CONVEX
Historical Year Data · 2017

6-Month Treasury Yield in 2017

6-Month Treasury Yield opened 2017 at 0.65% and closed at 1.53%, a +135.38% move for the year. The high of 1.54% was reached on December 21, and the low of 0.59% on January 12.

Open
0.65%
2017-01
Close
1.53%
250 data points
High
1.54%
Dec 21
Low
0.59%
Jan 12
Full Year Change
+135.38%
2016 Change
+26.53%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.65%0.64%0.65%0.59%-1.54%
Feb0.65%0.69%0.69%0.62%+6.15%
Mar0.79%0.91%0.93%0.79%+15.19%
Apr0.92%0.99%0.99%0.92%+7.61%
May0.98%1.08%1.08%0.98%+10.20%
Jun1.07%1.14%1.14%1.06%+6.54%
Jul1.13%1.13%1.15%1.10%+0.00%
Aug1.15%1.08%1.16%1.08%-6.09%
Sep1.10%1.20%1.20%1.10%+9.09%
Oct1.22%1.28%1.29%1.21%+4.92%
Nov1.30%1.44%1.46%1.29%+10.77%
Dec1.45%1.53%1.54%1.45%+5.52%

Related Metrics

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