September 2022
The zero curve on each of 21 trading days this month.
| Tenor | First | Last | Change | Low | High |
|---|---|---|---|---|---|
| 2Y | 3.536% | 4.295% | +75.8 bp | 3.445%Sep 2, 2022 | 4.403%Sep 27, 2022 |
| 10Y | 3.267% | 3.798% | +53.1 bp | 3.219%Sep 2, 2022 | 3.960%Sep 27, 2022 |
| 30Y | 3.391% | 3.673% | +28.2 bp | 3.384%Sep 2, 2022 | 3.796%Sep 27, 2022 |
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, 2022 | 3.536% | 3.267% | 3.391% |
| Sep 2, 2022 | 3.445% | 3.219% | 3.384% |
| Sep 6, 2022 | 3.542% | 3.343% | 3.515% |
| Sep 7, 2022 | 3.503% | 3.280% | 3.451% |
| Sep 8, 2022 | 3.550% | 3.295% | 3.485% |
| Sep 9, 2022 | 3.629% | 3.321% | 3.483% |
| Sep 12, 2022 | 3.640% | 3.363% | 3.556% |
| Sep 13, 2022 | 3.814% | 3.395% | 3.495% |
| Sep 14, 2022 | 3.857% | 3.382% | 3.450% |
| Sep 15, 2022 | 3.924% | 3.426% | 3.424% |
| Sep 16, 2022 | 3.911% | 3.420% | 3.467% |
| Sep 19, 2022 | 3.996% | 3.462% | 3.475% |
| Sep 20, 2022 | 4.014% | 3.537% | 3.528% |
| Sep 21, 2022 | 4.075% | 3.487% | 3.461% |
| Sep 22, 2022 | 4.176% | 3.683% | 3.593% |
| Sep 23, 2022 | 4.266% | 3.648% | 3.554% |
| Sep 26, 2022 | 4.383% | 3.840% | 3.613% |
| Sep 27, 2022 | 4.403% | 3.960% | 3.796% |
| Sep 28, 2022 | 4.180% | 3.709% | 3.620% |
| Sep 29, 2022 | 4.252% | 3.768% | 3.659% |
| Sep 30, 2022 | 4.295% | 3.798% | 3.673% |