CONVEX
Historical Year Data · 2014

6-Month Bill Auction High Yield in 2014

6-Month Bill Auction High Yield opened 2014 at 0.08% and closed at 0.13%, a +62.96% move for the year. The high of 0.16% was reached on December 22, and the low of 0.04% on September 22.

Open
0.08%
2014-01
Close
0.13%
52 data points
High
0.16%
Dec 22
Low
0.04%
Sep 22
Full Year Change
+62.96%
2013 Change
-25.41%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.08%0.07%0.08%0.06%-18.52%
Feb0.06%0.08%0.11%0.06%+24.59%
Mar0.08%0.07%0.08%0.07%-18.52%
Apr0.05%0.05%0.05%0.05%-9.80%
May0.05%0.05%0.05%0.05%+10.87%
Jun0.06%0.07%0.07%0.05%+17.86%
Jul0.06%0.06%0.06%0.06%-8.20%
Aug0.05%0.05%0.05%0.05%+0.00%
Sep0.05%0.04%0.05%0.04%-19.61%
Oct0.04%0.06%0.06%0.04%+36.59%
Nov0.06%0.07%0.07%0.06%+16.39%
Dec0.08%0.13%0.16%0.08%+73.68%

Events During 2014

Related Metrics

Get historical context as markets unfold, regime classification, scenario triggers, and analysis in your inbox.