CONVEX
Historical Year Data · 1988

2Y Treasury Yield in 1988

2Y Treasury Yield opened 1988 at 7.77% and closed at 9.14%, a +17.63% move for the year. The high of 9.23% was reached on December 28, and the low of 7.07% on February 10.

Open
7.77%
1988-01
Close
9.14%
250 data points
High
9.23%
Dec 28
Low
7.07%
Feb 10
Full Year Change
+17.63%
1987 Change
+23.33%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan7.77%7.22%7.92%7.22%-7.08%
Feb7.22%7.13%7.26%7.07%-1.25%
Mar7.11%7.41%7.46%7.07%+4.22%
Apr7.58%7.73%7.73%7.45%+1.98%
May7.78%8.21%8.23%7.77%+5.53%
Jun8.09%8.02%8.15%7.80%-0.87%
Jul7.98%8.39%8.44%7.98%+5.14%
Aug8.36%8.71%8.78%8.31%+4.19%
Sep8.68%8.43%8.68%8.36%-2.88%
Oct8.41%8.25%8.43%8.25%-1.90%
Nov8.25%8.84%9.00%8.25%+7.15%
Dec8.86%9.14%9.23%8.86%+3.16%

Events During 1988

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