CONVEX
Historical Year Data · 2005

Baa-10Y Treasury Spread in 2005

Baa-10Y Treasury Spread opened 2005 at 1.86% and closed at 1.82%, a -2.15% move for the year. The high of 1.92% was reached on May 18, and the low of 1.48% on March 11.

Open
1.86%
2005-01
Close
1.82%
250 data points
High
1.92%
May 18
Low
1.48%
Mar 11
Full Year Change
-2.15%
2004 Change
-19.83%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.86%1.75%1.86%1.75%-5.91%
Feb1.74%1.59%1.74%1.59%-8.62%
Mar1.58%1.64%1.64%1.48%+3.80%
Apr1.65%1.76%1.78%1.64%+6.67%
May1.77%1.90%1.92%1.77%+7.34%
Jun1.91%1.87%1.91%1.82%-2.09%
Jul1.83%1.67%1.85%1.67%-8.74%
Aug1.67%1.77%1.77%1.66%+5.99%
Sep1.81%1.81%1.85%1.81%+0.00%
Oct1.82%1.83%1.87%1.80%+0.55%
Nov1.84%1.89%1.91%1.82%+2.72%
Dec1.87%1.82%1.88%1.82%-2.67%

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