CONVEX
Historical Year Data · 2020

5-Year Note Auction High Yield in 2020

5-Year Note Auction High Yield opened 2020 at 1.45% and closed at 0.39%, a -72.79% move for the year. The high of 1.45% was reached on January 27, and the low of 0.28% on September 23.

Open
1.45%
2020-01
Close
0.39%
12 data points
High
1.45%
Jan 27
Low
0.28%
Sep 23
Full Year Change
-72.79%
2019 Change
-31.83%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.45%1.45%1.45%1.45%+0.00%
Feb1.15%1.15%1.15%1.15%+0.00%
Mar0.54%0.54%0.54%0.54%+0.00%
Apr0.39%0.39%0.39%0.39%+0.00%
May0.33%0.33%0.33%0.33%+0.00%
Jun0.33%0.33%0.33%0.33%+0.00%
Jul0.29%0.29%0.29%0.29%+0.00%
Aug0.30%0.30%0.30%0.30%+0.00%
Sep0.28%0.28%0.28%0.28%+0.00%
Oct0.33%0.33%0.33%0.33%+0.00%
Nov0.40%0.40%0.40%0.40%+0.00%
Dec0.39%0.39%0.39%0.39%+0.00%

Events During 2020

Related Metrics

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