May 2015
The zero curve on each of 20 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.643% | 0.639% | -0.4 bp | 0.588%May 14, 2015 | 0.680%May 6, 2015 |
| 10Y | 2.227% | 2.237% | +0.9 bp | 2.227%May 1, 2015 | 2.405%May 13, 2015 |
| 30Y | 3.017% | 3.121% | +10.4 bp | 3.017%May 1, 2015 | 3.312%May 20, 2015 |
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, 2015 | 0.643% | 2.227% | 3.017% |
| May 4, 2015 | 0.646% | 2.264% | 3.081% |
| May 5, 2015 | 0.659% | 2.283% | 3.095% |
| May 6, 2015 | 0.680% | 2.347% | 3.189% |
| May 7, 2015 | 0.671% | 2.278% | 3.099% |
| May 8, 2015 | 0.631% | 2.261% | 3.114% |
| May 11, 2015 | 0.669% | 2.384% | 3.253% |
| May 12, 2015 | 0.659% | 2.380% | 3.248% |
| May 13, 2015 | 0.632% | 2.405% | 3.311% |
| May 14, 2015 | 0.588% | 2.358% | 3.291% |
| May 15, 2015 | 0.593% | 2.265% | 3.172% |
| May 18, 2015 | 0.630% | 2.353% | 3.265% |
| May 19, 2015 | 0.674% | 2.397% | 3.300% |
| May 20, 2015 | 0.652% | 2.383% | 3.312% |
| May 21, 2015 | 0.634% | 2.308% | 3.225% |
| May 22, 2015 | 0.679% | 2.336% | 3.232% |
| May 26, 2015 | 0.672% | 2.252% | 3.133% |
| May 27, 2015 | 0.675% | 2.248% | 3.116% |
| May 28, 2015 | 0.654% | 2.251% | 3.134% |
| May 29, 2015 | 0.639% | 2.237% | 3.121% |