May 2009
The zero curve on each of 20 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.920% | 0.914% | -0.7 bp | 0.839%May 14, 2009 | 0.984%May 7, 2009 |
| 10Y | 3.658% | 3.979% | +32.1 bp | 3.574%May 14, 2009 | 4.201%May 27, 2009 |
| 30Y | 4.026% | 4.366% | +34.1 bp | 3.991%May 5, 2009 | 4.624%May 27, 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 |
|---|---|---|---|
| May 1, 2009 | 0.920% | 3.658% | 4.026% |
| May 4, 2009 | 0.937% | 3.621% | 3.996% |
| May 5, 2009 | 0.956% | 3.626% | 3.991% |
| May 6, 2009 | 0.951% | 3.632% | 4.033% |
| May 7, 2009 | 0.984% | 3.759% | 4.230% |
| May 8, 2009 | 0.983% | 3.759% | 4.224% |
| May 11, 2009 | 0.890% | 3.645% | 4.143% |
| May 12, 2009 | 0.886% | 3.641% | 4.113% |
| May 13, 2009 | 0.853% | 3.576% | 4.046% |
| May 14, 2009 | 0.839% | 3.574% | 4.013% |
| May 15, 2009 | 0.850% | 3.604% | 4.060% |
| May 18, 2009 | 0.906% | 3.687% | 4.169% |
| May 19, 2009 | 0.904% | 3.717% | 4.227% |
| May 20, 2009 | 0.843% | 3.649% | 4.165% |
| May 21, 2009 | 0.882% | 3.820% | 4.331% |
| May 22, 2009 | 0.916% | 3.923% | 4.411% |
| May 26, 2009 | 0.952% | 3.991% | 4.494% |
| May 27, 2009 | 0.975% | 4.201% | 4.624% |
| May 28, 2009 | 0.977% | 4.166% | 4.577% |
| May 29, 2009 | 0.914% | 3.979% | 4.366% |