CONVEX
Historical Year Data · 2017

Baa-10Y Treasury Spread in 2017

Baa-10Y Treasury Spread opened 2017 at 2.27% and closed at 1.77%, a -22.03% move for the year. The high of 2.30% was reached on May 2, and the low of 1.76% on December 27.

Open
2.27%
2017-01
Close
1.77%
249 data points
High
2.30%
May 2
Low
1.76%
Dec 27
Full Year Change
-22.03%
2016 Change
-29.63%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan2.27%2.23%2.27%2.19%-1.76%
Feb2.23%2.19%2.25%2.19%-1.79%
Mar2.18%2.24%2.24%2.15%+2.75%
Apr2.26%2.28%2.29%2.24%+0.88%
May2.29%2.23%2.30%2.22%-2.62%
Jun2.24%2.09%2.25%2.09%-6.70%
Jul2.07%2.06%2.09%2.05%-0.48%
Aug2.06%2.14%2.15%2.05%+3.88%
Sep2.15%2.00%2.17%2.00%-6.98%
Oct1.99%1.91%2.01%1.91%-4.02%
Nov1.92%1.88%1.95%1.88%-2.08%
Dec1.87%1.77%1.88%1.76%-5.35%

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