CONVEX
Historical Year Data · 2016

3-Month Bill Auction High Yield in 2016

3-Month Bill Auction High Yield opened 2016 at 0.22% and closed at 0.56%, a +157.53% move for the year. The high of 0.56% was reached on December 27, and the low of 0.22% on January 4.

Open
0.22%
2016-01
Close
0.56%
52 data points
High
0.56%
Dec 27
Low
0.22%
Jan 4
Full Year Change
+157.53%
2015 Change
+783.33%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.22%0.31%0.31%0.22%+41.55%
Feb0.36%0.33%0.36%0.30%-7.30%
Mar0.32%0.30%0.34%0.30%-5.00%
Apr0.24%0.25%0.25%0.22%+6.72%
May0.22%0.34%0.35%0.22%+54.71%
Jun0.29%0.26%0.29%0.26%-8.65%
Jul0.27%0.33%0.33%0.27%+18.61%
Aug0.29%0.34%0.34%0.29%+17.65%
Sep0.34%0.25%0.38%0.25%-25.29%
Oct0.32%0.35%0.36%0.32%+12.70%
Nov0.43%0.50%0.52%0.43%+16.67%
Dec0.50%0.56%0.56%0.50%+13.48%

Events During 2016

Related Metrics

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