CONVEX
Historical Year Data · 1996

5-Year Note Auction High Yield in 1996

5-Year Note Auction High Yield opened 1996 at 5.36% and closed at 6.17%, a +15.02% move for the year. The high of 6.67% was reached on June 26, and the low of 5.24% on February 27.

Open
5.36%
1996-01
Close
6.17%
13 data points
High
6.67%
Jun 26
Low
5.24%
Feb 27
Full Year Change
+15.02%
1995 Change
-28.75%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan5.36%5.36%5.36%5.36%+0.00%
Feb5.24%5.68%5.68%5.24%+8.50%
Apr6.42%6.28%6.42%6.28%-2.12%
May6.57%6.57%6.57%6.57%+0.00%
Jun6.67%6.67%6.67%6.67%+0.00%
Jul6.63%6.63%6.63%6.63%+0.00%
Aug6.57%6.57%6.57%6.57%+0.00%
Sep6.41%6.41%6.41%6.41%+0.00%
Oct6.33%6.33%6.33%6.33%+0.00%
Nov5.95%5.95%5.95%5.95%+0.00%
Dec6.17%6.17%6.17%6.17%+0.00%

Events During 1996

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