CONVEX
Historical Year Data · 2016

20Y Real Yield (TIPS) in 2016

20Y Real Yield (TIPS) opened 2016 at 1.04% and closed at 0.82%, a -21.15% move for the year. The high of 1.11% was reached on January 11, and the low of 0.33% on July 8.

Open
1.04%
2016-01
Close
0.82%
250 data points
High
1.11%
Jan 11
Low
0.33%
Jul 8
Full Year Change
-21.15%
2015 Change
+75.41%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.04%0.95%1.11%0.95%-8.65%
Feb0.97%0.72%0.97%0.72%-25.77%
Mar0.75%0.57%0.85%0.57%-24.00%
Apr0.58%0.56%0.70%0.53%-3.45%
May0.63%0.74%0.76%0.55%+17.46%
Jun0.74%0.53%0.74%0.49%-28.38%
Jul0.43%0.33%0.54%0.33%-23.26%
Aug0.42%0.40%0.49%0.40%-4.76%
Sep0.39%0.38%0.61%0.33%-2.56%
Oct0.37%0.51%0.55%0.37%+37.84%
Nov0.51%0.75%0.80%0.51%+47.06%
Dec0.81%0.82%1.05%0.76%+1.23%

Events During 2016

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