CONVEX
Historical Year Data · 2016

10-Year Note Auction High Yield in 2016

10-Year Note Auction High Yield opened 2016 at 2.09% and closed at 2.48%, a +18.90% move for the year. The high of 2.48% was reached on December 12, and the low of 1.50% on August 10.

Open
2.09%
2016-01
Close
2.48%
12 data points
High
2.48%
Dec 12
Low
1.50%
Aug 10
Full Year Change
+18.90%
2015 Change
+15.70%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan2.09%2.09%2.09%2.09%+0.00%
Feb1.73%1.73%1.73%1.73%+0.00%
Mar1.90%1.90%1.90%1.90%+0.00%
Apr1.76%1.76%1.76%1.76%+0.00%
May1.71%1.71%1.71%1.71%+0.00%
Jun1.70%1.70%1.70%1.70%+0.00%
Jul1.52%1.52%1.52%1.52%+0.00%
Aug1.50%1.50%1.50%1.50%+0.00%
Sep1.70%1.70%1.70%1.70%+0.00%
Oct1.79%1.79%1.79%1.79%+0.00%
Nov2.02%2.02%2.02%2.02%+0.00%
Dec2.48%2.48%2.48%2.48%+0.00%

Events During 2016

Related Metrics

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