CONVEX
Historical Year Data · 2010

Baa-10Y Treasury Spread in 2010

Baa-10Y Treasury Spread opened 2010 at 2.54% and closed at 2.68%, a +5.51% move for the year. The high of 3.31% was reached on November 10, and the low of 2.37% on April 23.

Open
2.54%
2010-01
Close
2.68%
251 data points
High
3.31%
Nov 10
Low
2.37%
Apr 23
Full Year Change
+5.51%
2009 Change
-55.59%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan2.54%2.57%2.59%2.46%+1.18%
Feb2.57%2.62%2.73%2.56%+1.95%
Mar2.65%2.47%2.65%2.47%-6.79%
Apr2.44%2.38%2.46%2.37%-2.46%
May2.37%2.89%2.89%2.37%+21.94%
Jun2.92%3.08%3.12%2.91%+5.48%
Jul3.02%2.91%3.08%2.90%-3.64%
Aug2.90%3.01%3.05%2.90%+3.79%
Sep3.01%3.05%3.06%2.94%+1.33%
Oct3.07%3.15%3.26%3.07%+2.61%
Nov3.13%3.03%3.31%3.03%-3.19%
Dec3.01%2.68%3.02%2.68%-10.96%

Events During 2010

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