CONVEX
Historical Year Data · 2016

2-Year Note Auction High Yield in 2016

2-Year Note Auction High Yield opened 2016 at 0.86% and closed at 1.28%, a +48.84% move for the year. The high of 1.28% was reached on December 27, and the low of 0.74% on June 20.

Open
0.86%
2016-01
Close
1.28%
12 data points
High
1.28%
Dec 27
Low
0.74%
Jun 20
Full Year Change
+48.84%
2015 Change
+95.56%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.86%0.86%0.86%0.86%+0.00%
Feb0.75%0.75%0.75%0.75%+0.00%
Mar0.88%0.88%0.88%0.88%+0.00%
Apr0.84%0.84%0.84%0.84%+0.00%
May0.92%0.92%0.92%0.92%+0.00%
Jun0.74%0.74%0.74%0.74%+0.00%
Jul0.76%0.76%0.76%0.76%+0.00%
Aug0.76%0.76%0.76%0.76%+0.00%
Sep0.75%0.75%0.75%0.75%+0.00%
Oct0.85%0.85%0.85%0.85%+0.00%
Nov1.08%1.08%1.08%1.08%+0.00%
Dec1.28%1.28%1.28%1.28%+0.00%

Events During 2016

Related Metrics

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