July 2011
The zero curve on each of 20 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.516% | 0.343% | -17.3 bp | 0.343%Jul 29, 2011 | 0.516%Jul 1, 2011 |
| 10Y | 3.461% | 3.009% | -45.1 bp | 3.009%Jul 29, 2011 | 3.461%Jul 1, 2011 |
| 30Y | 4.737% | 4.644% | -9.3 bp | 4.596%Jul 11, 2011 | 4.852%Jul 25, 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 |
|---|---|---|---|
| Jul 1, 2011 | 0.516% | 3.461% | 4.737% |
| Jul 5, 2011 | 0.457% | 3.403% | 4.735% |
| Jul 6, 2011 | 0.437% | 3.364% | 4.685% |
| Jul 7, 2011 | 0.493% | 3.410% | 4.709% |
| Jul 8, 2011 | 0.404% | 3.269% | 4.602% |
| Jul 11, 2011 | 0.363% | 3.174% | 4.596% |
| Jul 12, 2011 | 0.367% | 3.125% | 4.715% |
| Jul 13, 2011 | 0.360% | 3.107% | 4.694% |
| Jul 14, 2011 | 0.389% | 3.199% | 4.638% |
| Jul 15, 2011 | 0.375% | 3.148% | 4.805% |
| Jul 18, 2011 | 0.364% | 3.162% | 4.641% |
| Jul 19, 2011 | 0.378% | 3.100% | 4.725% |
| Jul 20, 2011 | 0.391% | 3.159% | 4.786% |
| Jul 21, 2011 | 0.414% | 3.233% | 4.839% |
| Jul 22, 2011 | 0.404% | 3.186% | 4.779% |
| Jul 25, 2011 | 0.424% | 3.228% | 4.852% |
| Jul 26, 2011 | 0.405% | 3.182% | 4.817% |
| Jul 27, 2011 | 0.438% | 3.203% | 4.820% |
| Jul 28, 2011 | 0.418% | 3.177% | 4.790% |
| Jul 29, 2011 | 0.343% | 3.009% | 4.644% |