CONVEX
Historical Year Data · 2012

3Y Treasury Yield in 2012

3Y Treasury Yield opened 2012 at 0.40% and closed at 0.36%, a -10.00% move for the year. The high of 0.62% was reached on March 20, and the low of 0.28% on July 23.

Open
0.40%
2012-01
Close
0.36%
250 data points
High
0.62%
Mar 20
Low
0.28%
Jul 23
Full Year Change
-10.00%
2011 Change
-65.05%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.40%0.30%0.40%0.30%-25.00%
Feb0.31%0.43%0.44%0.31%+38.71%
Mar0.43%0.51%0.62%0.40%+18.60%
Apr0.50%0.38%0.56%0.38%-24.00%
May0.39%0.35%0.42%0.35%-10.26%
Jun0.34%0.41%0.42%0.34%+20.59%
Jul0.39%0.30%0.39%0.28%-23.08%
Aug0.32%0.30%0.42%0.30%-6.25%
Sep0.31%0.31%0.36%0.31%+0.00%
Oct0.31%0.38%0.43%0.31%+22.58%
Nov0.38%0.34%0.41%0.32%-10.53%
Dec0.34%0.36%0.39%0.32%+5.88%

Events During 2012

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