July 2009
The zero curve on each of 22 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 1.022% | 1.098% | +7.6 bp | 0.892%Jul 10, 2009 | 1.178%Jul 30, 2009 |
| 10Y | 4.008% | 3.937% | -7.2 bp | 3.765%Jul 8, 2009 | 4.207%Jul 27, 2009 |
| 30Y | 4.355% | 4.320% | -3.5 bp | 4.226%Jul 8, 2009 | 4.664%Jul 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 |
|---|---|---|---|
| Jul 1, 2009 | 1.022% | 4.008% | 4.355% |
| Jul 2, 2009 | 0.981% | 3.962% | 4.359% |
| Jul 6, 2009 | 0.942% | 3.973% | 4.399% |
| Jul 7, 2009 | 0.960% | 3.927% | 4.360% |
| Jul 8, 2009 | 0.896% | 3.765% | 4.226% |
| Jul 9, 2009 | 0.932% | 3.888% | 4.348% |
| Jul 10, 2009 | 0.892% | 3.774% | 4.239% |
| Jul 13, 2009 | 0.906% | 3.836% | 4.262% |
| Jul 14, 2009 | 0.962% | 3.969% | 4.409% |
| Jul 15, 2009 | 1.053% | 4.091% | 4.489% |
| Jul 16, 2009 | 1.013% | 4.057% | 4.459% |
| Jul 17, 2009 | 1.029% | 4.136% | 4.541% |
| Jul 20, 2009 | 1.003% | 4.072% | 4.504% |
| Jul 21, 2009 | 0.948% | 3.956% | 4.413% |
| Jul 22, 2009 | 0.981% | 4.035% | 4.487% |
| Jul 23, 2009 | 1.085% | 4.174% | 4.614% |
| Jul 24, 2009 | 1.064% | 4.154% | 4.585% |
| Jul 27, 2009 | 1.093% | 4.207% | 4.664% |
| Jul 28, 2009 | 1.129% | 4.169% | 4.581% |
| Jul 29, 2009 | 1.171% | 4.131% | 4.510% |
| Jul 30, 2009 | 1.178% | 4.096% | 4.439% |
| Jul 31, 2009 | 1.098% | 3.937% | 4.320% |