CONVEX
Historical Year Data · 2016

10-Year Note Auction Bid-to-Cover in 2016

10-Year Note Auction Bid-to-Cover opened 2016 at 2.77 and closed at 2.39, a -13.72% move for the year. The high of 2.77 was reached on January 13, and the low of 2.22 on November 9.

Open
2.77
2016-01
Close
2.39
12 data points
High
2.77
Jan 13
Low
2.22
Nov 9
Full Year Change
-13.72%
2015 Change
+1.15%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan2.772.772.772.77+0.00%
Feb2.562.562.562.56+0.00%
Mar2.492.492.492.49+0.00%
Apr2.752.752.752.75+0.00%
May2.682.682.682.68+0.00%
Jun2.72.72.72.7+0.00%
Jul2.332.332.332.33+0.00%
Aug2.432.432.432.43+0.00%
Sep2.352.352.352.35+0.00%
Oct2.532.532.532.53+0.00%
Nov2.222.222.222.22+0.00%
Dec2.392.392.392.39+0.00%

Events During 2016

Related Metrics

Get historical context as markets unfold, regime classification, scenario triggers, and analysis in your inbox.