CONVEX
Historical Year Data · 2017

3Y Treasury Yield in 2017

3Y Treasury Yield opened 2017 at 1.50% and closed at 1.98%, a +32.00% move for the year. The high of 2.02% was reached on December 26, and the low of 1.35% on April 18.

Open
1.50%
2017-01
Close
1.98%
250 data points
High
2.02%
Dec 26
Low
1.35%
Apr 18
Full Year Change
+32.00%
2016 Change
+12.21%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.50%1.46%1.53%1.42%-2.67%
Feb1.49%1.49%1.57%1.38%+0.00%
Mar1.57%1.50%1.69%1.50%-4.46%
Apr1.47%1.45%1.52%1.35%-1.36%
May1.48%1.44%1.57%1.42%-2.70%
Jun1.45%1.55%1.55%1.42%+6.90%
Jul1.60%1.51%1.60%1.50%-5.63%
Aug1.50%1.44%1.53%1.43%-4.00%
Sep1.46%1.62%1.62%1.38%+10.96%
Oct1.63%1.73%1.76%1.62%+6.13%
Nov1.74%1.90%1.90%1.73%+9.20%
Dec1.90%1.98%2.02%1.90%+4.21%

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