April 2012
The zero curve on each of 21 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.347% | 0.263% | -8.4 bp | 0.258%Apr 27, 2012 | 0.394%Apr 3, 2012 |
| 10Y | 2.326% | 2.020% | -30.5 bp | 2.020%Apr 30, 2012 | 2.409%Apr 3, 2012 |
| 30Y | 3.505% | 3.281% | -22.4 bp | 3.234%Apr 23, 2012 | 3.573%Apr 3, 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 |
|---|---|---|---|
| Apr 2, 2012 | 0.347% | 2.326% | 3.505% |
| Apr 3, 2012 | 0.394% | 2.409% | 3.573% |
| Apr 4, 2012 | 0.361% | 2.352% | 3.513% |
| Apr 5, 2012 | 0.360% | 2.292% | 3.472% |
| Apr 6, 2012 | 0.317% | 2.143% | 3.335% |
| Apr 9, 2012 | 0.324% | 2.126% | 3.308% |
| Apr 10, 2012 | 0.288% | 2.074% | 3.258% |
| Apr 11, 2012 | 0.302% | 2.122% | 3.321% |
| Apr 12, 2012 | 0.297% | 2.159% | 3.367% |
| Apr 13, 2012 | 0.282% | 2.090% | 3.284% |
| Apr 16, 2012 | 0.293% | 2.066% | 3.247% |
| Apr 17, 2012 | 0.283% | 2.107% | 3.293% |
| Apr 18, 2012 | 0.287% | 2.079% | 3.273% |
| Apr 19, 2012 | 0.274% | 2.050% | 3.256% |
| Apr 20, 2012 | 0.278% | 2.066% | 3.274% |
| Apr 23, 2012 | 0.265% | 2.027% | 3.234% |
| Apr 24, 2012 | 0.281% | 2.067% | 3.278% |
| Apr 25, 2012 | 0.268% | 2.079% | 3.307% |
| Apr 26, 2012 | 0.272% | 2.049% | 3.296% |
| Apr 27, 2012 | 0.258% | 2.028% | 3.277% |
| Apr 30, 2012 | 0.263% | 2.020% | 3.281% |