August 2014
The zero curve on each of 21 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.503% | 0.546% | +4.3 bp | 0.492%Aug 7, 2014 | 0.585%Aug 25, 2014 |
| 10Y | 2.665% | 2.491% | -17.4 bp | 2.450%Aug 28, 2014 | 2.665%Aug 1, 2014 |
| 30Y | 3.398% | 3.190% | -20.8 bp | 3.190%Aug 29, 2014 | 3.504%Aug 4, 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 |
|---|---|---|---|
| Aug 1, 2014 | 0.503% | 2.665% | 3.398% |
| Aug 4, 2014 | 0.511% | 2.616% | 3.504% |
| Aug 5, 2014 | 0.508% | 2.606% | 3.483% |
| Aug 6, 2014 | 0.507% | 2.597% | 3.484% |
| Aug 7, 2014 | 0.492% | 2.567% | 3.376% |
| Aug 8, 2014 | 0.517% | 2.576% | 3.375% |
| Aug 11, 2014 | 0.524% | 2.578% | 3.384% |
| Aug 12, 2014 | 0.526% | 2.599% | 3.424% |
| Aug 13, 2014 | 0.503% | 2.563% | 3.402% |
| Aug 14, 2014 | 0.494% | 2.534% | 3.342% |
| Aug 15, 2014 | 0.500% | 2.474% | 3.271% |
| Aug 18, 2014 | 0.502% | 2.498% | 3.403% |
| Aug 19, 2014 | 0.521% | 2.538% | 3.358% |
| Aug 20, 2014 | 0.553% | 2.537% | 3.425% |
| Aug 21, 2014 | 0.550% | 2.523% | 3.365% |
| Aug 22, 2014 | 0.574% | 2.521% | 3.315% |
| Aug 25, 2014 | 0.585% | 2.504% | 3.291% |
| Aug 26, 2014 | 0.576% | 2.509% | 3.320% |
| Aug 27, 2014 | 0.572% | 2.476% | 3.267% |
| Aug 28, 2014 | 0.553% | 2.450% | 3.227% |
| Aug 29, 2014 | 0.546% | 2.491% | 3.190% |