CONVEX
Historical Year Data · 2016

5-Year Note Auction High Yield in 2016

5-Year Note Auction High Yield opened 2016 at 1.50% and closed at 2.06%, a +37.50% move for the year. The high of 2.06% was reached on December 28, and the low of 1.13% on August 24.

Open
1.50%
2016-01
Close
2.06%
12 data points
High
2.06%
Dec 28
Low
1.13%
Aug 24
Full Year Change
+37.50%
2015 Change
+38.59%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.50%1.50%1.50%1.50%+0.00%
Feb1.17%1.17%1.17%1.17%+0.00%
Mar1.33%1.33%1.33%1.33%+0.00%
Apr1.41%1.41%1.41%1.41%+0.00%
May1.40%1.40%1.40%1.40%+0.00%
Jun1.22%1.22%1.22%1.22%+0.00%
Jul1.18%1.18%1.18%1.18%+0.00%
Aug1.13%1.13%1.13%1.13%+0.00%
Sep1.13%1.13%1.13%1.13%+0.00%
Oct1.30%1.30%1.30%1.30%+0.00%
Nov1.76%1.76%1.76%1.76%+0.00%
Dec2.06%2.06%2.06%2.06%+0.00%

Events During 2016

Related Metrics

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