CONVEX
Historical Year Data · 2003

2-Year Note Auction High Yield in 2003

2-Year Note Auction High Yield opened 2003 at 1.71% and closed at 1.95%, a +14.04% move for the year. The high of 2.04% was reached on August 27, and the low of 1.18% on June 25.

Open
1.71%
2003-01
Close
1.95%
12 data points
High
2.04%
Aug 27
Low
1.18%
Jun 25
Full Year Change
+14.04%
2002 Change
-40.11%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.71%1.71%1.71%1.71%+0.00%
Feb1.57%1.57%1.57%1.57%+0.00%
Mar1.69%1.69%1.69%1.69%+0.00%
Apr1.70%1.70%1.70%1.70%+0.00%
May1.30%1.30%1.30%1.30%+0.00%
Jun1.18%1.18%1.18%1.18%+0.00%
Jul1.51%1.51%1.51%1.51%+0.00%
Aug2.04%2.04%2.04%2.04%+0.00%
Sep1.70%1.70%1.70%1.70%+0.00%
Oct1.74%1.74%1.74%1.74%+0.00%
Nov1.94%1.94%1.94%1.94%+0.00%
Dec1.95%1.95%1.95%1.95%+0.00%

Events During 2003

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