March 2009
The zero curve on each of 22 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.869% | 0.779% | -9.0 bp | 0.779%Mar 31, 2009 | 1.044%Mar 17, 2009 |
| 10Y | 3.537% | 3.125% | -41.1 bp | 3.057%Mar 18, 2009 | 3.642%Mar 4, 2009 |
| 30Y | 3.479% | 3.535% | +5.6 bp | 3.356%Mar 6, 2009 | 3.745%Mar 17, 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 |
|---|---|---|---|
| Mar 2, 2009 | 0.869% | 3.537% | 3.479% |
| Mar 3, 2009 | 0.893% | 3.559% | 3.528% |
| Mar 4, 2009 | 0.969% | 3.642% | 3.521% |
| Mar 5, 2009 | 0.887% | 3.439% | 3.358% |
| Mar 6, 2009 | 0.914% | 3.432% | 3.356% |
| Mar 9, 2009 | 0.969% | 3.486% | 3.439% |
| Mar 10, 2009 | 1.027% | 3.587% | 3.562% |
| Mar 11, 2009 | 1.024% | 3.513% | 3.544% |
| Mar 12, 2009 | 1.008% | 3.432% | 3.534% |
| Mar 13, 2009 | 0.957% | 3.427% | 3.582% |
| Mar 16, 2009 | 0.984% | 3.510% | 3.681% |
| Mar 17, 2009 | 1.044% | 3.571% | 3.745% |
| Mar 18, 2009 | 0.780% | 3.057% | 3.553% |
| Mar 19, 2009 | 0.839% | 3.066% | 3.663% |
| Mar 20, 2009 | 0.857% | 3.096% | 3.655% |
| Mar 23, 2009 | 0.879% | 3.107% | 3.701% |
| Mar 24, 2009 | 0.873% | 3.110% | 3.562% |
| Mar 25, 2009 | 0.944% | 3.226% | 3.724% |
| Mar 26, 2009 | 0.885% | 3.179% | 3.657% |
| Mar 27, 2009 | 0.883% | 3.189% | 3.596% |
| Mar 30, 2009 | 0.824% | 3.144% | 3.584% |
| Mar 31, 2009 | 0.779% | 3.125% | 3.535% |