CONVEX
Historical Year Data · 2016

3Y Treasury Yield in 2016

3Y Treasury Yield opened 2016 at 1.31% and closed at 1.47%, a +12.21% move for the year. The high of 1.61% was reached on December 15, and the low of 0.66% on July 5.

Open
1.31%
2016-01
Close
1.47%
250 data points
High
1.61%
Dec 15
Low
0.66%
Jul 5
Full Year Change
+12.21%
2015 Change
+22.43%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.31%0.97%1.32%0.97%-25.95%
Feb1.01%0.91%1.01%0.81%-9.90%
Mar0.98%0.87%1.16%0.87%-11.22%
Apr0.90%0.92%1.04%0.83%+2.22%
May0.96%1.03%1.08%0.86%+7.29%
Jun1.07%0.71%1.07%0.70%-33.64%
Jul0.71%0.76%0.87%0.66%+7.04%
Aug0.78%0.92%0.96%0.76%+17.95%
Sep0.91%0.88%0.95%0.85%-3.30%
Oct0.91%1.00%1.04%0.91%+9.89%
Nov0.99%1.40%1.41%0.95%+41.41%
Dec1.45%1.47%1.61%1.39%+1.38%

Events During 2016

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