CONVEX
Historical Year Data · 2024

Aaa-10Y Treasury Spread in 2024

Aaa-10Y Treasury Spread opened 2024 at 0.80% and closed at 0.82%, a +2.50% move for the year. The high of 1.10% was reached on August 5, and the low of 0.69% on April 10.

Open
0.80%
2024-01
Close
0.82%
250 data points
High
1.10%
Aug 5
Low
0.69%
Apr 10
Full Year Change
+2.50%
2023 Change
-14.44%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.80%0.87%0.87%0.75%+8.75%
Feb0.88%0.80%0.88%0.74%-9.09%
Mar0.82%0.77%0.88%0.71%-6.10%
Apr0.76%0.72%0.77%0.69%-5.26%
May0.70%0.79%0.79%0.70%+12.86%
Jun0.78%0.83%0.87%0.77%+6.41%
Jul0.84%0.95%0.95%0.81%+13.10%
Aug0.99%0.96%1.10%0.94%-3.03%
Sep0.97%0.91%1.01%0.91%-6.19%
Oct0.94%0.81%0.94%0.78%-13.83%
Nov0.80%0.83%0.83%0.71%+3.75%
Dec0.79%0.82%0.84%0.76%+3.80%

Events During 2024

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