CONVEX
Historical Year Data · 1996

2-Year Note Auction High Yield in 1996

2-Year Note Auction High Yield opened 1996 at 5.07% and closed at 5.87%, a +15.90% move for the year. The high of 6.30% was reached on June 25, and the low of 5.07% on January 23.

Open
5.07%
1996-01
Close
5.87%
11 data points
High
6.30%
Jun 25
Low
5.07%
Jan 23
Full Year Change
+15.90%
1995 Change
-30.13%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan5.07%5.07%5.07%5.07%+0.00%
Apr6.14%5.94%6.14%5.94%-3.34%
May6.05%6.05%6.05%6.05%+0.00%
Jun6.30%6.30%6.30%6.30%+0.00%
Jul6.29%6.29%6.29%6.29%+0.00%
Aug6.17%6.17%6.17%6.17%+0.00%
Sep6.08%6.08%6.08%6.08%+0.00%
Oct5.93%5.93%5.93%5.93%+0.00%
Nov5.66%5.66%5.66%5.66%+0.00%
Dec5.87%5.87%5.87%5.87%+0.00%

Events During 1996

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