30 Year US Treasury Bond Historical Volatility
Volatility is measurement of the change in price over a given period. It is often expressed as a percentage and computed as the annualized standard deviation of the percentage change in daily price.
|
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Yearly |
|
| 1980 | 13.6 | 28.6 | 26.3 | 21.8 | 22.2 | 18.3 | 21.4 | 18.6 | 19.8 | 19.6 | 24.0 | 26.5 | 21.7 |
| 1981 | 18.4 | 19.1 | 19.9 | 18.3 | 21.7 | 15.5 | 18.5 | 19.0 | 20.3 | 22.0 | 21.6 | 22.4 | 19.7 |
| 1982 | 19.3 | 23.2 | 14.7 | 12.0 | 13.1 | 13.0 | 14.5 | 19.1 | 14.0 | 24.5 | 14.9 | 14.3 | 16.4 |
| 1983 | 10.6 | 11.0 | 10.2 | 9.4 | 10.1 | 10.3 | 13.9 | 15.5 | 10.1 | 10.6 | 8.3 | 7.6 | 10.6 |
| 1984 | 6.9 | 7.3 | 7.0 | 9.6 | 12.1 | 16.1 | 15.2 | 10.1 | 13.0 | 11.1 | 12.1 | 11.0 | 11.0 |
| 1985 | 11.1 | 11.0 | 11.4 | 10.3 | 10.9 | 17.5 | 12.5 | 10.4 | 11.7 | 9.4 | 9.6 | 10.7 | 11.4 |
| 1986 | 13.8 | 13.6 | 16.2 | 18.0 | 18.6 | 21.4 | 16.0 | 13.7 | 19.4 | 11.3 | 11.4 | 11.4 | 15.4 |
| 1987 | 10.0 | 8.2 | 10.0 | 17.2 | 20.2 | 14.6 | 9.9 | 13.0 | 14.3 | 25.7 | 10.8 | 16.2 | 14.2 |
| 1988 | 16.9 | 9.2 | 9.9 | 9.1 | 7.0 | 15.4 | 8.8 | 9.6 | 11.1 | 9.0 | 8.8 | 10.6 | 10.5 |
| 1989 | 7.6 | 8.0 | 8.9 | 8.1 | 11.3 | 10.5 | 6.9 | 9.3 | 6.8 | 6.2 | 6.4 | 6.2 | 8.0 |
| 1990 | 8.2 | 11.7 | 10.8 | 7.8 | 10.7 | 8.2 | 7.3 | 14.5 | 8.2 | 9.7 | 8.4 | 9.9 | 9.6 |
| 1991 | 12.8 | 7.8 | 9.2 | 7.8 | 8.5 | 6.6 | 6.3 | 8.8 | 5.0 | 10.3 | 7.7 | 6.1 | 8.1 |
| 1992 | 8.6 | 8.1 | 8.7 | 7.7 | 8.3 | 5.0 | 8.0 | 7.3 | 9.1 | 7.8 | 6.4 | 5.1 | 7.5 |
| 1993 | 8.1 | 8.3 | 9.0 | 8.6 | 8.8 | 6.9 | 6.6 | 5.5 | 10.2 | 8.5 | 9.8 | 7.8 | 8.2 |
| 1994 | 9.2 | 8.6 | 10.3 | 14.3 | 13.2 | 11.7 | 10.9 | 10.7 | 9.0 | 7.1 | 10.5 | 9.0 | 10.3 |
| 1995 | 8.8 | 8.6 | 8.2 | 4.4 | 8.4 | 12.2 | 11.3 | 8.5 | 8.8 | 6.7 | 6.2 | 7.3 | 8.3 |
| 1996 | 9.6 | 8.8 | 13.1 | 10.8 | 10.3 | 9.1 | 12.4 | 9.6 | 7.9 | 8.4 | 5.8 | 9.1 | 9.6 |
| 1997 | 8.4 | 7.8 | 6.0 | 7.5 | 5.9 | 6.5 | 6.0 | 9.1 | 8.5 | 8.5 | 4.0 | 6.2 | 7.0 |
| 1998 | 10.1 | 6.6 | 5.5 | 8.9 | 6.0 | 6.2 | 4.8 | 4.3 | 7.7 | 15.4 | 8.7 | 7.8 | 7.7 |
| 1999 | 9.4 | 9.7 | 6.8 | 12.0 | 9.8 | 8.4 | 6.7 | 8.3 | 9.3 | 7.9 | 6.4 | 8.5 | 8.6 |
| 2000 | 11.2 | 11.9 | 7.2 | 10.1 | 11.4 | 15.3 | 8.8 | 5.3 | 6.4 | 5.7 | 7.0 | 6.1 | 8.9 |
| 2001 | 11.4 | 8.0 | 8.3 | 12.2 | 10.6 | 7.5 | 6.4 | 6.7 | 11.5 | 8.7 | 15.1 | 16.1 | 10.2 |
| 2002 | 9.9 | 8.3 | 10.6 | 6.7 | 9.8 | 11.6 | 10.5 | 13.5 | 10.4 | 12.8 | 14.7 | 8.0 | 10.6 |
| 2003 | 9.4 | 9.0 | 10.8 | 7.9 | 9.2 | 12.3 | 14.0 | 16.1 | 12.4 | 13.6 | 11.5 | 10.8 | 11.4 |
| 2004 | 11.1 | 7.6 | 10.3 | 10.7 | 10.1 | 11.1 | 10.2 | 7.6 | 10.0 | 8.3 | 8.8 | 9.7 | 9.6 |
| 2005 | 5.6 | 7.9 | 8.7 | 6.5 | 6.0 | 8.1 | 8.4 | 6.5 | 6.1 | 6.2 | 8.4 | 6.8 | 7.1 |
| 2006 | 6.2 | 5.3 | 6.6 | 6.4 | 5.9 | 7.0 | 5.8 | 4.2 | 6.2 | 6.4 | 6.2 | 5.7 | 6.0 |
| 2007 | 5.0 | 6.5 | 4.5 | 5.0 | 3.8 | 8.9 | 8.4 | 7.1 | 9.5 | 7.7 | 9.5 | 6.9 | |
| Mean | 10.4 | 10.3 | 10.3 | 10.3 | 10.9 | 11.3 | 10.4 | 10.4 | 10.6 | 11.0 | 10.1 | 10.3 | 10.5 |
| High | 19.3 | 28.6 | 26.3 | 21.8 | 22.2 | 21.4 | 21.4 | 19.1 | 20.3 | 25.7 | 24.0 | 26.5 | 28.6 |
| Low | 5.0 | 5.3 | 5.5 | 4.4 | 3.8 | 5.0 | 4.8 | 4.3 | 5.0 | 5.7 | 4.0 | 5.1 | 3.8 |
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