CONVEX
Historical Year Data · 2005

Aaa-10Y Treasury Spread in 2005

Aaa-10Y Treasury Spread opened 2005 at 1.20% and closed at 0.87%, a -27.50% move for the year. The high of 1.20% was reached on January 3, and the low of 0.79% on August 9.

Open
1.20%
2005-01
Close
0.87%
250 data points
High
1.20%
Jan 3
Low
0.79%
Aug 9
Full Year Change
-27.50%
2004 Change
-11.85%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.20%1.08%1.20%1.08%-10.00%
Feb1.07%0.99%1.07%0.99%-7.48%
Mar0.97%0.90%0.99%0.86%-7.22%
Apr0.90%1.00%1.04%0.90%+11.11%
May1.00%1.02%1.09%0.97%+2.00%
Jun1.02%0.97%1.02%0.94%-4.90%
Jul0.93%0.80%0.94%0.80%-13.98%
Aug0.81%0.89%0.89%0.79%+9.88%
Sep0.92%0.88%0.96%0.88%-4.35%
Oct0.88%0.86%0.91%0.84%-2.27%
Nov0.86%0.93%0.93%0.86%+8.14%
Dec0.93%0.87%0.93%0.87%-6.45%

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