CONVEX
Historical Year Data · 2017

IG Effective Yield in 2017

IG Effective Yield opened 2017 at 3.40% and closed at 3.27%, a -3.82% move for the year. The high of 3.50% was reached on March 13, and the low of 3.05% on September 5.

Open
3.40%
2017-01
Close
3.27%
260 data points
High
3.50%
Mar 13
Low
3.05%
Sep 5
Full Year Change
-3.82%
2016 Change
-7.38%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan3.40%3.38%3.41%3.29%-0.59%
Feb3.39%3.28%3.39%3.23%-3.24%
Mar3.36%3.35%3.50%3.31%-0.30%
Apr3.31%3.27%3.34%3.18%-1.21%
May3.30%3.18%3.33%3.16%-3.64%
Jun3.19%3.22%3.22%3.12%+0.94%
Jul3.25%3.14%3.27%3.10%-3.38%
Aug3.11%3.09%3.17%3.08%-0.64%
Sep3.12%3.18%3.18%3.05%+1.92%
Oct3.18%3.18%3.23%3.12%+0.00%
Nov3.19%3.30%3.30%3.17%+3.45%
Dec3.26%3.27%3.34%3.24%+0.31%

Related Metrics

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