CONVEX
Historical Year Data · 2009

3Y Treasury Yield in 2009

3Y Treasury Yield opened 2009 at 1.14% and closed at 1.70%, a +49.12% move for the year. The high of 2.00% was reached on June 8, and the low of 1.01% on January 15.

Open
1.14%
2009-01
Close
1.70%
250 data points
High
2.00%
Jun 8
Low
1.01%
Jan 15
Full Year Change
+49.12%
2008 Change
-65.40%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.14%1.32%1.34%1.01%+15.79%
Feb1.27%1.40%1.50%1.22%+10.24%
Mar1.28%1.15%1.46%1.14%-10.16%
Apr1.16%1.38%1.40%1.16%+18.97%
May1.39%1.42%1.52%1.30%+2.16%
Jun1.52%1.64%2.00%1.47%+7.89%
Jul1.57%1.62%1.73%1.40%+3.18%
Aug1.72%1.49%1.87%1.49%-13.37%
Sep1.44%1.45%1.57%1.39%+0.69%
Oct1.36%1.43%1.61%1.35%+5.15%
Nov1.44%1.12%1.46%1.12%-22.22%
Dec1.14%1.70%1.70%1.14%+49.12%

Events During 2009

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