August 2015
The zero curve on each of 21 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.688% | 0.780% | +9.2 bp | 0.649%Aug 24, 2015 | 0.781%Aug 14, 2015 |
| 10Y | 2.223% | 2.306% | +8.2 bp | 2.104%Aug 24, 2015 | 2.338%Aug 5, 2015 |
| 30Y | 3.132% | 3.175% | +4.3 bp | 2.947%Aug 24, 2015 | 3.211%Aug 5, 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 |
|---|---|---|---|
| Aug 3, 2015 | 0.688% | 2.223% | 3.132% |
| Aug 4, 2015 | 0.757% | 2.286% | 3.158% |
| Aug 5, 2015 | 0.763% | 2.338% | 3.211% |
| Aug 6, 2015 | 0.742% | 2.294% | 3.167% |
| Aug 7, 2015 | 0.766% | 2.234% | 3.076% |
| Aug 10, 2015 | 0.767% | 2.297% | 3.155% |
| Aug 11, 2015 | 0.716% | 2.208% | 3.061% |
| Aug 12, 2015 | 0.708% | 2.214% | 3.101% |
| Aug 13, 2015 | 0.759% | 2.258% | 3.122% |
| Aug 14, 2015 | 0.781% | 2.270% | 3.100% |
| Aug 17, 2015 | 0.761% | 2.237% | 3.051% |
| Aug 18, 2015 | 0.772% | 2.282% | 3.106% |
| Aug 19, 2015 | 0.716% | 2.196% | 3.044% |
| Aug 20, 2015 | 0.735% | 2.165% | 2.981% |
| Aug 21, 2015 | 0.695% | 2.133% | 2.957% |
| Aug 24, 2015 | 0.649% | 2.104% | 2.947% |
| Aug 25, 2015 | 0.712% | 2.225% | 3.074% |
| Aug 26, 2015 | 0.713% | 2.297% | 3.177% |
| Aug 27, 2015 | 0.723% | 2.291% | 3.159% |
| Aug 28, 2015 | 0.762% | 2.287% | 3.141% |
| Aug 31, 2015 | 0.780% | 2.306% | 3.175% |