CONVEX
Historical Year Data · 2018

Aaa-10Y Treasury Spread in 2018

Aaa-10Y Treasury Spread opened 2018 at 1.06% and closed at 1.30%, a +22.64% move for the year. The high of 1.30% was reached on December 28, and the low of 0.84% on February 1.

Open
1.06%
2018-01
Close
1.30%
249 data points
High
1.30%
Dec 28
Low
0.84%
Feb 1
Full Year Change
+22.64%
2017 Change
-29.53%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.06%0.87%1.06%0.87%-17.92%
Feb0.84%0.97%1.02%0.84%+15.48%
Mar1.01%1.03%1.06%0.98%+1.98%
Apr1.05%1.00%1.05%0.94%-4.76%
May1.02%1.02%1.08%0.97%+0.00%
Jun1.03%1.08%1.11%0.98%+4.85%
Jul1.06%0.93%1.07%0.93%-12.26%
Aug0.94%1.05%1.05%0.92%+11.70%
Sep1.08%0.94%1.08%0.92%-12.96%
Oct0.93%1.12%1.12%0.91%+20.43%
Nov1.14%1.21%1.21%0.96%+6.14%
Dec1.19%1.30%1.30%1.10%+9.24%

Events During 2018

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