CONVEX
Historical Year Data · 2024

Baa-10Y Treasury Spread in 2024

Baa-10Y Treasury Spread opened 2024 at 1.62% and closed at 1.42%, a -12.35% move for the year. The high of 1.85% was reached on August 5, and the low of 1.36% on November 12.

Open
1.62%
2024-01
Close
1.42%
250 data points
High
1.85%
Aug 5
Low
1.36%
Nov 12
Full Year Change
-12.35%
2023 Change
-20.69%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.62%1.61%1.66%1.58%-0.62%
Feb1.63%1.55%1.63%1.49%-4.91%
Mar1.57%1.50%1.59%1.49%-4.46%
Apr1.49%1.44%1.51%1.40%-3.36%
May1.43%1.46%1.49%1.43%+2.10%
Jun1.47%1.55%1.55%1.46%+5.44%
Jul1.55%1.68%1.68%1.53%+8.39%
Aug1.71%1.69%1.85%1.68%-1.17%
Sep1.73%1.63%1.75%1.63%-5.78%
Oct1.65%1.46%1.65%1.44%-11.52%
Nov1.46%1.44%1.46%1.36%-1.37%
Dec1.41%1.42%1.44%1.37%+0.71%

Events During 2024

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