September 2012
The zero curve on each of 19 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.217% | 0.215% | -0.2 bp | 0.215%Sep 28, 2012 | 0.263%Sep 26, 2012 |
| 10Y | 1.623% | 1.669% | +4.6 bp | 1.623%Sep 4, 2012 | 1.929%Sep 14, 2012 |
| 30Y | 2.781% | 2.909% | +12.8 bp | 2.781%Sep 4, 2012 | 3.196%Sep 14, 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 |
|---|---|---|---|
| Sep 4, 2012 | 0.217% | 1.623% | 2.781% |
| Sep 5, 2012 | 0.219% | 1.637% | 2.794% |
| Sep 6, 2012 | 0.240% | 1.724% | 2.901% |
| Sep 7, 2012 | 0.229% | 1.707% | 2.915% |
| Sep 10, 2012 | 0.231% | 1.721% | 2.929% |
| Sep 11, 2012 | 0.230% | 1.735% | 2.936% |
| Sep 12, 2012 | 0.224% | 1.814% | 3.032% |
| Sep 13, 2012 | 0.216% | 1.783% | 3.048% |
| Sep 14, 2012 | 0.233% | 1.929% | 3.196% |
| Sep 17, 2012 | 0.234% | 1.894% | 3.129% |
| Sep 18, 2012 | 0.237% | 1.861% | 3.099% |
| Sep 19, 2012 | 0.241% | 1.836% | 3.061% |
| Sep 20, 2012 | 0.247% | 1.834% | 3.047% |
| Sep 21, 2012 | 0.237% | 1.807% | 3.032% |
| Sep 24, 2012 | 0.248% | 1.769% | 2.989% |
| Sep 25, 2012 | 0.244% | 1.720% | 2.929% |
| Sep 26, 2012 | 0.263% | 1.663% | 2.858% |
| Sep 27, 2012 | 0.237% | 1.676% | 2.920% |
| Sep 28, 2012 | 0.215% | 1.669% | 2.909% |