October 2015
The zero curve on each of 21 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 0.672% | 0.779% | +10.7 bp | 0.597%Oct 14, 2015 | 0.779%Oct 30, 2015 |
| 10Y | 2.124% | 2.243% | +12.0 bp | 2.061%Oct 14, 2015 | 2.272%Oct 29, 2015 |
| 30Y | 3.109% | 3.167% | +5.8 bp | 3.081%Oct 2, 2015 | 3.220%Oct 8, 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 |
|---|---|---|---|
| Oct 1, 2015 | 0.672% | 2.124% | 3.109% |
| Oct 2, 2015 | 0.605% | 2.067% | 3.081% |
| Oct 5, 2015 | 0.636% | 2.142% | 3.174% |
| Oct 6, 2015 | 0.639% | 2.122% | 3.145% |
| Oct 7, 2015 | 0.658% | 2.143% | 3.152% |
| Oct 8, 2015 | 0.669% | 2.189% | 3.220% |
| Oct 9, 2015 | 0.688% | 2.188% | 3.204% |
| Oct 13, 2015 | 0.665% | 2.129% | 3.152% |
| Oct 14, 2015 | 0.597% | 2.061% | 3.121% |
| Oct 15, 2015 | 0.649% | 2.107% | 3.132% |
| Oct 16, 2015 | 0.649% | 2.113% | 3.139% |
| Oct 19, 2015 | 0.638% | 2.123% | 3.162% |
| Oct 20, 2015 | 0.666% | 2.167% | 3.185% |
| Oct 21, 2015 | 0.675% | 2.124% | 3.123% |
| Oct 22, 2015 | 0.647% | 2.130% | 3.126% |
| Oct 23, 2015 | 0.687% | 2.184% | 3.146% |
| Oct 26, 2015 | 0.684% | 2.155% | 3.115% |
| Oct 27, 2015 | 0.666% | 2.134% | 3.107% |
| Oct 28, 2015 | 0.748% | 2.185% | 3.118% |
| Oct 29, 2015 | 0.769% | 2.272% | 3.215% |
| Oct 30, 2015 | 0.779% | 2.243% | 3.167% |