CONVEX
Historical Year Data · 2007

2Y Treasury Yield in 2007

2Y Treasury Yield opened 2007 at 4.80% and closed at 3.05%, a -36.46% move for the year. The high of 5.10% was reached on June 14, and the low of 2.90% on December 3.

Open
4.80%
2007-01
Close
3.05%
251 data points
High
5.10%
Jun 14
Low
2.90%
Dec 3
Full Year Change
-36.46%
2006 Change
+11.06%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan4.80%4.94%4.99%4.71%+2.92%
Feb4.96%4.65%4.96%4.59%-6.25%
Mar4.63%4.58%4.66%4.51%-1.08%
Apr4.60%4.60%4.76%4.58%+0.00%
May4.63%4.92%4.92%4.63%+6.26%
Jun4.97%4.87%5.10%4.87%-2.01%
Jul4.86%4.56%4.99%4.56%-6.17%
Aug4.56%4.15%4.64%4.05%-8.99%
Sep4.13%3.97%4.13%3.87%-3.87%
Oct4.02%3.94%4.23%3.74%-1.99%
Nov3.77%3.04%3.77%2.92%-19.36%
Dec2.90%3.05%3.31%2.90%+5.17%

Events During 2007

Related Metrics

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