August 2011
The zero curve on each of 23 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.350% | 0.192% | -15.8 bp | 0.174%Aug 9, 2011 | 0.350%Aug 1, 2011 |
| 10Y | 2.956% | 2.387% | -56.9 bp | 2.194%Aug 19, 2011 | 2.956%Aug 1, 2011 |
| 30Y | 4.596% | 3.937% | -65.8 bp | 3.711%Aug 19, 2011 | 4.596%Aug 1, 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 |
|---|---|---|---|
| Aug 1, 2011 | 0.350% | 2.956% | 4.596% |
| Aug 2, 2011 | 0.307% | 2.829% | 4.435% |
| Aug 3, 2011 | 0.328% | 2.804% | 4.385% |
| Aug 4, 2011 | 0.249% | 2.626% | 3.973% |
| Aug 5, 2011 | 0.284% | 2.758% | 4.295% |
| Aug 8, 2011 | 0.271% | 2.573% | 4.119% |
| Aug 9, 2011 | 0.174% | 2.355% | 3.908% |
| Aug 10, 2011 | 0.186% | 2.321% | 3.920% |
| Aug 11, 2011 | 0.198% | 2.526% | 4.299% |
| Aug 12, 2011 | 0.191% | 2.405% | 4.108% |
| Aug 15, 2011 | 0.209% | 2.454% | 4.136% |
| Aug 16, 2011 | 0.192% | 2.393% | 4.029% |
| Aug 17, 2011 | 0.191% | 2.311% | 3.903% |
| Aug 18, 2011 | 0.195% | 2.218% | 3.769% |
| Aug 19, 2011 | 0.204% | 2.194% | 3.711% |
| Aug 22, 2011 | 0.213% | 2.227% | 3.746% |
| Aug 23, 2011 | 0.222% | 2.278% | 3.803% |
| Aug 24, 2011 | 0.240% | 2.443% | 3.974% |
| Aug 25, 2011 | 0.201% | 2.374% | 3.941% |
| Aug 26, 2011 | 0.185% | 2.337% | 3.864% |
| Aug 29, 2011 | 0.197% | 2.432% | 3.961% |
| Aug 30, 2011 | 0.187% | 2.326% | 3.854% |
| Aug 31, 2011 | 0.192% | 2.387% | 3.937% |