April 2011
The zero curve on each of 20 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.798% | 0.591% | -20.7 bp | 0.591%Apr 29, 2011 | 0.845%Apr 6, 2011 |
| 10Y | 3.690% | 3.559% | -13.1 bp | 3.559%Apr 29, 2011 | 3.836%Apr 11, 2011 |
| 30Y | 4.795% | 4.739% | -5.6 bp | 4.715%Apr 26, 2011 | 4.942%Apr 11, 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 |
|---|---|---|---|
| Apr 1, 2011 | 0.798% | 3.690% | 4.795% |
| Apr 4, 2011 | 0.760% | 3.680% | 4.799% |
| Apr 5, 2011 | 0.824% | 3.732% | 4.796% |
| Apr 6, 2011 | 0.845% | 3.798% | 4.884% |
| Apr 7, 2011 | 0.799% | 3.822% | 4.939% |
| Apr 8, 2011 | 0.818% | 3.835% | 4.934% |
| Apr 11, 2011 | 0.826% | 3.836% | 4.942% |
| Apr 12, 2011 | 0.755% | 3.762% | 4.881% |
| Apr 13, 2011 | 0.731% | 3.731% | 4.857% |
| Apr 14, 2011 | 0.765% | 3.747% | 4.821% |
| Apr 15, 2011 | 0.704% | 3.675% | 4.768% |
| Apr 18, 2011 | 0.667% | 3.643% | 4.768% |
| Apr 19, 2011 | 0.664% | 3.630% | 4.739% |
| Apr 20, 2011 | 0.695% | 3.681% | 4.771% |
| Apr 21, 2011 | 0.687% | 3.665% | 4.776% |
| Apr 25, 2011 | 0.667% | 3.628% | 4.788% |
| Apr 26, 2011 | 0.638% | 3.579% | 4.715% |
| Apr 27, 2011 | 0.637% | 3.629% | 4.777% |
| Apr 28, 2011 | 0.604% | 3.587% | 4.758% |
| Apr 29, 2011 | 0.591% | 3.559% | 4.739% |