CONVEX
Historical Year Data · 2011

3-Month Treasury Yield in 2011

3-Month Treasury Yield opened 2011 at 0.15% and closed at 0.02%, a -86.67% move for the year. The high of 0.16% was reached on January 18, and the low of 0.00% on September 22.

Open
0.15%
2011-01
Close
0.02%
250 data points
High
0.16%
Jan 18
Low
0.00%
Sep 22
Full Year Change
-86.67%
2010 Change
+50.00%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.15%0.15%0.16%0.14%+0.00%
Feb0.15%0.15%0.16%0.09%+0.00%
Mar0.14%0.09%0.14%0.07%-35.71%
Apr0.07%0.04%0.07%0.04%-42.86%
May0.05%0.06%0.06%0.02%+20.00%
Jun0.05%0.03%0.05%0.01%-40.00%
Jul0.02%0.10%0.10%0.01%+400.00%
Aug0.10%0.02%0.10%0.01%-80.00%
Sep0.02%0.02%0.02%0.00%+0.00%
Oct0.02%0.01%0.04%0.00%-50.00%
Nov0.01%0.01%0.03%0.01%+0.00%
Dec0.01%0.02%0.02%0.00%+100.00%

Events During 2011

Related Metrics

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