CONVEX
Historical Year Data · 2003

7Y Treasury Yield in 2003

7Y Treasury Yield opened 2003 at 3.62% and closed at 3.77%, a +4.14% move for the year. The high of 4.17% was reached on September 2, and the low of 2.63% on June 13.

Open
3.62%
2003-01
Close
3.77%
250 data points
High
4.17%
Sep 2
Low
2.63%
Jun 13
Full Year Change
+4.14%
2002 Change
-32.39%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan3.62%3.55%3.77%3.48%-1.93%
Feb3.58%3.24%3.60%3.24%-9.50%
Mar3.21%3.35%3.67%3.08%+4.36%
Apr3.35%3.39%3.55%3.35%+1.19%
May3.37%2.87%3.45%2.84%-14.84%
Jun2.94%3.03%3.09%2.63%+3.06%
Jul3.06%3.98%3.98%3.05%+30.07%
Aug4.01%4.00%4.11%3.76%-0.25%
Sep4.17%3.41%4.17%3.41%-18.23%
Oct3.40%3.80%3.97%3.40%+11.76%
Nov3.88%3.89%4.00%3.66%+0.26%
Dec3.98%3.77%3.98%3.67%-5.28%

Events During 2003

Related Metrics

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