CONVEX
Historical Year Data · 2021

Aaa-10Y Treasury Spread in 2021

Aaa-10Y Treasury Spread opened 2021 at 1.35% and closed at 1.19%, a -11.85% move for the year. The high of 1.54% was reached on February 24, and the low of 0.99% on November 8.

Open
1.35%
2021-01
Close
1.19%
249 data points
High
1.54%
Feb 24
Low
0.99%
Nov 8
Full Year Change
-11.85%
2020 Change
+16.07%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.35%1.40%1.44%1.32%+3.70%
Feb1.44%1.42%1.54%1.37%-1.39%
Mar1.40%1.30%1.54%1.30%-7.14%
Apr1.22%1.29%1.30%1.21%+5.74%
May1.29%1.32%1.39%1.29%+2.33%
Jun1.31%1.18%1.36%1.18%-9.92%
Jul1.16%1.27%1.30%1.16%+9.48%
Aug1.28%1.24%1.31%1.22%-3.13%
Sep1.23%1.18%1.23%1.11%-4.07%
Oct1.17%1.04%1.17%1.04%-11.11%
Nov1.03%1.14%1.15%0.99%+10.68%
Dec1.16%1.19%1.25%1.08%+2.59%

Events During 2021

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