CONVEX
Historical Year Data · 2016

2Y Treasury Yield in 2016

2Y Treasury Yield opened 2016 at 1.02% and closed at 1.20%, a +17.65% move for the year. The high of 1.29% was reached on December 15, and the low of 0.56% on July 5.

Open
1.02%
2016-01
Close
1.20%
250 data points
High
1.29%
Dec 15
Low
0.56%
Jul 5
Full Year Change
+17.65%
2015 Change
+60.61%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.02%0.76%1.04%0.76%-25.49%
Feb0.81%0.78%0.81%0.64%-3.70%
Mar0.85%0.73%0.98%0.73%-14.12%
Apr0.76%0.77%0.86%0.70%+1.32%
May0.80%0.87%0.92%0.72%+8.75%
Jun0.91%0.58%0.91%0.58%-36.26%
Jul0.59%0.67%0.75%0.56%+13.56%
Aug0.67%0.80%0.84%0.64%+19.40%
Sep0.78%0.77%0.80%0.73%-1.28%
Oct0.80%0.86%0.87%0.80%+7.50%
Nov0.83%1.11%1.12%0.80%+33.73%
Dec1.14%1.20%1.29%1.10%+5.26%

Events During 2016

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