CONVEX
Historical Year Data · 2001

20Y Treasury Yield in 2001

20Y Treasury Yield opened 2001 at 5.46% and closed at 5.74%, a +5.13% move for the year. The high of 6.05% was reached on May 29, and the low of 4.95% on November 7.

Open
5.46%
2001-01
Close
5.74%
248 data points
High
6.05%
May 29
Low
4.95%
Nov 7
Full Year Change
+5.13%
2000 Change
-19.45%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan5.46%5.65%5.78%5.46%+3.48%
Feb5.55%5.51%5.72%5.51%-0.72%
Mar5.45%5.60%5.63%5.38%+2.75%
Apr5.64%5.92%5.94%5.57%+4.96%
May5.87%5.95%6.05%5.75%+1.36%
Jun5.89%5.91%5.91%5.70%+0.34%
Jul5.86%5.61%5.94%5.61%-4.27%
Aug5.63%5.47%5.71%5.44%-2.84%
Sep5.59%5.45%5.67%5.38%-2.50%
Oct5.39%5.05%5.45%5.05%-6.31%
Nov5.00%5.54%5.66%4.95%+10.80%
Dec5.49%5.74%5.91%5.43%+4.55%

Events During 2001

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