CONVEX
Historical Year Data · 2010

Aaa-10Y Treasury Spread in 2010

Aaa-10Y Treasury Spread opened 2010 at 1.50% and closed at 1.58%, a +5.33% move for the year. The high of 2.27% was reached on November 10, and the low of 1.39% on May 6.

Open
1.50%
2010-01
Close
1.58%
251 data points
High
2.27%
Nov 10
Low
1.39%
May 6
Full Year Change
+5.33%
2009 Change
-37.55%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.50%1.61%1.65%1.41%+7.33%
Feb1.62%1.60%1.73%1.60%-1.23%
Mar1.61%1.48%1.62%1.48%-8.07%
Apr1.44%1.44%1.47%1.42%+0.00%
May1.43%1.70%1.70%1.39%+18.88%
Jun1.66%1.69%1.74%1.63%+1.81%
Jul1.66%1.76%1.77%1.66%+6.02%
Aug1.79%1.79%1.89%1.74%+0.00%
Sep1.80%2.01%2.01%1.78%+11.67%
Oct2.03%2.12%2.22%2.03%+4.43%
Nov2.10%1.98%2.27%1.98%-5.71%
Dec1.95%1.58%1.98%1.58%-18.97%

Events During 2010

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