CONVEX
Historical Year Data · 2009

Baa-10Y Treasury Spread in 2009

Baa-10Y Treasury Spread opened 2009 at 5.72% and closed at 2.54%, a -55.59% move for the year. The high of 5.88% was reached on March 18, and the low of 2.54% on December 31.

Open
5.72%
2009-01
Close
2.54%
250 data points
High
5.88%
Mar 18
Low
2.54%
Dec 31
Full Year Change
-55.59%
2008 Change
+129.13%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan5.72%5.38%5.82%5.38%-5.94%
Feb5.33%5.22%5.33%5.08%-2.06%
Mar5.29%5.74%5.88%5.29%+8.51%
Apr5.70%5.08%5.70%5.08%-10.88%
May5.01%4.29%5.01%4.29%-14.37%
Jun4.26%3.64%4.26%3.51%-14.55%
Jul3.65%3.11%3.71%3.11%-14.79%
Aug3.04%2.98%3.10%2.85%-1.97%
Sep3.01%2.86%3.01%2.81%-4.98%
Oct2.90%2.86%2.96%2.80%-1.38%
Nov2.85%2.99%2.99%2.85%+4.91%
Dec3.00%2.54%3.00%2.54%-15.33%

Events During 2009

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