Historical Year Data · 2023
Aaa-10Y Treasury Spread in 2023
Aaa-10Y Treasury Spread opened 2023 at 0.90% and closed at 0.77%, a -14.44% move for the year. The high of 1.19% was reached on May 16, and the low of 0.64% on November 30.
Open
0.90%
2023-01
Close
0.77%
249 data points
High
1.19%
May 16
Low
0.64%
Nov 30
Full Year Change
-14.44%
2022 Change
-29.31%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 0.90% | 0.89% | 0.91% | 0.80% | -1.11% |
| Feb | 0.90% | 0.84% | 0.90% | 0.78% | -6.67% |
| Mar | 0.77% | 0.90% | 1.15% | 0.71% | +16.88% |
| Apr | 0.92% | 1.01% | 1.08% | 0.92% | +9.78% |
| May | 1.02% | 1.03% | 1.19% | 0.97% | +0.98% |
| Jun | 1.03% | 0.79% | 1.03% | 0.79% | -23.30% |
| Jul | 0.77% | 0.69% | 0.84% | 0.69% | -10.39% |
| Aug | 0.71% | 0.76% | 0.87% | 0.70% | +7.04% |
| Sep | 0.76% | 0.77% | 0.79% | 0.71% | +1.32% |
| Oct | 0.77% | 0.84% | 0.87% | 0.74% | +9.09% |
| Nov | 0.90% | 0.64% | 0.90% | 0.64% | -28.89% |
| Dec | 0.71% | 0.77% | 0.80% | 0.65% | +8.45% |
Events During 2023
2023 Silicon Valley Bank Collapse
Mixed
March 2023
Silicon Valley Bank collapsed on March 10, 2023, the second-largest bank failure in US history. The Fed's response redefined liquidity backstops for the banking system.
2023 Credit Suisse Forced Merger
Mixed
March 15-19, 2023
Credit Suisse was forced into an emergency acquisition by UBS over the weekend of March 18-19, 2023. The deal wiped out AT1 bondholders while preserving some equity, reshaping bank capital structure risk assessment globally.
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