CONVEX
Historical Year Data · 2001

3-Month Treasury Yield in 2001

3-Month Treasury Yield opened 2001 at 5.87% and closed at 1.74%, a -70.36% move for the year. The high of 5.87% was reached on January 2, and the low of 1.66% on December 11.

Open
5.87%
2001-01
Close
1.74%
248 data points
High
5.87%
Jan 2
Low
1.66%
Dec 11
Full Year Change
-70.36%
2000 Change
+7.48%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan5.87%4.99%5.87%4.99%-14.99%
Feb5.00%4.85%5.08%4.81%-3.00%
Mar4.84%4.30%4.84%4.26%-11.16%
Apr4.22%3.95%4.22%3.75%-6.40%
May3.92%3.63%3.92%3.57%-7.40%
Jun3.67%3.65%3.68%3.45%-0.54%
Jul3.67%3.54%3.67%3.53%-3.54%
Aug3.53%3.37%3.53%3.36%-4.53%
Sep3.44%2.40%3.44%2.19%-30.23%
Oct2.37%2.05%2.37%2.05%-13.50%
Nov2.06%1.78%2.06%1.78%-13.59%
Dec1.78%1.74%1.78%1.66%-2.25%

Events During 2001

Related Metrics

Get historical context as markets unfold, regime classification, scenario triggers, and analysis in your inbox.