CONVEX
Historical Year Data · 2009

Aaa-10Y Treasury Spread in 2009

Aaa-10Y Treasury Spread opened 2009 at 2.37% and closed at 1.48%, a -37.55% move for the year. The high of 3.00% was reached on March 18, and the low of 1.48% on December 31.

Open
2.37%
2009-01
Close
1.48%
250 data points
High
3.00%
Mar 18
Low
1.48%
Dec 31
Full Year Change
-37.55%
2008 Change
+75.00%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan2.37%2.45%2.63%2.37%+3.38%
Feb2.43%2.41%2.55%2.29%-0.82%
Mar2.50%2.68%3.00%2.45%+7.20%
Apr2.64%2.29%2.64%2.29%-13.26%
May2.29%1.89%2.34%1.89%-17.47%
Jun1.99%1.84%2.01%1.74%-7.54%
Jul1.90%1.66%1.96%1.66%-12.63%
Aug1.63%1.72%1.77%1.52%+5.52%
Sep1.76%1.73%1.78%1.67%-1.70%
Oct1.74%1.75%1.80%1.66%+0.57%
Nov1.74%1.80%1.82%1.74%+3.45%
Dec1.81%1.48%1.82%1.48%-18.23%

Events During 2009

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