CONVEX
Historical Year Data · 2008

2-Year Note Auction High Yield in 2008

2-Year Note Auction High Yield opened 2008 at 2.24% and closed at 0.92%, a -58.78% move for the year. The high of 2.92% was reached on June 24, and the low of 0.92% on December 22.

Open
2.24%
2008-01
Close
0.92%
12 data points
High
2.92%
Jun 24
Low
0.92%
Dec 22
Full Year Change
-58.78%
2007 Change
-33.37%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan2.24%2.24%2.24%2.24%+0.00%
Feb2.04%2.04%2.04%2.04%+0.00%
Mar1.76%1.76%1.76%1.76%+0.00%
Apr2.23%2.23%2.23%2.23%+0.00%
May2.64%2.64%2.64%2.64%+0.00%
Jun2.92%2.92%2.92%2.92%+0.00%
Jul2.82%2.82%2.82%2.82%+0.00%
Aug2.38%2.38%2.38%2.38%+0.00%
Sep2.12%2.12%2.12%2.12%+0.00%
Oct1.60%1.60%1.60%1.60%+0.00%
Nov1.27%1.27%1.27%1.27%+0.00%
Dec0.92%0.92%0.92%0.92%+0.00%

Events During 2008

Related Metrics

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