CONVEX
Historical Year Data · 2016

1Y Treasury Yield in 2016

1Y Treasury Yield opened 2016 at 0.61% and closed at 0.85%, a +39.34% move for the year. The high of 0.92% was reached on December 14, and the low of 0.43% on January 20.

Open
0.61%
2016-01
Close
0.85%
250 data points
High
0.92%
Dec 14
Low
0.43%
Jan 20
Full Year Change
+39.34%
2015 Change
+160.00%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.61%0.47%0.68%0.43%-22.95%
Feb0.47%0.62%0.62%0.47%+31.91%
Mar0.68%0.59%0.71%0.59%-13.24%
Apr0.62%0.56%0.62%0.52%-9.68%
May0.55%0.68%0.69%0.51%+23.64%
Jun0.70%0.45%0.70%0.45%-35.71%
Jul0.45%0.50%0.56%0.44%+11.11%
Aug0.50%0.61%0.62%0.50%+22.00%
Sep0.60%0.59%0.63%0.56%-1.67%
Oct0.63%0.66%0.69%0.63%+4.76%
Nov0.65%0.80%0.81%0.62%+23.08%
Dec0.82%0.85%0.92%0.80%+3.66%

Events During 2016

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