CONVEX
Historical Year Data · 2011

3Y Treasury Yield in 2011

3Y Treasury Yield opened 2011 at 1.03% and closed at 0.36%, a -65.05% move for the year. The high of 1.41% was reached on February 14, and the low of 0.29% on September 19.

Open
1.03%
2011-01
Close
0.36%
250 data points
High
1.41%
Feb 14
Low
0.29%
Sep 19
Full Year Change
-65.05%
2010 Change
-38.55%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.03%0.98%1.16%0.96%-4.85%
Feb1.04%1.18%1.41%1.04%+13.46%
Mar1.15%1.29%1.32%0.98%+12.17%
Apr1.31%1.01%1.36%1.01%-22.90%
May1.01%0.79%1.03%0.79%-21.78%
Jun0.74%0.81%0.81%0.57%+9.46%
Jul0.85%0.55%0.85%0.55%-35.29%
Aug0.55%0.33%0.55%0.32%-40.00%
Sep0.31%0.42%0.43%0.29%+35.48%
Oct0.39%0.41%0.54%0.39%+5.13%
Nov0.38%0.41%0.43%0.37%+7.89%
Dec0.41%0.36%0.45%0.35%-12.20%

Events During 2011

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