September 2014
The zero curve on each of 20 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.582% | 0.632% | +5.0 bp | 0.568%Sep 5, 2014 | 0.646%Sep 19, 2014 |
| 10Y | 2.563% | 2.656% | +9.3 bp | 2.557%Sep 3, 2014 | 2.782%Sep 18, 2014 |
| 30Y | 3.279% | 3.311% | +3.2 bp | 3.258%Sep 3, 2014 | 3.501%Sep 17, 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 |
|---|---|---|---|
| Sep 2, 2014 | 0.582% | 2.563% | 3.279% |
| Sep 3, 2014 | 0.578% | 2.557% | 3.258% |
| Sep 4, 2014 | 0.587% | 2.598% | 3.320% |
| Sep 5, 2014 | 0.568% | 2.608% | 3.355% |
| Sep 8, 2014 | 0.592% | 2.621% | 3.345% |
| Sep 9, 2014 | 0.612% | 2.614% | 3.377% |
| Sep 10, 2014 | 0.624% | 2.649% | 3.420% |
| Sep 11, 2014 | 0.620% | 2.683% | 3.370% |
| Sep 15, 2014 | 0.619% | 2.738% | 3.465% |
| Sep 16, 2014 | 0.601% | 2.740% | 3.491% |
| Sep 17, 2014 | 0.632% | 2.764% | 3.501% |
| Sep 18, 2014 | 0.645% | 2.782% | 3.476% |
| Sep 19, 2014 | 0.646% | 2.731% | 3.391% |
| Sep 22, 2014 | 0.620% | 2.710% | 3.392% |
| Sep 23, 2014 | 0.615% | 2.680% | 3.354% |
| Sep 24, 2014 | 0.628% | 2.714% | 3.383% |
| Sep 25, 2014 | 0.599% | 2.652% | 3.323% |
| Sep 26, 2014 | 0.628% | 2.649% | 3.396% |
| Sep 29, 2014 | 0.615% | 2.606% | 3.362% |
| Sep 30, 2014 | 0.632% | 2.656% | 3.311% |