CONVEX
Historical Year Data · 2009

1Y Treasury Yield in 2009

1Y Treasury Yield opened 2009 at 0.40% and closed at 0.47%, a +17.50% move for the year. The high of 0.75% was reached on February 25, and the low of 0.26% on November 25.

Open
0.40%
2009-01
Close
0.47%
250 data points
High
0.75%
Feb 25
Low
0.26%
Nov 25
Full Year Change
+17.50%
2008 Change
-88.33%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.40%0.51%0.51%0.40%+27.50%
Feb0.51%0.72%0.75%0.51%+41.18%
Mar0.67%0.57%0.71%0.57%-14.93%
Apr0.58%0.49%0.60%0.49%-15.52%
May0.49%0.47%0.55%0.44%-4.08%
Jun0.48%0.56%0.62%0.45%+16.67%
Jul0.54%0.48%0.54%0.45%-11.11%
Aug0.48%0.43%0.52%0.42%-10.42%
Sep0.43%0.40%0.43%0.38%-6.98%
Oct0.37%0.37%0.41%0.34%+0.00%
Nov0.38%0.27%0.38%0.26%-28.95%
Dec0.26%0.47%0.47%0.26%+80.77%

Events During 2009

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