CONVEX
Historical Year Data · 2000

2Y Treasury Yield in 2000

2Y Treasury Yield opened 2000 at 6.38% and closed at 5.11%, a -19.91% move for the year. The high of 6.93% was reached on May 18, and the low of 5.10% on December 22.

Open
6.38%
2000-01
Close
5.11%
251 data points
High
6.93%
May 18
Low
5.10%
Dec 22
Full Year Change
-19.91%
1999 Change
+36.24%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan6.38%6.61%6.61%6.30%+3.61%
Feb6.60%6.53%6.69%6.45%-1.06%
Mar6.52%6.50%6.66%6.48%-0.31%
Apr6.45%6.68%6.68%6.27%+3.57%
May6.73%6.69%6.93%6.69%-0.59%
Jun6.61%6.38%6.61%6.37%-3.48%
Jul6.31%6.30%6.46%6.27%-0.16%
Aug6.27%6.18%6.30%6.15%-1.44%
Sep6.09%5.98%6.14%5.98%-1.81%
Oct5.98%5.94%6.03%5.82%-0.67%
Nov5.88%5.61%5.99%5.61%-4.59%
Dec5.62%5.11%5.62%5.10%-9.07%

Events During 2000

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