CONVEX
Historical Year Data · 2008

Aaa-10Y Treasury Spread in 2008

Aaa-10Y Treasury Spread opened 2008 at 1.40% and closed at 2.45%, a +75.00% move for the year. The high of 2.79% was reached on December 16, and the low of 1.40% on January 2.

Open
1.40%
2008-01
Close
2.45%
251 data points
High
2.79%
Dec 16
Low
1.40%
Jan 2
Full Year Change
+75.00%
2007 Change
+107.58%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.40%1.71%1.75%1.40%+22.14%
Feb1.73%1.89%1.89%1.71%+9.25%
Mar1.89%2.03%2.13%1.85%+7.41%
Apr2.00%1.74%2.00%1.73%-13.00%
May1.72%1.61%1.74%1.61%-6.40%
Jun1.66%1.61%1.67%1.49%-3.01%
Jul1.61%1.74%1.74%1.58%+8.07%
Aug1.73%1.77%1.78%1.72%+2.31%
Sep1.80%2.16%2.17%1.75%+20.00%
Oct2.25%2.53%2.68%2.25%+12.44%
Nov2.49%2.67%2.73%2.49%+7.23%
Dec2.63%2.45%2.79%2.45%-6.84%

Events During 2008

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