CONVEX
Historical Year Data · 2020

3-Month Treasury Yield in 2020

3-Month Treasury Yield opened 2020 at 1.54% and closed at 0.09%, a -94.16% move for the year. The high of 1.59% was reached on February 13, and the low of 0.00% on March 25.

Open
1.54%
2020-01
Close
0.09%
251 data points
High
1.59%
Feb 13
Low
0.00%
Mar 25
Full Year Change
-94.16%
2019 Change
-35.95%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.54%1.55%1.57%1.52%+0.65%
Feb1.57%1.27%1.59%1.27%-19.11%
Mar1.13%0.11%1.13%0.00%-90.27%
Apr0.09%0.09%0.26%0.09%+0.00%
May0.12%0.14%0.15%0.11%+16.67%
Jun0.14%0.16%0.19%0.14%+14.29%
Jul0.14%0.09%0.16%0.09%-35.71%
Aug0.10%0.11%0.12%0.09%+10.00%
Sep0.12%0.10%0.13%0.09%-16.67%
Oct0.09%0.09%0.12%0.09%+0.00%
Nov0.09%0.08%0.11%0.07%-11.11%
Dec0.09%0.09%0.11%0.08%+0.00%

Events During 2020

Related Metrics

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