CONVEX
Historical Year Data · 2016

5Y Treasury Yield in 2016

5Y Treasury Yield opened 2016 at 1.73% and closed at 1.93%, a +11.56% move for the year. The high of 2.10% was reached on December 15, and the low of 0.94% on July 5.

Open
1.73%
2016-01
Close
1.93%
250 data points
High
2.10%
Dec 15
Low
0.94%
Jul 5
Full Year Change
+11.56%
2015 Change
+9.32%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.73%1.33%1.73%1.33%-23.12%
Feb1.38%1.22%1.38%1.11%-11.59%
Mar1.31%1.21%1.50%1.21%-7.63%
Apr1.24%1.28%1.40%1.14%+3.23%
May1.32%1.37%1.41%1.20%+3.79%
Jun1.39%1.01%1.39%1.00%-27.34%
Jul1.00%1.03%1.15%0.94%+3.00%
Aug1.06%1.19%1.23%1.03%+12.26%
Sep1.18%1.14%1.26%1.12%-3.39%
Oct1.18%1.31%1.33%1.18%+11.02%
Nov1.30%1.83%1.83%1.24%+40.77%
Dec1.90%1.93%2.10%1.80%+1.58%

Events During 2016

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