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Historical Volatility
10 Year Note Historical Volatility
|
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Yearly |
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1982 | 8.7 | 9.4 | 12.9 | 15.6 | 10.2 | 18.1 | 8.6 | 9.3 |
11.6 |
||||
| 1983 | 7.2 | 7.4 | 6.0 | 6.6 | 6.7 | 7.9 | 10.3 | 10.2 | 7.8 | 7.8 | 6.3 | 5.3 |
7.5 |
| 1984 | 5.2 | 5.5 | 5.0 | 6.5 | 9.1 | 12.1 | 9.9 | 6.7 | 9.4 | 7.6 | 9.7 | 8.7 |
7.9 |
| 1985 | 8.4 | 7.9 | 8.5 | 7.7 | 8.5 | 14.3 | 10.3 | 7.9 | 7.8 | 6.2 | 6.5 | 7.8 |
8.5 |
| 1986 | 9.3 | 9.4 | 10.5 | 11.6 | 11.1 | 16.5 | 8.9 | 7.0 | 10.0 | 6.8 | 5.0 | 5.9 |
9.3 |
| 1987 | 4.6 | 4.5 | 5.7 | 11.6 | 12.9 | 10.5 | 5.4 | 8.2 | 9.5 | 18.6 | 6.8 | 9.2 |
9.0 |
| 1988 | 10.2 | 6.4 | 6.3 | 5.9 | 4.5 | 10.4 | 5.2 | 6.1 | 7.1 | 5.5 | 5.8 | 7.3 |
6.7 |
| 1989 | 5.0 | 5.2 | 5.8 | 6.9 | 8.7 | 7.6 | 4.8 | 6.9 | 4.9 | 4.9 | 4.7 | 4.5 |
5.8 |
| 1990 | 5.0 | 8.4 | 6.2 | 4.6 | 7.7 | 5.8 | 5.3 | 9.1 | 4.9 | 6.0 | 4.7 | 6.5 |
6.2 |
| 1991 | 7.2 | 4.6 | 6.1 | 5.1 | 5.1 | 4.1 | 4.1 | 6.2 | 3.2 | 6.7 | 4.3 | 5.2 |
5.1 |
| 1992 | 6.9 | 6.3 | 6.5 | 6.2 | 6.5 | 3.8 | 6.1 | 6.6 | 6.5 | 8.0 | 5.8 | 4.3 |
6.1 |
| 1993 | 5.3 | 6.7 | 6.7 | 4.9 | 4.2 | 4.5 | 4.8 | 3.2 | 6.1 | 4.8 | 5.9 | 4.2 |
5.1 |
| 1994 | 5.9 | 5.2 | 6.2 | 10.3 | 9.8 | 7.4 | 8.1 | 6.7 | 5.9 | 5.1 | 7.5 | 5.9 |
7.0 |
| 1995 | 6.2 | 6.9 | 5.6 | 3.1 | 5.9 | 8.7 | 6.9 | 5.4 | 5.1 | 3.4 | 3.7 | 4.4 |
5.4 |
| 1996 | 5.5 | 6.3 | 10.1 | 7.2 | 5.9 | 6.1 | 8.1 | 6.4 | 4.9 | 5.0 | 3.0 | 5.6 |
6.2 |
| 1997 | 4.9 | 5.0 | 3.8 | 4.7 | 3.5 | 3.8 | 3.5 | 5.3 | 4.8 | 5.4 | 2.3 | 3.8 |
4.2 |
| 1998 | 6.3 | 3.7 | 3.2 | 5.2 | 3.4 | 3.4 | 2.0 | 2.6 | 6.4 | 10.2 | 5.3 | 5.7 |
4.8 |
| 1999 | 5.1 | 5.3 | 4.1 | 5.8 | 6.6 | 5.9 | 4.7 | 6.4 | 5.9 | 5.3 | 3.5 | 5.0 |
5.3 |
| 2000 | 6.8 | 8.4 | 4.5 | 7.5 | 6.8 | 4.7 | 5.9 | 3.8 | 3.0 | 3.7 | 4.1 | 4.8 |
5.3 |
| 2001 | 8.3 | 5.0 | 5.6 | 8.3 | 7.4 | 5.3 | 4.6 | 4.9 | 7.2 | 5.1 | 11.3 | 10.8 |
7.0 |
| 2002 | 6.3 | 5.7 | 7.3 | 4.3 | 6.8 | 7.3 | 7.3 | 9.2 | 6.3 | 8.4 | 8.4 | 4.9 |
6.8 |
| 2003 | 5.7 | 5.0 | 6.9 | 5.1 | 4.7 | 7.9 | 8.2 | 10.8 | 7.6 | 9.2 | 7.3 | 7.5 |
7.1 |
| 2004 | 7.9 | 5.0 | 6.8 | 7.8 | 7.3 | 7.2 | 6.4 | 5.5 | 7.0 | 4.9 | 4.2 | 5.2 |
6.3 |
| 2005 | 3.2 | 4.7 | 5.2 | 4.3 | 4.5 | 5.1 | 5.0 | 4.8 | 3.7 | 3.5 | 4.9 | 4.4 |
4.4 |
| 2006 | 3.6 | 2.6 | 4.5 | 4.0 | 3.5 | 4.7 | 4.0 | 3.0 | 3.4 | 4.2 | 4.3 | 3.8 |
3.7 |
| 2007 | 3.0 | 4.2 | 3.1 | 3.4 | 2.4 | 5.3 | 6.1 | 5.0 | 6.9 | 5.1 | 6.4 | 8.4 |
4.9 |
| 2008 | 8.1 | 9.0 | 11.2 | 6.7 | 7.8 | 8.4 | 8.4 |
8.6 |
|||||
| Mean | 6.2 | 5.9 | 6.2 | 6.3 | 6.7 | 7.3 | 6.5 | 6.7 | 6.4 | 6.9 | 5.8 | 6.1 |
|
| High | 10.2 | 9.4 | 11.2 | 11.6 | 12.9 | 16.5 | 12.9 | 15.6 | 10.2 | 18.6 | 11.3 | 10.8 |
|
| Low | 3.0 | 2.6 | 3.2 | 3.1 | 2.4 | 3.4 | 2.0 | 2.6 | 3.0 | 3.4 | 2.3 | 3.8 |
|
