CONVEX
Historical Year Data · 2011

6-Month Bill Auction High Yield in 2011

6-Month Bill Auction High Yield opened 2011 at 0.19% and closed at 0.06%, a -70.98% move for the year. The high of 0.19% was reached on January 3, and the low of 0.03% on September 19.

Open
0.19%
2011-01
Close
0.06%
52 data points
High
0.19%
Jan 3
Low
0.03%
Sep 19
Full Year Change
-70.98%
2010 Change
+24.59%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.19%0.17%0.19%0.17%-10.36%
Feb0.18%0.17%0.18%0.16%-2.81%
Mar0.16%0.17%0.17%0.14%+9.49%
Apr0.13%0.12%0.13%0.11%-11.36%
May0.10%0.12%0.12%0.07%+14.71%
Jun0.11%0.10%0.11%0.10%-9.35%
Jul0.08%0.10%0.10%0.06%+25.93%
Aug0.15%0.05%0.15%0.05%-69.93%
Sep0.07%0.04%0.07%0.03%-49.30%
Oct0.06%0.06%0.07%0.05%-8.20%
Nov0.04%0.07%0.07%0.04%+97.22%
Dec0.05%0.06%0.06%0.04%+9.80%

Events During 2011

Related Metrics

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