CONVEX
Historical Year Data · 1996

6-Month Bill Auction High Yield in 1996

6-Month Bill Auction High Yield opened 1996 at 5.25% and closed at 5.32%, a +1.33% move for the year. The high of 5.64% was reached on July 8, and the low of 4.90% on February 12.

Open
5.25%
1996-01
Close
5.32%
53 data points
High
5.64%
Jul 8
Low
4.90%
Feb 12
Full Year Change
+1.33%
1995 Change
-21.26%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan5.25%5.11%5.25%5.09%-2.67%
Feb4.99%4.99%4.99%4.90%+0.00%
Mar5.00%5.17%5.26%5.00%+3.40%
Apr5.26%5.29%5.40%5.23%+0.57%
May5.35%5.35%5.35%5.33%+0.00%
Jun5.43%5.45%5.58%5.43%+0.37%
Jul5.43%5.57%5.64%5.43%+2.58%
Aug5.34%5.37%5.37%5.29%+0.56%
Sep5.61%5.39%5.61%5.39%-3.92%
Oct5.29%5.36%5.36%5.29%+1.32%
Nov5.29%5.27%5.29%5.27%-0.38%
Dec5.24%5.32%5.32%5.18%+1.53%

Events During 1996

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