May 2012
The zero curve on each of 22 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.277% | 0.276% | -0.1 bp | 0.254%May 7, 2012 | 0.328%May 29, 2012 |
| 10Y | 2.053% | 1.611% | -44.2 bp | 1.611%May 31, 2012 | 2.053%May 1, 2012 |
| 30Y | 3.322% | 2.811% | -51.1 bp | 2.811%May 31, 2012 | 3.322%May 1, 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 |
|---|---|---|---|
| May 1, 2012 | 0.277% | 2.053% | 3.322% |
| May 2, 2012 | 0.269% | 2.017% | 3.276% |
| May 3, 2012 | 0.271% | 2.025% | 3.280% |
| May 4, 2012 | 0.258% | 1.967% | 3.236% |
| May 7, 2012 | 0.254% | 1.971% | 3.232% |
| May 8, 2012 | 0.257% | 1.930% | 3.196% |
| May 9, 2012 | 0.264% | 1.917% | 3.196% |
| May 10, 2012 | 0.260% | 1.943% | 3.232% |
| May 11, 2012 | 0.268% | 1.893% | 3.179% |
| May 14, 2012 | 0.266% | 1.831% | 3.100% |
| May 15, 2012 | 0.272% | 1.808% | 3.076% |
| May 16, 2012 | 0.293% | 1.803% | 3.023% |
| May 17, 2012 | 0.310% | 1.736% | 2.929% |
| May 18, 2012 | 0.307% | 1.745% | 2.947% |
| May 21, 2012 | 0.293% | 1.770% | 2.935% |
| May 22, 2012 | 0.302% | 1.815% | 3.035% |
| May 23, 2012 | 0.308% | 1.758% | 2.916% |
| May 24, 2012 | 0.310% | 1.800% | 3.010% |
| May 25, 2012 | 0.305% | 1.778% | 3.000% |
| May 29, 2012 | 0.328% | 1.774% | 2.970% |
| May 30, 2012 | 0.286% | 1.657% | 2.832% |
| May 31, 2012 | 0.276% | 1.611% | 2.811% |