CONVEX
Historical Year Data · 2016

3-Month Treasury Yield in 2016

3-Month Treasury Yield opened 2016 at 0.22% and closed at 0.51%, a +131.82% move for the year. The high of 0.55% was reached on November 14, and the low of 0.18% on September 22.

Open
0.22%
2016-01
Close
0.51%
250 data points
High
0.55%
Nov 14
Low
0.18%
Sep 22
Full Year Change
+131.82%
2015 Change
+700.00%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.22%0.33%0.35%0.20%+50.00%
Feb0.35%0.33%0.35%0.28%-5.71%
Mar0.33%0.21%0.36%0.20%-36.36%
Apr0.23%0.22%0.25%0.21%-4.35%
May0.22%0.34%0.35%0.19%+54.55%
Jun0.30%0.26%0.31%0.24%-13.33%
Jul0.28%0.28%0.33%0.25%+0.00%
Aug0.29%0.33%0.34%0.26%+13.79%
Sep0.33%0.29%0.37%0.18%-12.12%
Oct0.32%0.34%0.37%0.30%+6.25%
Nov0.35%0.48%0.55%0.35%+37.14%
Dec0.48%0.51%0.55%0.47%+6.25%

Events During 2016

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