March 2012
The zero curve on each of 22 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.287% | 0.352% | +6.5 bp | 0.271%Mar 6, 2012 | 0.426%Mar 20, 2012 |
| 10Y | 2.119% | 2.340% | +22.1 bp | 2.029%Mar 6, 2012 | 2.506%Mar 19, 2012 |
| 30Y | 3.292% | 3.504% | +21.2 bp | 3.221%Mar 6, 2012 | 3.644%Mar 19, 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 |
|---|---|---|---|
| Mar 1, 2012 | 0.287% | 2.119% | 3.292% |
| Mar 2, 2012 | 0.271% | 2.068% | 3.253% |
| Mar 5, 2012 | 0.293% | 2.086% | 3.278% |
| Mar 6, 2012 | 0.271% | 2.029% | 3.221% |
| Mar 7, 2012 | 0.299% | 2.058% | 3.268% |
| Mar 8, 2012 | 0.309% | 2.108% | 3.326% |
| Mar 9, 2012 | 0.317% | 2.123% | 3.323% |
| Mar 12, 2012 | 0.329% | 2.119% | 3.304% |
| Mar 13, 2012 | 0.360% | 2.223% | 3.398% |
| Mar 14, 2012 | 0.419% | 2.400% | 3.571% |
| Mar 15, 2012 | 0.392% | 2.403% | 3.566% |
| Mar 16, 2012 | 0.387% | 2.425% | 3.573% |
| Mar 19, 2012 | 0.416% | 2.506% | 3.644% |
| Mar 20, 2012 | 0.426% | 2.500% | 3.619% |
| Mar 21, 2012 | 0.394% | 2.421% | 3.536% |
| Mar 22, 2012 | 0.389% | 2.407% | 3.529% |
| Mar 23, 2012 | 0.374% | 2.360% | 3.468% |
| Mar 26, 2012 | 0.361% | 2.364% | 3.486% |
| Mar 27, 2012 | 0.341% | 2.303% | 3.451% |
| Mar 28, 2012 | 0.351% | 2.314% | 3.465% |
| Mar 29, 2012 | 0.344% | 2.269% | 3.420% |
| Mar 30, 2012 | 0.352% | 2.340% | 3.504% |