March 2011
The zero curve on each of 23 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.644% | 0.790% | +14.7 bp | 0.553%Mar 16, 2011 | 0.811%Mar 29, 2011 |
| 10Y | 3.631% | 3.710% | +7.9 bp | 3.438%Mar 16, 2011 | 3.813%Mar 3, 2011 |
| 30Y | 4.931% | 4.838% | -9.2 bp | 4.785%Mar 23, 2011 | 5.079%Mar 7, 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 |
|---|---|---|---|
| Mar 1, 2011 | 0.644% | 3.631% | 4.931% |
| Mar 2, 2011 | 0.672% | 3.687% | 5.002% |
| Mar 3, 2011 | 0.786% | 3.813% | 4.991% |
| Mar 4, 2011 | 0.678% | 3.719% | 5.057% |
| Mar 7, 2011 | 0.697% | 3.736% | 5.079% |
| Mar 8, 2011 | 0.728% | 3.797% | 5.032% |
| Mar 9, 2011 | 0.695% | 3.719% | 4.978% |
| Mar 10, 2011 | 0.631% | 3.602% | 4.986% |
| Mar 11, 2011 | 0.631% | 3.636% | 5.027% |
| Mar 14, 2011 | 0.593% | 3.590% | 5.010% |
| Mar 15, 2011 | 0.614% | 3.551% | 4.944% |
| Mar 16, 2011 | 0.553% | 3.438% | 4.860% |
| Mar 17, 2011 | 0.593% | 3.485% | 4.785% |
| Mar 18, 2011 | 0.611% | 3.522% | 4.786% |
| Mar 21, 2011 | 0.652% | 3.552% | 4.914% |
| Mar 22, 2011 | 0.667% | 3.557% | 4.889% |
| Mar 23, 2011 | 0.675% | 3.589% | 4.785% |
| Mar 24, 2011 | 0.711% | 3.658% | 4.815% |
| Mar 25, 2011 | 0.776% | 3.691% | 4.833% |
| Mar 28, 2011 | 0.796% | 3.697% | 4.830% |
| Mar 29, 2011 | 0.811% | 3.725% | 4.864% |
| Mar 30, 2011 | 0.786% | 3.693% | 4.854% |
| Mar 31, 2011 | 0.790% | 3.710% | 4.838% |