CONVEX
Historical Year Data · 2008

Baa-10Y Treasury Spread in 2008

Baa-10Y Treasury Spread opened 2008 at 2.54% and closed at 5.82%, a +129.13% move for the year. The high of 6.16% was reached on December 4, and the low of 2.54% on January 2.

Open
2.54%
2008-01
Close
5.82%
251 data points
High
6.16%
Dec 4
Low
2.54%
Jan 2
Full Year Change
+129.13%
2007 Change
+53.66%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan2.54%2.96%2.98%2.54%+16.54%
Feb2.98%3.22%3.22%2.98%+8.05%
Mar3.22%3.45%3.50%3.19%+7.14%
Apr3.43%3.10%3.43%3.10%-9.62%
May3.04%3.00%3.08%2.97%-1.32%
Jun3.05%3.05%3.05%2.90%+0.00%
Jul3.06%3.22%3.24%3.05%+5.23%
Aug3.21%3.29%3.31%3.20%+2.49%
Sep3.33%4.00%4.01%3.32%+20.12%
Oct4.10%5.53%5.60%4.10%+34.88%
Nov5.53%6.10%6.10%5.40%+10.31%
Dec6.12%5.82%6.16%5.82%-4.90%

Events During 2008

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