October 2012
The zero curve on each of 21 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.217% | 0.277% | +5.9 bp | 0.213%Oct 3, 2012 | 0.301%Oct 22, 2012 |
| 10Y | 1.661% | 1.749% | +8.8 bp | 1.657%Oct 3, 2012 | 1.905%Oct 18, 2012 |
| 30Y | 2.906% | 2.963% | +5.7 bp | 2.906%Oct 1, 2012 | 3.136%Oct 18, 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 |
|---|---|---|---|
| Oct 1, 2012 | 0.217% | 1.661% | 2.906% |
| Oct 2, 2012 | 0.220% | 1.661% | 2.909% |
| Oct 3, 2012 | 0.213% | 1.657% | 2.907% |
| Oct 4, 2012 | 0.223% | 1.716% | 2.986% |
| Oct 5, 2012 | 0.240% | 1.780% | 3.057% |
| Oct 9, 2012 | 0.250% | 1.765% | 3.033% |
| Oct 10, 2012 | 0.251% | 1.730% | 2.988% |
| Oct 11, 2012 | 0.252% | 1.717% | 2.955% |
| Oct 12, 2012 | 0.249% | 1.706% | 2.932% |
| Oct 15, 2012 | 0.247% | 1.713% | 2.949% |
| Oct 16, 2012 | 0.257% | 1.776% | 3.018% |
| Oct 17, 2012 | 0.286% | 1.871% | 3.085% |
| Oct 18, 2012 | 0.291% | 1.905% | 3.136% |
| Oct 19, 2012 | 0.289% | 1.832% | 3.037% |
| Oct 22, 2012 | 0.301% | 1.871% | 3.051% |
| Oct 23, 2012 | 0.287% | 1.825% | 3.000% |
| Oct 24, 2012 | 0.279% | 1.841% | 3.032% |
| Oct 25, 2012 | 0.299% | 1.896% | 3.082% |
| Oct 26, 2012 | 0.295% | 1.819% | 3.024% |
| Oct 29, 2012 | 0.287% | 1.771% | 2.979% |
| Oct 31, 2012 | 0.277% | 1.749% | 2.963% |