CONVEX
Historical Year Data · 2016

30Y Real Yield (TIPS) in 2016

30Y Real Yield (TIPS) opened 2016 at 1.25% and closed at 0.99%, a -20.80% move for the year. The high of 1.33% was reached on January 11, and the low of 0.52% on September 7.

Open
1.25%
2016-01
Close
0.99%
250 data points
High
1.33%
Jan 11
Low
0.52%
Sep 7
Full Year Change
-20.80%
2015 Change
+68.42%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.25%1.17%1.33%1.17%-6.40%
Feb1.19%1.00%1.19%1.00%-15.97%
Mar1.04%0.83%1.11%0.83%-20.19%
Apr0.83%0.82%0.95%0.78%-1.20%
May0.89%0.91%0.91%0.79%+2.25%
Jun0.91%0.70%0.91%0.70%-23.08%
Jul0.62%0.56%0.68%0.53%-9.68%
Aug0.63%0.58%0.70%0.58%-7.94%
Sep0.57%0.59%0.76%0.52%+3.51%
Oct0.58%0.70%0.74%0.58%+20.69%
Nov0.69%0.91%0.96%0.69%+31.88%
Dec0.95%0.99%1.20%0.91%+4.21%

Events During 2016

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