CONVEX
Historical Year Data · 2009

2-Year Note Auction High Yield in 2009

2-Year Note Auction High Yield opened 2009 at 0.93% and closed at 1.09%, a +17.73% move for the year. The high of 1.15% was reached on June 23, and the low of 0.80% on November 23.

Open
0.93%
2009-01
Close
1.09%
12 data points
High
1.15%
Jun 23
Low
0.80%
Nov 23
Full Year Change
+17.73%
2008 Change
-58.78%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.93%0.93%0.93%0.93%+0.00%
Feb0.96%0.96%0.96%0.96%+0.00%
Mar0.95%0.95%0.95%0.95%+0.00%
Apr0.95%0.95%0.95%0.95%+0.00%
May0.94%0.94%0.94%0.94%+0.00%
Jun1.15%1.15%1.15%1.15%+0.00%
Jul1.08%1.08%1.08%1.08%+0.00%
Aug1.12%1.12%1.12%1.12%+0.00%
Sep1.03%1.03%1.03%1.03%+0.00%
Oct1.02%1.02%1.02%1.02%+0.00%
Nov0.80%0.80%0.80%0.80%+0.00%
Dec1.09%1.09%1.09%1.09%+0.00%

Events During 2009

Related Metrics

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