March 2014
The zero curve on each of 21 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.330% | 0.456% | +12.6 bp | 0.330%Mar 3, 2014 | 0.506%Mar 24, 2014 |
| 10Y | 2.738% | 2.876% | +13.8 bp | 2.738%Mar 3, 2014 | 2.934%Mar 7, 2014 |
| 30Y | 3.800% | 3.803% | +0.3 bp | 3.762%Mar 27, 2014 | 3.983%Mar 10, 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 |
|---|---|---|---|
| Mar 3, 2014 | 0.330% | 2.738% | 3.800% |
| Mar 4, 2014 | 0.356% | 2.835% | 3.892% |
| Mar 5, 2014 | 0.356% | 2.834% | 3.896% |
| Mar 6, 2014 | 0.371% | 2.877% | 3.942% |
| Mar 7, 2014 | 0.409% | 2.934% | 3.975% |
| Mar 10, 2014 | 0.409% | 2.927% | 3.983% |
| Mar 11, 2014 | 0.405% | 2.906% | 3.961% |
| Mar 12, 2014 | 0.394% | 2.858% | 3.911% |
| Mar 13, 2014 | 0.372% | 2.789% | 3.840% |
| Mar 14, 2014 | 0.377% | 2.788% | 3.825% |
| Mar 17, 2014 | 0.397% | 2.832% | 3.867% |
| Mar 18, 2014 | 0.386% | 2.811% | 3.860% |
| Mar 19, 2014 | 0.502% | 2.921% | 3.870% |
| Mar 20, 2014 | 0.482% | 2.926% | 3.881% |
| Mar 21, 2014 | 0.482% | 2.888% | 3.848% |
| Mar 24, 2014 | 0.506% | 2.872% | 3.807% |
| Mar 25, 2014 | 0.491% | 2.887% | 3.821% |
| Mar 26, 2014 | 0.461% | 2.844% | 3.795% |
| Mar 27, 2014 | 0.465% | 2.816% | 3.762% |
| Mar 28, 2014 | 0.483% | 2.862% | 3.784% |
| Mar 31, 2014 | 0.456% | 2.876% | 3.803% |