CONVEX
Historical Year Data · 2011

2Y Treasury Yield in 2011

2Y Treasury Yield opened 2011 at 0.61% and closed at 0.25%, a -59.02% move for the year. The high of 0.87% was reached on February 14, and the low of 0.16% on September 19.

Open
0.61%
2011-01
Close
0.25%
250 data points
High
0.87%
Feb 14
Low
0.16%
Sep 19
Full Year Change
-59.02%
2010 Change
-44.04%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.61%0.58%0.71%0.54%-4.92%
Feb0.61%0.69%0.87%0.61%+13.11%
Mar0.66%0.80%0.81%0.58%+21.21%
Apr0.80%0.61%0.85%0.61%-23.75%
May0.61%0.45%0.61%0.45%-26.23%
Jun0.44%0.45%0.48%0.35%+2.27%
Jul0.50%0.36%0.50%0.36%-28.00%
Aug0.38%0.20%0.38%0.19%-47.37%
Sep0.19%0.25%0.27%0.16%+31.58%
Oct0.24%0.25%0.32%0.24%+4.17%
Nov0.23%0.25%0.29%0.22%+8.70%
Dec0.27%0.25%0.30%0.22%-7.41%

Events During 2011

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