August 2009
The zero curve on each of 21 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 1.175% | 0.962% | -21.3 bp | 0.962%Aug 31, 2009 | 1.311%Aug 7, 2009 |
| 10Y | 4.080% | 3.835% | -24.6 bp | 3.835%Aug 31, 2009 | 4.308%Aug 7, 2009 |
| 30Y | 4.427% | 4.211% | -21.6 bp | 4.211%Aug 31, 2009 | 4.615%Aug 7, 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 |
|---|---|---|---|
| Aug 3, 2009 | 1.175% | 4.080% | 4.427% |
| Aug 4, 2009 | 1.189% | 4.112% | 4.456% |
| Aug 5, 2009 | 1.220% | 4.209% | 4.583% |
| Aug 6, 2009 | 1.215% | 4.205% | 4.550% |
| Aug 7, 2009 | 1.311% | 4.308% | 4.615% |
| Aug 10, 2009 | 1.234% | 4.212% | 4.538% |
| Aug 11, 2009 | 1.196% | 4.108% | 4.450% |
| Aug 12, 2009 | 1.180% | 4.165% | 4.542% |
| Aug 13, 2009 | 1.101% | 4.035% | 4.440% |
| Aug 14, 2009 | 1.062% | 4.006% | 4.460% |
| Aug 17, 2009 | 1.017% | 3.920% | 4.406% |
| Aug 18, 2009 | 1.038% | 3.948% | 4.424% |
| Aug 19, 2009 | 1.004% | 3.894% | 4.337% |
| Aug 20, 2009 | 1.012% | 3.865% | 4.284% |
| Aug 21, 2009 | 1.116% | 3.998% | 4.390% |
| Aug 24, 2009 | 1.033% | 3.913% | 4.312% |
| Aug 25, 2009 | 1.040% | 3.881% | 4.268% |
| Aug 26, 2009 | 1.041% | 3.864% | 4.235% |
| Aug 27, 2009 | 1.035% | 3.894% | 4.252% |
| Aug 28, 2009 | 1.012% | 3.885% | 4.219% |
| Aug 31, 2009 | 0.962% | 3.835% | 4.211% |