CONVEX
Historical Year Data · 1996

2Y Treasury Yield in 1996

2Y Treasury Yield opened 1996 at 5.18% and closed at 5.88%, a +13.51% move for the year. The high of 6.44% was reached on July 5, and the low of 4.80% on February 13.

Open
5.18%
1996-01
Close
5.88%
252 data points
High
6.44%
Jul 5
Low
4.80%
Feb 13
Full Year Change
+13.51%
1995 Change
-32.99%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan5.18%4.93%5.22%4.93%-4.83%
Feb4.93%5.44%5.44%4.80%+10.34%
Mar5.26%5.79%5.89%5.21%+10.08%
Apr5.79%6.03%6.12%5.74%+4.15%
May6.03%6.27%6.27%6.01%+3.98%
Jun6.26%6.11%6.40%6.11%-2.40%
Jul6.15%6.22%6.44%6.15%+1.14%
Aug6.08%6.34%6.34%5.91%+4.28%
Sep6.35%6.10%6.38%6.05%-3.94%
Oct6.03%5.77%6.03%5.77%-4.31%
Nov5.79%5.59%5.79%5.59%-3.45%
Dec5.61%5.88%5.89%5.61%+4.81%

Events During 1996

Related Metrics

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