CONVEX
Historical Year Data · 2013

Aaa-10Y Treasury Spread in 2013

Aaa-10Y Treasury Spread opened 2013 at 1.91% and closed at 1.53%, a -19.90% move for the year. The high of 2.05% was reached on June 14, and the low of 1.53% on December 31.

Open
1.91%
2013-01
Close
1.53%
250 data points
High
2.05%
Jun 14
Low
1.53%
Dec 31
Full Year Change
-19.90%
2012 Change
+1.07%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.91%1.88%1.91%1.87%-1.57%
Feb1.89%1.95%1.96%1.88%+3.17%
Mar1.97%2.03%2.03%1.94%+3.05%
Apr2.03%2.00%2.03%1.93%-1.48%
May1.99%1.93%1.99%1.91%-3.02%
Jun1.93%1.80%2.05%1.80%-6.74%
Jul1.80%1.78%1.80%1.71%-1.11%
Aug1.77%1.71%1.84%1.71%-3.39%
Sep1.75%1.92%1.94%1.73%+9.71%
Oct1.93%1.91%1.95%1.87%-1.04%
Nov1.89%1.87%1.96%1.87%-1.06%
Dec1.86%1.53%1.87%1.53%-17.74%

Events During 2013

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