CONVEX
Historical Year Data · 2011

1-Month Treasury Yield in 2011

1-Month Treasury Yield opened 2011 at 0.11% and closed at 0.01%, a -90.91% move for the year. The high of 0.16% was reached on January 19, and the low of 0.00% on August 15.

Open
0.11%
2011-01
Close
0.01%
250 data points
High
0.16%
Jan 19
Low
0.00%
Aug 15
Full Year Change
-90.91%
2010 Change
+40.00%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.11%0.15%0.16%0.11%+36.36%
Feb0.16%0.13%0.16%0.08%-18.75%
Mar0.07%0.05%0.12%0.03%-28.57%
Apr0.03%0.02%0.05%0.02%-33.33%
May0.02%0.04%0.04%0.01%+100.00%
Jun0.04%0.01%0.04%0.01%-75.00%
Jul0.01%0.16%0.16%0.01%+1500.00%
Aug0.13%0.01%0.13%0.00%-92.31%
Sep0.02%0.02%0.02%0.00%+0.00%
Oct0.01%0.02%0.02%0.00%+100.00%
Nov0.01%0.02%0.02%0.01%+100.00%
Dec0.02%0.01%0.02%0.00%-50.00%

Events During 2011

Related Metrics

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