February 2012
The zero curve on each of 20 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.192% | 0.293% | +10.0 bp | 0.192%Feb 1, 2012 | 0.306%Feb 23, 2012 |
| 10Y | 1.940% | 2.052% | +11.2 bp | 1.920%Feb 2, 2012 | 2.142%Feb 21, 2012 |
| 30Y | 3.157% | 3.223% | +6.6 bp | 3.157%Feb 1, 2012 | 3.352%Feb 21, 2012 |
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 |
|---|---|---|---|
| Feb 1, 2012 | 0.192% | 1.940% | 3.157% |
| Feb 2, 2012 | 0.196% | 1.920% | 3.162% |
| Feb 3, 2012 | 0.213% | 2.038% | 3.292% |
| Feb 6, 2012 | 0.204% | 1.995% | 3.227% |
| Feb 7, 2012 | 0.228% | 2.077% | 3.290% |
| Feb 8, 2012 | 0.235% | 2.080% | 3.287% |
| Feb 9, 2012 | 0.256% | 2.118% | 3.347% |
| Feb 10, 2012 | 0.244% | 2.033% | 3.245% |
| Feb 13, 2012 | 0.277% | 2.069% | 3.286% |
| Feb 14, 2012 | 0.275% | 1.997% | 3.200% |
| Feb 15, 2012 | 0.250% | 2.009% | 3.243% |
| Feb 16, 2012 | 0.281% | 2.074% | 3.296% |
| Feb 17, 2012 | 0.278% | 2.099% | 3.316% |
| Feb 21, 2012 | 0.300% | 2.142% | 3.352% |
| Feb 22, 2012 | 0.281% | 2.090% | 3.299% |
| Feb 23, 2012 | 0.306% | 2.066% | 3.283% |
| Feb 24, 2012 | 0.305% | 2.057% | 3.251% |
| Feb 27, 2012 | 0.284% | 1.997% | 3.193% |
| Feb 28, 2012 | 0.287% | 2.011% | 3.223% |
| Feb 29, 2012 | 0.293% | 2.052% | 3.223% |