CONVEX
Historical Year Data · 2007

6-Month Treasury Yield in 2007

6-Month Treasury Yield opened 2007 at 5.11% and closed at 3.49%, a -31.70% move for the year. The high of 5.19% was reached on January 29, and the low of 3.17% on December 11.

Open
5.11%
2007-01
Close
3.49%
251 data points
High
5.19%
Jan 29
Low
3.17%
Dec 11
Full Year Change
-31.70%
2006 Change
+15.68%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan5.11%5.16%5.19%5.07%+0.98%
Feb5.16%5.12%5.18%5.10%-0.78%
Mar5.11%5.06%5.13%5.06%-0.98%
Apr5.09%5.03%5.11%5.03%-1.18%
May5.01%4.96%5.03%4.86%-1.00%
Jun4.98%4.93%5.01%4.87%-1.00%
Jul5.02%4.99%5.10%4.94%-0.60%
Aug4.96%4.21%5.01%4.08%-15.12%
Sep4.52%4.09%4.52%4.06%-9.51%
Oct4.15%4.09%4.40%4.00%-1.45%
Nov3.95%3.37%3.95%3.28%-14.68%
Dec3.28%3.49%3.58%3.17%+6.40%

Events During 2007

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