May 2014
The zero curve on each of 21 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.432% | 0.401% | -3.2 bp | 0.374%May 20, 2014 | 0.459%May 6, 2014 |
| 10Y | 2.754% | 2.596% | -15.8 bp | 2.555%May 28, 2014 | 2.769%May 12, 2014 |
| 30Y | 3.622% | 3.547% | -7.4 bp | 3.463%May 29, 2014 | 3.715%May 12, 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 |
|---|---|---|---|
| May 1, 2014 | 0.432% | 2.754% | 3.622% |
| May 2, 2014 | 0.455% | 2.726% | 3.572% |
| May 5, 2014 | 0.451% | 2.751% | 3.621% |
| May 6, 2014 | 0.459% | 2.725% | 3.583% |
| May 7, 2014 | 0.437% | 2.725% | 3.615% |
| May 8, 2014 | 0.426% | 2.721% | 3.664% |
| May 9, 2014 | 0.420% | 2.735% | 3.690% |
| May 12, 2014 | 0.435% | 2.769% | 3.715% |
| May 13, 2014 | 0.420% | 2.725% | 3.668% |
| May 14, 2014 | 0.398% | 2.650% | 3.590% |
| May 15, 2014 | 0.398% | 2.604% | 3.543% |
| May 16, 2014 | 0.398% | 2.627% | 3.556% |
| May 19, 2014 | 0.384% | 2.655% | 3.604% |
| May 20, 2014 | 0.374% | 2.630% | 3.604% |
| May 21, 2014 | 0.383% | 2.670% | 3.593% |
| May 22, 2014 | 0.398% | 2.676% | 3.655% |
| May 23, 2014 | 0.393% | 2.656% | 3.621% |
| May 27, 2014 | 0.397% | 2.639% | 3.586% |
| May 28, 2014 | 0.381% | 2.555% | 3.509% |
| May 29, 2014 | 0.385% | 2.586% | 3.463% |
| May 30, 2014 | 0.401% | 2.596% | 3.547% |