June 2009
The zero curve on each of 22 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.978% | 1.081% | +10.3 bp | 0.916%Jun 3, 2009 | 1.415%Jun 8, 2009 |
| 10Y | 4.232% | 3.983% | -25.0 bp | 3.961%Jun 29, 2009 | 4.421%Jun 10, 2009 |
| 30Y | 4.548% | 4.310% | -23.8 bp | 4.293%Jun 26, 2009 | 4.641%Jun 10, 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 |
|---|---|---|---|
| Jun 1, 2009 | 0.978% | 4.232% | 4.548% |
| Jun 2, 2009 | 0.967% | 4.178% | 4.493% |
| Jun 3, 2009 | 0.916% | 4.088% | 4.452% |
| Jun 4, 2009 | 0.965% | 4.258% | 4.577% |
| Jun 5, 2009 | 1.314% | 4.354% | 4.586% |
| Jun 8, 2009 | 1.415% | 4.374% | 4.501% |
| Jun 9, 2009 | 1.304% | 4.357% | 4.623% |
| Jun 10, 2009 | 1.380% | 4.421% | 4.641% |
| Jun 11, 2009 | 1.340% | 4.333% | 4.605% |
| Jun 12, 2009 | 1.312% | 4.273% | 4.566% |
| Jun 15, 2009 | 1.262% | 4.206% | 4.513% |
| Jun 16, 2009 | 1.234% | 4.123% | 4.377% |
| Jun 17, 2009 | 1.169% | 4.146% | 4.481% |
| Jun 18, 2009 | 1.265% | 4.329% | 4.602% |
| Jun 19, 2009 | 1.235% | 4.266% | 4.467% |
| Jun 22, 2009 | 1.161% | 4.177% | 4.426% |
| Jun 23, 2009 | 1.139% | 4.104% | 4.352% |
| Jun 24, 2009 | 1.186% | 4.164% | 4.423% |
| Jun 25, 2009 | 1.082% | 4.006% | 4.308% |
| Jun 26, 2009 | 1.063% | 3.969% | 4.293% |
| Jun 29, 2009 | 1.068% | 3.961% | 4.303% |
| Jun 30, 2009 | 1.081% | 3.983% | 4.310% |