CONVEX
Historical Year Data · 2020

Baa-10Y Treasury Spread in 2020

Baa-10Y Treasury Spread opened 2020 at 1.98% and closed at 2.18%, a +10.10% move for the year. The high of 4.31% was reached on March 23, and the low of 1.97% on January 21.

Open
1.98%
2020-01
Close
2.18%
251 data points
High
4.31%
Mar 23
Low
1.97%
Jan 21
Full Year Change
+10.10%
2019 Change
-19.18%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.98%2.13%2.13%1.97%+7.58%
Feb2.10%2.38%2.38%2.04%+13.33%
Mar2.44%3.93%4.31%2.44%+61.07%
Apr3.97%3.23%3.97%3.23%-18.64%
May3.25%3.08%3.43%3.08%-5.23%
Jun3.10%2.93%3.10%2.80%-5.48%
Jul2.89%2.60%2.89%2.56%-10.03%
Aug2.63%2.67%2.71%2.55%+1.52%
Sep2.67%2.75%2.76%2.64%+3.00%
Oct2.75%2.61%2.76%2.60%-5.09%
Nov2.60%2.29%2.60%2.29%-11.92%
Dec2.28%2.18%2.28%2.18%-4.39%

Events During 2020

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