CONVEX
Historical Year Data · 2020

2Y Treasury Yield in 2020

2Y Treasury Yield opened 2020 at 1.58% and closed at 0.13%, a -91.77% move for the year. The high of 1.58% was reached on January 2, and the low of 0.11% on July 30.

Open
1.58%
2020-01
Close
0.13%
251 data points
High
1.58%
Jan 2
Low
0.11%
Jul 30
Full Year Change
-91.77%
2019 Change
-36.80%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.58%1.33%1.58%1.33%-15.82%
Feb1.36%0.86%1.44%0.86%-36.76%
Mar0.84%0.23%0.84%0.23%-72.62%
Apr0.23%0.20%0.28%0.20%-13.04%
May0.20%0.16%0.20%0.13%-20.00%
Jun0.14%0.16%0.22%0.14%+14.29%
Jul0.17%0.11%0.17%0.11%-35.29%
Aug0.11%0.14%0.16%0.11%+27.27%
Sep0.13%0.13%0.14%0.11%+0.00%
Oct0.14%0.14%0.18%0.13%+0.00%
Nov0.16%0.16%0.19%0.14%+0.00%
Dec0.17%0.13%0.17%0.11%-23.53%

Events During 2020

Related Metrics

Get historical context as markets unfold, regime classification, scenario triggers, and analysis in your inbox.