December 2009
The zero curve on each of 22 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.657% | 1.142% | +48.5 bp | 0.657%Dec 1, 2009 | 1.142%Dec 31, 2009 |
| 10Y | 3.632% | 4.171% | +54.0 bp | 3.632%Dec 1, 2009 | 4.180%Dec 28, 2009 |
| 30Y | 4.482% | 4.727% | +24.5 bp | 4.453%Dec 2, 2009 | 4.824%Dec 28, 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 |
|---|---|---|---|
| Dec 1, 2009 | 0.657% | 3.632% | 4.482% |
| Dec 2, 2009 | 0.708% | 3.664% | 4.453% |
| Dec 3, 2009 | 0.732% | 3.746% | 4.520% |
| Dec 4, 2009 | 0.835% | 3.835% | 4.568% |
| Dec 7, 2009 | 0.769% | 3.800% | 4.578% |
| Dec 8, 2009 | 0.718% | 3.762% | 4.580% |
| Dec 9, 2009 | 0.737% | 3.793% | 4.599% |
| Dec 10, 2009 | 0.760% | 3.855% | 4.692% |
| Dec 11, 2009 | 0.808% | 3.912% | 4.664% |
| Dec 14, 2009 | 0.853% | 3.912% | 4.659% |
| Dec 15, 2009 | 0.878% | 3.948% | 4.718% |
| Dec 16, 2009 | 0.855% | 3.950% | 4.710% |
| Dec 17, 2009 | 0.769% | 3.839% | 4.604% |
| Dec 18, 2009 | 0.815% | 3.896% | 4.626% |
| Dec 21, 2009 | 0.897% | 4.035% | 4.712% |
| Dec 22, 2009 | 0.940% | 4.100% | 4.740% |
| Dec 23, 2009 | 0.964% | 4.107% | 4.745% |
| Dec 24, 2009 | 1.016% | 4.162% | 4.815% |
| Dec 28, 2009 | 1.079% | 4.180% | 4.824% |
| Dec 29, 2009 | 1.081% | 4.146% | 4.749% |
| Dec 30, 2009 | 1.077% | 4.126% | 4.722% |
| Dec 31, 2009 | 1.142% | 4.171% | 4.727% |