September 2011
The zero curve on each of 21 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.175% | 0.285% | +11.0 bp | 0.160%Sep 19, 2011 | 0.293%Sep 29, 2011 |
| 10Y | 2.292% | 2.053% | -23.9 bp | 1.822%Sep 22, 2011 | 2.292%Sep 1, 2011 |
| 30Y | 3.844% | 3.069% | -77.5 bp | 2.977%Sep 22, 2011 | 3.844%Sep 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 |
|---|---|---|---|
| Sep 1, 2011 | 0.175% | 2.292% | 3.844% |
| Sep 2, 2011 | 0.204% | 2.138% | 3.636% |
| Sep 6, 2011 | 0.198% | 2.102% | 3.579% |
| Sep 7, 2011 | 0.207% | 2.184% | 3.683% |
| Sep 8, 2011 | 0.193% | 2.135% | 3.644% |
| Sep 9, 2011 | 0.174% | 2.059% | 3.586% |
| Sep 12, 2011 | 0.212% | 2.069% | 3.557% |
| Sep 13, 2011 | 0.209% | 2.130% | 3.657% |
| Sep 14, 2011 | 0.206% | 2.156% | 3.647% |
| Sep 15, 2011 | 0.201% | 2.234% | 3.685% |
| Sep 16, 2011 | 0.195% | 2.231% | 3.708% |
| Sep 19, 2011 | 0.160% | 2.103% | 3.540% |
| Sep 20, 2011 | 0.169% | 2.086% | 3.516% |
| Sep 21, 2011 | 0.233% | 2.001% | 3.272% |
| Sep 22, 2011 | 0.215% | 1.822% | 2.977% |
| Sep 23, 2011 | 0.250% | 1.957% | 3.104% |
| Sep 26, 2011 | 0.267% | 2.035% | 3.226% |
| Sep 27, 2011 | 0.279% | 2.140% | 3.305% |
| Sep 28, 2011 | 0.285% | 2.162% | 3.311% |
| Sep 29, 2011 | 0.293% | 2.120% | 3.221% |
| Sep 30, 2011 | 0.285% | 2.053% | 3.069% |