CONVEX
Historical Year Data · 2020

Aaa-10Y Treasury Spread in 2020

Aaa-10Y Treasury Spread opened 2020 at 1.12% and closed at 1.30%, a +16.07% move for the year. The high of 3.20% was reached on March 20, and the low of 1.12% on January 2.

Open
1.12%
2020-01
Close
1.30%
251 data points
High
3.20%
Mar 20
Low
1.12%
Jan 2
Full Year Change
+16.07%
2019 Change
-13.18%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.12%1.31%1.31%1.12%+16.96%
Feb1.26%1.57%1.57%1.18%+24.60%
Mar1.51%2.03%3.20%1.51%+34.44%
Apr2.14%1.74%2.14%1.47%-18.69%
May1.78%1.78%1.97%1.75%+0.00%
Jun1.79%1.68%1.80%1.60%-6.15%
Jul1.71%1.48%1.71%1.41%-13.45%
Aug1.53%1.70%1.72%1.46%+11.11%
Sep1.66%1.63%1.69%1.59%-1.81%
Oct1.65%1.51%1.67%1.51%-8.48%
Nov1.50%1.36%1.51%1.36%-9.33%
Dec1.31%1.30%1.39%1.29%-0.76%

Events During 2020

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