CONVEX
Historical Year Data · 2017

Aaa-10Y Treasury Spread in 2017

Aaa-10Y Treasury Spread opened 2017 at 1.49% and closed at 1.05%, a -29.53% move for the year. The high of 1.60% was reached on April 5, and the low of 1.05% on December 27.

Open
1.49%
2017-01
Close
1.05%
249 data points
High
1.60%
Apr 5
Low
1.05%
Dec 27
Full Year Change
-29.53%
2016 Change
-14.53%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.49%1.54%1.54%1.46%+3.36%
Feb1.53%1.48%1.57%1.48%-3.27%
Mar1.49%1.54%1.56%1.46%+3.36%
Apr1.56%1.56%1.60%1.53%+0.00%
May1.59%1.54%1.59%1.52%-3.14%
Jun1.55%1.40%1.55%1.40%-9.68%
Jul1.37%1.38%1.40%1.35%+0.73%
Aug1.38%1.47%1.49%1.36%+6.52%
Sep1.48%1.29%1.55%1.29%-12.84%
Oct1.27%1.20%1.28%1.19%-5.51%
Nov1.19%1.19%1.29%1.18%+0.00%
Dec1.15%1.05%1.16%1.05%-8.70%

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