February 2011
The zero curve on each of 19 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.617% | 0.668% | +5.1 bp | 0.617%Feb 1, 2011 | 0.868%Feb 14, 2011 |
| 10Y | 3.718% | 3.636% | -8.2 bp | 3.636%Feb 28, 2011 | 3.974%Feb 8, 2011 |
| 30Y | 4.973% | 4.931% | -4.1 bp | 4.931%Feb 28, 2011 | 5.163%Feb 18, 2011 |
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 |
|---|---|---|---|
| Feb 1, 2011 | 0.617% | 3.718% | 4.973% |
| Feb 2, 2011 | 0.679% | 3.749% | 4.971% |
| Feb 3, 2011 | 0.723% | 3.808% | 4.986% |
| Feb 4, 2011 | 0.772% | 3.905% | 5.046% |
| Feb 7, 2011 | 0.785% | 3.903% | 5.002% |
| Feb 8, 2011 | 0.865% | 3.974% | 5.049% |
| Feb 9, 2011 | 0.814% | 3.901% | 5.012% |
| Feb 10, 2011 | 0.855% | 3.942% | 5.078% |
| Feb 11, 2011 | 0.864% | 3.879% | 5.045% |
| Feb 14, 2011 | 0.868% | 3.853% | 5.004% |
| Feb 15, 2011 | 0.844% | 3.839% | 5.000% |
| Feb 16, 2011 | 0.856% | 3.847% | 5.024% |
| Feb 17, 2011 | 0.794% | 3.811% | 5.033% |
| Feb 18, 2011 | 0.779% | 3.820% | 5.163% |
| Feb 22, 2011 | 0.703% | 3.687% | 5.075% |
| Feb 23, 2011 | 0.727% | 3.710% | 5.043% |
| Feb 24, 2011 | 0.717% | 3.676% | 4.982% |
| Feb 25, 2011 | 0.700% | 3.644% | 4.954% |
| Feb 28, 2011 | 0.668% | 3.636% | 4.931% |