November 2009
The zero curve on each of 19 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.912% | 0.648% | -26.4 bp | 0.648%Nov 30, 2009 | 0.923%Nov 3, 2009 |
| 10Y | 3.789% | 3.558% | -23.1 bp | 3.558%Nov 30, 2009 | 3.924%Nov 5, 2009 |
| 30Y | 4.328% | 4.420% | +9.1 bp | 4.328%Nov 2, 2009 | 4.502%Nov 12, 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 |
|---|---|---|---|
| Nov 2, 2009 | 0.912% | 3.789% | 4.328% |
| Nov 3, 2009 | 0.923% | 3.856% | 4.418% |
| Nov 4, 2009 | 0.911% | 3.924% | 4.485% |
| Nov 5, 2009 | 0.885% | 3.924% | 4.488% |
| Nov 6, 2009 | 0.853% | 3.899% | 4.470% |
| Nov 9, 2009 | 0.858% | 3.881% | 4.482% |
| Nov 10, 2009 | 0.843% | 3.882% | 4.493% |
| Nov 12, 2009 | 0.826% | 3.856% | 4.502% |
| Nov 13, 2009 | 0.818% | 3.825% | 4.460% |
| Nov 16, 2009 | 0.774% | 3.712% | 4.377% |
| Nov 17, 2009 | 0.772% | 3.708% | 4.384% |
| Nov 18, 2009 | 0.763% | 3.746% | 4.425% |
| Nov 19, 2009 | 0.736% | 3.734% | 4.435% |
| Nov 20, 2009 | 0.749% | 3.746% | 4.453% |
| Nov 23, 2009 | 0.765% | 3.746% | 4.448% |
| Nov 24, 2009 | 0.710% | 3.686% | 4.421% |
| Nov 25, 2009 | 0.721% | 3.631% | 4.417% |
| Nov 27, 2009 | 0.667% | 3.565% | 4.426% |
| Nov 30, 2009 | 0.648% | 3.558% | 4.420% |