September 2009
The zero curve on each of 21 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.906% | 0.923% | +1.6 bp | 0.874%Sep 2, 2009 | 1.023%Sep 18, 2009 |
| 10Y | 3.819% | 3.690% | -13.0 bp | 3.687%Sep 28, 2009 | 3.906%Sep 9, 2009 |
| 30Y | 4.272% | 4.067% | -20.5 bp | 4.052%Sep 29, 2009 | 4.411%Sep 9, 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 |
|---|---|---|---|
| Sep 1, 2009 | 0.906% | 3.819% | 4.272% |
| Sep 2, 2009 | 0.874% | 3.726% | 4.169% |
| Sep 3, 2009 | 0.895% | 3.762% | 4.236% |
| Sep 4, 2009 | 0.934% | 3.883% | 4.352% |
| Sep 8, 2009 | 0.936% | 3.898% | 4.388% |
| Sep 9, 2009 | 0.935% | 3.906% | 4.411% |
| Sep 10, 2009 | 0.893% | 3.754% | 4.259% |
| Sep 11, 2009 | 0.894% | 3.734% | 4.245% |
| Sep 14, 2009 | 0.927% | 3.808% | 4.301% |
| Sep 15, 2009 | 0.952% | 3.860% | 4.342% |
| Sep 16, 2009 | 1.000% | 3.869% | 4.316% |
| Sep 17, 2009 | 0.966% | 3.798% | 4.252% |
| Sep 18, 2009 | 1.023% | 3.875% | 4.291% |
| Sep 21, 2009 | 1.011% | 3.874% | 4.281% |
| Sep 22, 2009 | 0.985% | 3.855% | 4.222% |
| Sep 23, 2009 | 0.944% | 3.837% | 4.246% |
| Sep 24, 2009 | 0.914% | 3.792% | 4.213% |
| Sep 25, 2009 | 0.956% | 3.729% | 4.129% |
| Sep 28, 2009 | 0.944% | 3.687% | 4.062% |
| Sep 29, 2009 | 0.957% | 3.688% | 4.052% |
| Sep 30, 2009 | 0.923% | 3.690% | 4.067% |