CONVEX
Historical Year Data · 2011

1Y Treasury Yield in 2011

1Y Treasury Yield opened 2011 at 0.29% and closed at 0.12%, a -58.62% move for the year. The high of 0.31% was reached on January 5, and the low of 0.08% on September 19.

Open
0.29%
2011-01
Close
0.12%
250 data points
High
0.31%
Jan 5
Low
0.08%
Sep 19
Full Year Change
-58.62%
2010 Change
-35.56%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.29%0.26%0.31%0.24%-10.34%
Feb0.27%0.25%0.31%0.25%-7.41%
Mar0.25%0.30%0.31%0.21%+20.00%
Apr0.27%0.22%0.30%0.22%-18.52%
May0.22%0.18%0.22%0.17%-18.18%
Jun0.18%0.19%0.21%0.15%+5.56%
Jul0.20%0.20%0.21%0.15%+0.00%
Aug0.22%0.10%0.22%0.09%-54.55%
Sep0.10%0.13%0.13%0.08%+30.00%
Oct0.12%0.12%0.14%0.09%+0.00%
Nov0.13%0.12%0.14%0.09%-7.69%
Dec0.12%0.12%0.13%0.10%+0.00%

Events During 2011

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