CONVEX
Historical Year Data · 2012

7Y Treasury Yield in 2012

7Y Treasury Yield opened 2012 at 1.41% and closed at 1.18%, a -16.31% move for the year. The high of 1.78% was reached on March 20, and the low of 0.91% on July 24.

Open
1.41%
2012-01
Close
1.18%
250 data points
High
1.78%
Mar 20
Low
0.91%
Jul 24
Full Year Change
-16.31%
2011 Change
-50.73%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.41%1.24%1.51%1.24%-12.06%
Feb1.27%1.39%1.47%1.25%+9.45%
Mar1.44%1.61%1.78%1.35%+11.81%
Apr1.60%1.33%1.68%1.33%-16.88%
May1.35%1.03%1.35%1.03%-23.70%
Jun0.93%1.11%1.15%0.93%+19.35%
Jul1.04%0.98%1.08%0.91%-5.77%
Aug1.03%1.01%1.28%0.98%-1.94%
Sep1.03%1.04%1.23%1.03%+0.97%
Oct1.04%1.14%1.28%1.02%+9.62%
Nov1.16%1.04%1.19%1.01%-10.34%
Dec1.05%1.18%1.25%1.00%+12.38%

Events During 2012

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