CONVEX
Historical Year Data · 2001

3Y Treasury Yield in 2001

3Y Treasury Yield opened 2001 at 4.82% and closed at 3.59%, a -25.52% move for the year. The high of 4.92% was reached on January 3, and the low of 2.70% on November 7.

Open
4.82%
2001-01
Close
3.59%
248 data points
High
4.92%
Jan 3
Low
2.70%
Nov 7
Full Year Change
-25.52%
2000 Change
-21.18%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan4.82%4.67%4.92%4.55%-3.11%
Feb4.59%4.48%4.92%4.48%-2.40%
Mar4.48%4.33%4.57%4.26%-3.35%
Apr4.37%4.55%4.65%4.22%+4.12%
May4.50%4.49%4.61%4.27%-0.22%
Jun4.49%4.52%4.52%4.18%+0.67%
Jul4.47%4.06%4.50%4.06%-9.17%
Aug4.09%3.91%4.22%3.88%-4.40%
Sep4.10%3.22%4.10%3.15%-21.46%
Oct3.18%2.87%3.30%2.87%-9.75%
Nov2.91%3.30%3.70%2.70%+13.40%
Dec3.28%3.59%3.80%3.28%+9.45%

Events During 2001

Related Metrics

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