CONVEX
Historical Year Data · 2016

Baa-10Y Treasury Spread in 2016

Baa-10Y Treasury Spread opened 2016 at 3.24% and closed at 2.28%, a -29.63% move for the year. The high of 3.63% was reached on February 11, and the low of 2.24% on December 15.

Open
3.24%
2016-01
Close
2.28%
250 data points
High
3.63%
Feb 11
Low
2.24%
Dec 15
Full Year Change
-29.63%
2015 Change
+28.69%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan3.24%3.48%3.48%3.24%+7.41%
Feb3.49%3.55%3.63%3.49%+1.72%
Mar3.54%3.12%3.54%3.05%-11.86%
Apr3.10%2.86%3.10%2.85%-7.74%
May2.86%2.84%2.91%2.84%-0.70%
Jun2.82%2.92%2.98%2.82%+3.55%
Jul2.86%2.71%2.86%2.65%-5.24%
Aug2.73%2.61%2.76%2.59%-4.40%
Sep2.62%2.69%2.72%2.62%+2.67%
Oct2.66%2.61%2.66%2.58%-1.88%
Nov2.61%2.45%2.67%2.45%-6.13%
Dec2.42%2.28%2.44%2.24%-5.79%

Events During 2016

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