CONVEX
Historical Year Data · 2012

2Y Treasury Yield in 2012

2Y Treasury Yield opened 2012 at 0.27% and closed at 0.25%, a -7.41% move for the year. The high of 0.41% was reached on March 20, and the low of 0.21% on January 17.

Open
0.27%
2012-01
Close
0.25%
250 data points
High
0.41%
Mar 20
Low
0.21%
Jan 17
Full Year Change
-7.41%
2011 Change
-59.02%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.27%0.22%0.27%0.21%-18.52%
Feb0.23%0.30%0.31%0.23%+30.43%
Mar0.30%0.33%0.41%0.28%+10.00%
Apr0.33%0.27%0.36%0.26%-18.18%
May0.27%0.27%0.32%0.27%+0.00%
Jun0.25%0.33%0.33%0.25%+32.00%
Jul0.30%0.23%0.30%0.22%-23.33%
Aug0.24%0.22%0.31%0.22%-8.33%
Sep0.23%0.23%0.27%0.23%+0.00%
Oct0.25%0.30%0.32%0.23%+20.00%
Nov0.30%0.25%0.30%0.24%-16.67%
Dec0.25%0.25%0.28%0.24%+0.00%

Events During 2012

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