July 2014
The zero curve on each of 22 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.478% | 0.557% | +7.9 bp | 0.478%Jul 1, 2014 | 0.590%Jul 30, 2014 |
| 10Y | 2.713% | 2.725% | +1.2 bp | 2.600%Jul 17, 2014 | 2.791%Jul 3, 2014 |
| 30Y | 3.555% | 3.421% | -13.4 bp | 3.342%Jul 29, 2014 | 3.638%Jul 7, 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 |
|---|---|---|---|
| Jul 1, 2014 | 0.478% | 2.713% | 3.555% |
| Jul 2, 2014 | 0.506% | 2.773% | 3.626% |
| Jul 3, 2014 | 0.538% | 2.791% | 3.624% |
| Jul 7, 2014 | 0.542% | 2.739% | 3.638% |
| Jul 8, 2014 | 0.532% | 2.680% | 3.580% |
| Jul 9, 2014 | 0.529% | 2.668% | 3.566% |
| Jul 10, 2014 | 0.499% | 2.659% | 3.578% |
| Jul 11, 2014 | 0.496% | 2.635% | 3.546% |
| Jul 14, 2014 | 0.506% | 2.663% | 3.566% |
| Jul 15, 2014 | 0.524% | 2.668% | 3.571% |
| Jul 16, 2014 | 0.546% | 2.679% | 3.497% |
| Jul 17, 2014 | 0.514% | 2.600% | 3.423% |
| Jul 18, 2014 | 0.543% | 2.631% | 3.437% |
| Jul 21, 2014 | 0.556% | 2.619% | 3.396% |
| Jul 22, 2014 | 0.539% | 2.610% | 3.390% |
| Jul 23, 2014 | 0.531% | 2.607% | 3.400% |
| Jul 24, 2014 | 0.555% | 2.659% | 3.435% |
| Jul 25, 2014 | 0.553% | 2.609% | 3.369% |
| Jul 28, 2014 | 0.565% | 2.639% | 3.384% |
| Jul 29, 2014 | 0.562% | 2.601% | 3.342% |
| Jul 30, 2014 | 0.590% | 2.702% | 3.433% |
| Jul 31, 2014 | 0.557% | 2.725% | 3.421% |