CONVEX
Historical Year Data · 2011

5Y Treasury Yield in 2011

5Y Treasury Yield opened 2011 at 2.02% and closed at 0.83%, a -58.91% move for the year. The high of 2.40% was reached on February 10, and the low of 0.79% on September 22.

Open
2.02%
2011-01
Close
0.83%
250 data points
High
2.40%
Feb 10
Low
0.79%
Sep 22
Full Year Change
-58.91%
2010 Change
-24.15%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan2.02%1.95%2.14%1.92%-3.47%
Feb2.02%2.13%2.40%2.02%+5.45%
Mar2.11%2.24%2.30%1.87%+6.16%
Apr2.24%1.97%2.32%1.97%-12.05%
May1.96%1.68%1.96%1.68%-14.29%
Jun1.60%1.76%1.76%1.40%+10.00%
Jul1.80%1.35%1.80%1.35%-25.00%
Aug1.32%0.96%1.32%0.90%-27.27%
Sep0.90%0.96%0.99%0.79%+6.67%
Oct0.87%0.99%1.20%0.87%+13.79%
Nov0.90%0.96%0.96%0.88%+6.67%
Dec0.97%0.83%0.97%0.81%-14.43%

Events During 2011

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