July 2015
The zero curve on each of 22 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.719% | 0.689% | -3.0 bp | 0.587%Jul 8, 2015 | 0.752%Jul 22, 2015 |
| 10Y | 2.546% | 2.273% | -27.3 bp | 2.273%Jul 31, 2015 | 2.549%Jul 13, 2015 |
| 30Y | 3.497% | 3.198% | -29.9 bp | 3.198%Jul 31, 2015 | 3.526%Jul 13, 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 |
|---|---|---|---|
| Jul 1, 2015 | 0.719% | 2.546% | 3.497% |
| Jul 2, 2015 | 0.670% | 2.514% | 3.494% |
| Jul 6, 2015 | 0.629% | 2.406% | 3.393% |
| Jul 7, 2015 | 0.623% | 2.372% | 3.355% |
| Jul 8, 2015 | 0.587% | 2.317% | 3.298% |
| Jul 9, 2015 | 0.622% | 2.424% | 3.425% |
| Jul 10, 2015 | 0.691% | 2.529% | 3.522% |
| Jul 13, 2015 | 0.714% | 2.549% | 3.526% |
| Jul 14, 2015 | 0.680% | 2.514% | 3.511% |
| Jul 15, 2015 | 0.661% | 2.449% | 3.448% |
| Jul 16, 2015 | 0.693% | 2.446% | 3.415% |
| Jul 17, 2015 | 0.707% | 2.441% | 3.382% |
| Jul 20, 2015 | 0.738% | 2.458% | 3.418% |
| Jul 21, 2015 | 0.734% | 2.429% | 3.407% |
| Jul 22, 2015 | 0.752% | 2.400% | 3.356% |
| Jul 23, 2015 | 0.734% | 2.340% | 3.280% |
| Jul 24, 2015 | 0.724% | 2.341% | 3.257% |
| Jul 27, 2015 | 0.688% | 2.300% | 3.219% |
| Jul 28, 2015 | 0.708% | 2.329% | 3.252% |
| Jul 29, 2015 | 0.724% | 2.360% | 3.275% |
| Jul 30, 2015 | 0.741% | 2.342% | 3.227% |
| Jul 31, 2015 | 0.689% | 2.273% | 3.198% |