October 2009
The zero curve on each of 21 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.855% | 0.893% | +3.8 bp | 0.840%Oct 7, 2009 | 1.061%Oct 26, 2009 |
| 10Y | 3.591% | 3.764% | +17.3 bp | 3.552%Oct 7, 2009 | 3.940%Oct 26, 2009 |
| 30Y | 4.005% | 4.294% | +28.9 bp | 4.005%Oct 1, 2009 | 4.424%Oct 26, 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 |
|---|---|---|---|
| Oct 1, 2009 | 0.855% | 3.591% | 4.005% |
| Oct 2, 2009 | 0.863% | 3.614% | 4.059% |
| Oct 5, 2009 | 0.864% | 3.602% | 4.060% |
| Oct 6, 2009 | 0.893% | 3.637% | 4.132% |
| Oct 7, 2009 | 0.840% | 3.552% | 4.057% |
| Oct 8, 2009 | 0.874% | 3.628% | 4.152% |
| Oct 9, 2009 | 0.968% | 3.777% | 4.295% |
| Oct 13, 2009 | 0.885% | 3.709% | 4.231% |
| Oct 14, 2009 | 0.932% | 3.822% | 4.346% |
| Oct 15, 2009 | 0.962% | 3.861% | 4.376% |
| Oct 16, 2009 | 0.965% | 3.790% | 4.309% |
| Oct 19, 2009 | 0.966% | 3.768% | 4.262% |
| Oct 20, 2009 | 0.927% | 3.713% | 4.224% |
| Oct 21, 2009 | 0.981% | 3.778% | 4.282% |
| Oct 22, 2009 | 0.971% | 3.799% | 4.301% |
| Oct 23, 2009 | 1.034% | 3.863% | 4.356% |
| Oct 26, 2009 | 1.061% | 3.940% | 4.424% |
| Oct 27, 2009 | 0.975% | 3.842% | 4.353% |
| Oct 28, 2009 | 0.925% | 3.790% | 4.325% |
| Oct 29, 2009 | 0.979% | 3.885% | 4.420% |
| Oct 30, 2009 | 0.893% | 3.764% | 4.294% |