CONVEX
Historical Year Data · 2016

10Y Real Yield (TIPS) in 2016

10Y Real Yield (TIPS) opened 2016 at 0.69% and closed at 0.50%, a -27.54% move for the year. The high of 0.74% was reached on January 21, and the low of -0.06% on July 8.

Open
0.69%
2016-01
Close
0.50%
250 data points
High
0.74%
Jan 21
Low
-0.06%
Jul 8
Full Year Change
-27.54%
2015 Change
+78.05%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.69%0.53%0.74%0.53%-23.19%
Feb0.57%0.32%0.57%0.32%-43.86%
Mar0.35%0.16%0.47%0.16%-54.29%
Apr0.17%0.12%0.27%0.12%-29.41%
May0.20%0.30%0.31%0.13%+50.00%
Jun0.31%0.09%0.31%0.09%-70.97%
Jul0.03%-0.03%0.13%-0.06%-200.00%
Aug0.05%0.11%0.15%0.04%+120.00%
Sep0.12%0.00%0.24%0.00%-100.00%
Oct0.00%0.11%0.15%0.00%+0.00%
Nov0.11%0.43%0.47%0.11%+290.91%
Dec0.48%0.50%0.74%0.42%+4.17%

Events During 2016

Related Metrics

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