CONVEX
Historical Year Data · 2016

Aaa-10Y Treasury Spread in 2016

Aaa-10Y Treasury Spread opened 2016 at 1.79% and closed at 1.53%, a -14.53% move for the year. The high of 2.26% was reached on February 11, and the low of 1.47% on December 15.

Open
1.79%
2016-01
Close
1.53%
250 data points
High
2.26%
Feb 11
Low
1.47%
Dec 15
Full Year Change
-14.53%
2015 Change
+14.19%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.79%2.11%2.11%1.76%+17.88%
Feb2.11%2.10%2.26%2.10%-0.47%
Mar2.08%1.94%2.08%1.82%-6.73%
Apr1.93%1.80%1.93%1.69%-6.74%
May1.80%1.79%1.89%1.79%-0.56%
Jun1.78%1.90%1.98%1.78%+6.74%
Jul1.88%1.79%1.88%1.72%-4.79%
Aug1.81%1.66%1.91%1.65%-8.29%
Sep1.67%1.84%1.84%1.67%+10.18%
Oct1.80%1.77%1.80%1.70%-1.67%
Nov1.77%1.64%1.84%1.64%-7.34%
Dec1.63%1.53%1.66%1.47%-6.13%

Events During 2016

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