CONVEX
Historical Year Data · 2017

5-Year Note Auction High Yield in 2017

5-Year Note Auction High Yield opened 2017 at 1.99% and closed at 2.25%, a +12.93% move for the year. The high of 2.25% was reached on December 27, and the low of 1.74% on August 28.

Open
1.99%
2017-01
Close
2.25%
12 data points
High
2.25%
Dec 27
Low
1.74%
Aug 28
Full Year Change
+12.93%
2016 Change
+37.50%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.99%1.99%1.99%1.99%+0.00%
Feb1.94%1.94%1.94%1.94%+0.00%
Mar1.95%1.95%1.95%1.95%+0.00%
Apr1.88%1.88%1.88%1.88%+0.00%
May1.83%1.83%1.83%1.83%+0.00%
Jun1.83%1.83%1.83%1.83%+0.00%
Jul1.88%1.88%1.88%1.88%+0.00%
Aug1.74%1.74%1.74%1.74%+0.00%
Sep1.91%1.91%1.91%1.91%+0.00%
Oct2.06%2.06%2.06%2.06%+0.00%
Nov2.07%2.07%2.07%2.07%+0.00%
Dec2.25%2.25%2.25%2.25%+0.00%

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