CONVEX
Historical Year Data · 1979

10Y-2Y Yield Spread in 1979

10Y-2Y Yield Spread opened 1979 at -82 bps and closed at -90 bps, a -9.76% move for the year. The high of -6 bps was reached on July 12, and the low of -169 bps on October 24.

Open
-82 bps
1979-01
Close
-90 bps
248 data points
High
-6 bps
Jul 12
Low
-169 bps
Oct 24
Full Year Change
-9.76%
1978 Change
-240.68%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan-82 bps-69 bps-69 bps-82 bps+15.85%
Feb-67 bps-72 bps-55 bps-72 bps-7.46%
Mar-70 bps-61 bps-61 bps-72 bps+12.86%
Apr-63 bps-56 bps-51 bps-67 bps+11.11%
May-55 bps-50 bps-48 bps-58 bps+9.09%
Jun-51 bps-16 bps-12 bps-51 bps+68.63%
Jul-17 bps-30 bps-6 bps-37 bps-76.47%
Aug-24 bps-60 bps-24 bps-60 bps-150.00%
Sep-68 bps-66 bps-66 bps-78 bps+2.94%
Oct-63 bps-134 bps-63 bps-169 bps-112.70%
Nov-129 bps-95 bps-86 bps-144 bps+26.36%
Dec-98 bps-90 bps-89 bps-127 bps+8.16%

Events During 1979

Related Metrics

Get historical context as markets unfold, regime classification, scenario triggers, and analysis in your inbox.