CONVEX
Historical Year Data · 2007

20Y Treasury Yield in 2007

20Y Treasury Yield opened 2007 at 4.87% and closed at 4.50%, a -7.60% move for the year. The high of 5.44% was reached on June 12, and the low of 4.29% on November 26.

Open
4.87%
2007-01
Close
4.50%
251 data points
High
5.44%
Jun 12
Low
4.29%
Nov 26
Full Year Change
-7.60%
2006 Change
+6.28%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan4.87%5.02%5.09%4.81%+3.08%
Feb5.02%4.78%5.02%4.73%-4.78%
Mar4.78%4.92%4.92%4.73%+2.93%
Apr4.92%4.88%5.01%4.88%-0.81%
May4.89%5.10%5.10%4.86%+4.29%
Jun5.15%5.21%5.44%5.11%+1.17%
Jul5.18%5.00%5.36%5.00%-3.47%
Aug4.99%4.87%5.11%4.87%-2.40%
Sep4.88%4.89%4.99%4.68%+0.20%
Oct4.85%4.79%4.98%4.69%-1.24%
Nov4.69%4.44%4.71%4.29%-5.33%
Dec4.38%4.50%4.73%4.38%+2.74%

Events During 2007

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