CONVEX
Historical Year Data · 2021

3-Month Treasury Yield in 2021

3-Month Treasury Yield opened 2021 at 0.09% and closed at 0.06%, a -33.33% move for the year. The high of 0.09% was reached on January 4, and the low of 0.01% on March 18.

Open
0.09%
2021-01
Close
0.06%
251 data points
High
0.09%
Jan 4
Low
0.01%
Mar 18
Full Year Change
-33.33%
2020 Change
-94.16%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.09%0.06%0.09%0.06%-33.33%
Feb0.07%0.04%0.07%0.03%-42.86%
Mar0.05%0.03%0.05%0.01%-40.00%
Apr0.02%0.01%0.03%0.01%-50.00%
May0.04%0.01%0.04%0.01%-75.00%
Jun0.02%0.05%0.06%0.02%+150.00%
Jul0.05%0.06%0.06%0.05%+20.00%
Aug0.05%0.04%0.07%0.04%-20.00%
Sep0.05%0.04%0.06%0.03%-20.00%
Oct0.04%0.05%0.06%0.04%+25.00%
Nov0.05%0.05%0.06%0.04%+0.00%
Dec0.06%0.06%0.08%0.05%+0.00%

Events During 2021

Related Metrics

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