.388% | 3.246% |
| Feb 12, 2009 | 0.805% | 3.360% | 3.313% |
| Feb 13, 2009 | 0.912% | 3.527% | 3.518% |
| Feb 17, 2009 | 0.781% | 3.249% | 3.355% |
| Feb 18, 2009 | 0.906% | 3.354% | 3.426% |
| Feb 19, 2009 | 0.949% | 3.493% | 3.566% |
| Feb 20, 2009 | 0.890% | 3.414% | 3.441% |
| Feb 23, 2009 | 0.908% | 3.407% | 3.399% |
| Feb 24, 2009 | 0.955% | 3.426% | 3.363% |
| Feb 25, 2009 | 1.049% | 3.559% | 3.441% |
| Feb 26, 2009 | 1.055% | 3.599% | 3.509% |
| Feb 27, 2009 | 0.971% | 3.653% | 3.559% |