May 2011
The zero curve on each of 21 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.588% | 0.447% | -14.1 bp | 0.447%May 31, 2011 | 0.592%May 3, 2011 |
| 10Y | 3.548% | 3.267% | -28.1 bp | 3.263%May 26, 2011 | 3.548%May 2, 2011 |
| 30Y | 4.714% | 4.558% | -15.6 bp | 4.558%May 31, 2011 | 4.814%May 12, 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 |
|---|---|---|---|
| May 2, 2011 | 0.588% | 3.548% | 4.714% |
| May 3, 2011 | 0.592% | 3.517% | 4.690% |
| May 4, 2011 | 0.585% | 3.481% | 4.666% |
| May 5, 2011 | 0.561% | 3.400% | 4.590% |
| May 6, 2011 | 0.551% | 3.412% | 4.642% |
| May 9, 2011 | 0.535% | 3.393% | 4.659% |
| May 10, 2011 | 0.583% | 3.452% | 4.688% |
| May 11, 2011 | 0.547% | 3.417% | 4.669% |
| May 12, 2011 | 0.550% | 3.428% | 4.814% |
| May 13, 2011 | 0.543% | 3.385% | 4.768% |
| May 16, 2011 | 0.516% | 3.349% | 4.722% |
| May 17, 2011 | 0.511% | 3.313% | 4.671% |
| May 18, 2011 | 0.556% | 3.373% | 4.728% |
| May 19, 2011 | 0.529% | 3.373% | 4.746% |
| May 20, 2011 | 0.514% | 3.354% | 4.746% |
| May 23, 2011 | 0.521% | 3.323% | 4.715% |
| May 24, 2011 | 0.529% | 3.319% | 4.703% |
| May 25, 2011 | 0.521% | 3.348% | 4.630% |
| May 26, 2011 | 0.460% | 3.263% | 4.688% |
| May 27, 2011 | 0.465% | 3.291% | 4.587% |
| May 31, 2011 | 0.447% | 3.267% | 4.558% |