CONVEX
Historical Year Data · 2011

10Y Treasury Yield in 2011

10Y Treasury Yield opened 2011 at 3.36% and closed at 1.89%, a -43.75% move for the year. The high of 3.75% was reached on February 8, and the low of 1.72% on September 22.

Open
3.36%
2011-01
Close
1.89%
250 data points
High
3.75%
Feb 8
Low
1.72%
Sep 22
Full Year Change
-43.75%
2010 Change
-14.29%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan3.36%3.42%3.50%3.32%+1.79%
Feb3.48%3.42%3.75%3.42%-1.72%
Mar3.41%3.47%3.58%3.22%+1.76%
Apr3.46%3.32%3.59%3.32%-4.05%
May3.31%3.05%3.31%3.05%-7.85%
Jun2.96%3.18%3.18%2.88%+7.43%
Jul3.22%2.82%3.22%2.82%-12.42%
Aug2.77%2.23%2.77%2.07%-19.49%
Sep2.15%1.92%2.15%1.72%-10.70%
Oct1.80%2.17%2.42%1.80%+20.56%
Nov2.01%2.08%2.10%1.89%+3.48%
Dec2.11%1.89%2.11%1.82%-10.43%

Events During 2011

Related Metrics

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