CONVEX
Historical Year Data · 2013

Baa-10Y Treasury Spread in 2013

Baa-10Y Treasury Spread opened 2013 at 2.85% and closed at 2.33%, a -18.25% move for the year. The high of 2.96% was reached on March 28, and the low of 2.33% on December 31.

Open
2.85%
2013-01
Close
2.33%
250 data points
High
2.96%
Mar 28
Low
2.33%
Dec 31
Full Year Change
-18.25%
2012 Change
-13.37%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan2.85%2.82%2.85%2.80%-1.05%
Feb2.84%2.89%2.90%2.84%+1.76%
Mar2.90%2.96%2.96%2.85%+2.07%
Apr2.91%2.83%2.91%2.80%-2.75%
May2.82%2.79%2.83%2.73%-1.06%
Jun2.82%2.83%2.93%2.82%+0.35%
Jul2.83%2.68%2.83%2.67%-5.30%
Aug2.66%2.56%2.74%2.56%-3.76%
Sep2.58%2.75%2.75%2.55%+6.59%
Oct2.76%2.65%2.78%2.65%-3.99%
Nov2.64%2.61%2.72%2.61%-1.14%
Dec2.60%2.33%2.62%2.33%-10.38%

Events During 2013

Related Metrics

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