CONVEX
Historical Year Data · 2010

5-Year Note Auction High Yield in 2010

5-Year Note Auction High Yield opened 2010 at 2.37% and closed at 2.15%, a -9.32% move for the year. The high of 2.60% was reached on March 24, and the low of 1.26% on September 28.

Open
2.37%
2010-01
Close
2.15%
12 data points
High
2.60%
Mar 24
Low
1.26%
Sep 28
Full Year Change
-9.32%
2009 Change
+46.43%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan2.37%2.37%2.37%2.37%+0.00%
Feb2.40%2.40%2.40%2.40%+0.00%
Mar2.60%2.60%2.60%2.60%+0.00%
Apr2.54%2.54%2.54%2.54%+0.00%
May2.13%2.13%2.13%2.13%+0.00%
Jun2.00%2.00%2.00%2.00%+0.00%
Jul1.80%1.80%1.80%1.80%+0.00%
Aug1.37%1.37%1.37%1.37%+0.00%
Sep1.26%1.26%1.26%1.26%+0.00%
Oct1.33%1.33%1.33%1.33%+0.00%
Nov1.41%1.41%1.41%1.41%+0.00%
Dec2.15%2.15%2.15%2.15%+0.00%

Events During 2010

Related Metrics

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