September 2015
The zero curve on each of 21 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.753% | 0.667% | -8.5 bp | 0.667%Sep 29, 2015 | 0.855%Sep 16, 2015 |
| 10Y | 2.266% | 2.134% | -13.2 bp | 2.123%Sep 29, 2015 | 2.395%Sep 16, 2015 |
| 30Y | 3.160% | 3.077% | -8.3 bp | 3.077%Sep 30, 2015 | 3.329%Sep 16, 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 |
|---|---|---|---|
| Sep 1, 2015 | 0.753% | 2.266% | 3.160% |
| Sep 2, 2015 | 0.758% | 2.295% | 3.205% |
| Sep 3, 2015 | 0.741% | 2.273% | 3.195% |
| Sep 4, 2015 | 0.738% | 2.223% | 3.124% |
| Sep 8, 2015 | 0.770% | 2.290% | 3.209% |
| Sep 9, 2015 | 0.778% | 2.284% | 3.191% |
| Sep 10, 2015 | 0.773% | 2.317% | 3.225% |
| Sep 11, 2015 | 0.749% | 2.286% | 3.193% |
| Sep 14, 2015 | 0.766% | 2.272% | 3.184% |
| Sep 15, 2015 | 0.846% | 2.375% | 3.303% |
| Sep 16, 2015 | 0.855% | 2.395% | 3.329% |
| Sep 17, 2015 | 0.739% | 2.308% | 3.276% |
| Sep 18, 2015 | 0.716% | 2.223% | 3.178% |
| Sep 21, 2015 | 0.755% | 2.293% | 3.269% |
| Sep 22, 2015 | 0.723% | 2.224% | 3.186% |
| Sep 23, 2015 | 0.732% | 2.240% | 3.192% |
| Sep 24, 2015 | 0.716% | 2.214% | 3.163% |
| Sep 25, 2015 | 0.724% | 2.250% | 3.213% |
| Sep 28, 2015 | 0.702% | 2.171% | 3.123% |
| Sep 29, 2015 | 0.667% | 2.123% | 3.100% |
| Sep 30, 2015 | 0.667% | 2.134% | 3.077% |