January 2014
The zero curve on each of 21 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.401% | 0.348% | -5.3 bp | 0.348%Jan 31, 2014 | 0.467%Jan 8, 2014 |
| 10Y | 3.173% | 2.808% | -36.5 bp | 2.808%Jan 31, 2014 | 3.178%Jan 3, 2014 |
| 30Y | 4.139% | 3.875% | -26.4 bp | 3.875%Jan 31, 2014 | 4.149%Jan 3, 2014 |
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 |
|---|---|---|---|
| Jan 2, 2014 | 0.401% | 3.173% | 4.139% |
| Jan 3, 2014 | 0.426% | 3.178% | 4.149% |
| Jan 6, 2014 | 0.419% | 3.145% | 4.116% |
| Jan 7, 2014 | 0.419% | 3.119% | 4.100% |
| Jan 8, 2014 | 0.467% | 3.168% | 4.114% |
| Jan 9, 2014 | 0.461% | 3.129% | 4.089% |
| Jan 10, 2014 | 0.392% | 2.995% | 4.088% |
| Jan 13, 2014 | 0.375% | 2.963% | 4.065% |
| Jan 14, 2014 | 0.409% | 3.034% | 4.012% |
| Jan 15, 2014 | 0.425% | 3.051% | 4.020% |
| Jan 16, 2014 | 0.420% | 3.012% | 3.993% |
| Jan 17, 2014 | 0.411% | 2.961% | 4.023% |
| Jan 21, 2014 | 0.428% | 2.997% | 3.955% |
| Jan 22, 2014 | 0.445% | 3.027% | 3.972% |
| Jan 23, 2014 | 0.402% | 2.944% | 3.883% |
| Jan 24, 2014 | 0.385% | 2.873% | 3.903% |
| Jan 27, 2014 | 0.407% | 2.934% | 3.879% |
| Jan 28, 2014 | 0.388% | 2.896% | 3.949% |
| Jan 29, 2014 | 0.371% | 2.824% | 3.884% |
| Jan 30, 2014 | 0.372% | 2.858% | 3.914% |
| Jan 31, 2014 | 0.348% | 2.808% | 3.875% |