CONVEX
Historical Year Data · 2003

2Y Treasury Yield in 2003

2Y Treasury Yield opened 2003 at 1.80% and closed at 1.84%, a +2.22% move for the year. The high of 2.12% was reached on December 1, and the low of 1.10% on June 13.

Open
1.80%
2003-01
Close
1.84%
250 data points
High
2.12%
Dec 1
Low
1.10%
Jun 13
Full Year Change
+2.22%
2002 Change
-50.00%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.80%1.72%1.87%1.66%-4.44%
Feb1.72%1.53%1.73%1.53%-11.05%
Mar1.52%1.51%1.80%1.35%-0.66%
Apr1.50%1.51%1.74%1.50%+0.67%
May1.50%1.33%1.56%1.30%-11.33%
Jun1.33%1.32%1.41%1.10%-0.75%
Jul1.30%1.80%1.80%1.29%+38.46%
Aug1.85%1.95%2.05%1.71%+5.41%
Sep2.04%1.50%2.04%1.50%-26.47%
Oct1.47%1.85%1.96%1.47%+25.85%
Nov1.90%2.06%2.06%1.80%+8.42%
Dec2.12%1.84%2.12%1.82%-13.21%

Events During 2003

Related Metrics

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