June 2011
The zero curve on each of 22 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.426% | 0.484% | +5.8 bp | 0.333%Jun 24, 2011 | 0.484%Jun 30, 2011 |
| 10Y | 3.165% | 3.423% | +25.8 bp | 3.076%Jun 24, 2011 | 3.423%Jun 30, 2011 |
| 30Y | 4.484% | 4.727% | +24.3 bp | 4.484%Jun 1, 2011 | 4.835%Jun 27, 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 |
|---|---|---|---|
| Jun 1, 2011 | 0.426% | 3.165% | 4.484% |
| Jun 2, 2011 | 0.456% | 3.227% | 4.729% |
| Jun 3, 2011 | 0.432% | 3.197% | 4.590% |
| Jun 6, 2011 | 0.427% | 3.208% | 4.629% |
| Jun 7, 2011 | 0.412% | 3.224% | 4.640% |
| Jun 8, 2011 | 0.384% | 3.168% | 4.549% |
| Jun 9, 2011 | 0.429% | 3.220% | 4.570% |
| Jun 10, 2011 | 0.413% | 3.173% | 4.676% |
| Jun 13, 2011 | 0.410% | 3.193% | 4.692% |
| Jun 14, 2011 | 0.468% | 3.325% | 4.637% |
| Jun 15, 2011 | 0.395% | 3.188% | 4.531% |
| Jun 16, 2011 | 0.396% | 3.131% | 4.510% |
| Jun 17, 2011 | 0.395% | 3.151% | 4.548% |
| Jun 20, 2011 | 0.395% | 3.156% | 4.687% |
| Jun 21, 2011 | 0.403% | 3.204% | 4.548% |
| Jun 22, 2011 | 0.401% | 3.201% | 4.725% |
| Jun 23, 2011 | 0.359% | 3.118% | 4.676% |
| Jun 24, 2011 | 0.333% | 3.076% | 4.697% |
| Jun 27, 2011 | 0.396% | 3.153% | 4.835% |
| Jun 28, 2011 | 0.476% | 3.274% | 4.670% |
| Jun 29, 2011 | 0.481% | 3.378% | 4.776% |
| Jun 30, 2011 | 0.484% | 3.423% | 4.727% |