CONVEX
Historical Year Data · 2017

2Y Treasury Yield in 2017

2Y Treasury Yield opened 2017 at 1.22% and closed at 1.89%, a +54.92% move for the year. The high of 1.92% was reached on December 26, and the low of 1.12% on February 24.

Open
1.22%
2017-01
Close
1.89%
250 data points
High
1.92%
Dec 26
Low
1.12%
Feb 24
Full Year Change
+54.92%
2016 Change
+17.65%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.22%1.19%1.25%1.16%-2.46%
Feb1.22%1.22%1.27%1.12%+0.00%
Mar1.29%1.27%1.40%1.26%-1.55%
Apr1.24%1.28%1.29%1.18%+3.23%
May1.28%1.28%1.37%1.26%+0.00%
Jun1.28%1.38%1.38%1.28%+7.81%
Jul1.41%1.34%1.41%1.34%-4.96%
Aug1.34%1.33%1.36%1.30%-0.75%
Sep1.35%1.47%1.47%1.27%+8.89%
Oct1.49%1.60%1.63%1.47%+7.38%
Nov1.61%1.78%1.78%1.61%+10.56%
Dec1.78%1.89%1.92%1.78%+6.18%

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