CONVEX
Historical Year Data · 2009

2Y Treasury Yield in 2009

2Y Treasury Yield opened 2009 at 0.88% and closed at 1.14%, a +29.55% move for the year. The high of 1.42% was reached on June 8, and the low of 0.67% on November 30.

Open
0.88%
2009-01
Close
1.14%
250 data points
High
1.42%
Jun 8
Low
0.67%
Nov 30
Full Year Change
+29.55%
2008 Change
-73.61%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.88%0.94%0.95%0.73%+6.82%
Feb0.89%1.00%1.09%0.87%+12.36%
Mar0.89%0.81%1.05%0.81%-8.99%
Apr0.83%0.91%1.00%0.83%+9.64%
May0.92%0.92%1.00%0.87%+0.00%
Jun0.97%1.11%1.42%0.91%+14.43%
Jul1.05%1.13%1.19%0.91%+7.62%
Aug1.18%0.97%1.32%0.97%-17.80%
Sep0.92%0.95%1.03%0.89%+3.26%
Oct0.87%0.90%1.06%0.87%+3.45%
Nov0.92%0.67%0.92%0.67%-27.17%
Dec0.67%1.14%1.14%0.67%+70.15%

Events During 2009

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