CONVEX
Historical Year Data · 2009

5-Year Note Auction High Yield in 2009

5-Year Note Auction High Yield opened 2009 at 1.82% and closed at 2.67%, a +46.43% move for the year. The high of 2.70% was reached on June 24, and the low of 1.82% on January 29.

Open
1.82%
2009-01
Close
2.67%
12 data points
High
2.70%
Jun 24
Low
1.82%
Jan 29
Full Year Change
+46.43%
2008 Change
-47.10%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.82%1.82%1.82%1.82%+0.00%
Feb1.99%1.99%1.99%1.99%+0.00%
Mar1.85%1.85%1.85%1.85%+0.00%
Apr1.94%1.94%1.94%1.94%+0.00%
May2.31%2.31%2.31%2.31%+0.00%
Jun2.70%2.70%2.70%2.70%+0.00%
Jul2.69%2.69%2.69%2.69%+0.00%
Aug2.49%2.49%2.49%2.49%+0.00%
Sep2.47%2.47%2.47%2.47%+0.00%
Oct2.39%2.39%2.39%2.39%+0.00%
Nov2.17%2.17%2.17%2.17%+0.00%
Dec2.67%2.67%2.67%2.67%+0.00%

Events During 2009

Related Metrics

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