Historical Year Data · 1996

10Y-2Y Yield Spread in 1996

10Y-2Y Yield Spread opened 1996 at 42 bps and closed at 55 bps, a +30.95% move for the year. The high of 86 bps was reached on February 16, and the low of 41 bps on January 3.

Open

42 bps

1996-01

55 bps

252 data points

High

86 bps

Feb 16

Low

41 bps

Jan 3

Full Year Change

+30.95%

1995 Change

+166.67%

Monthly Breakdown

Month	Open	Close	High	Low	Change
Jan	42 bps	67 bps	67 bps	41 bps	+59.52%
Feb	70 bps	69 bps	86 bps	68 bps	-1.43%
Mar	73 bps	55 bps	73 bps	53 bps	-24.66%
Apr	52 bps	63 bps	63 bps	48 bps	+21.15%
May	65 bps	58 bps	71 bps	58 bps	-10.77%
Jun	61 bps	62 bps	66 bps	53 bps	+1.64%
Jul	59 bps	58 bps	62 bps	56 bps	-1.69%
Aug	57 bps	62 bps	63 bps	57 bps	+8.77%
Sep	57 bps	62 bps	64 bps	56 bps	+8.77%
Oct	62 bps	60 bps	64 bps	59 bps	-3.23%
Nov	59 bps	47 bps	59 bps	46 bps	-20.34%
Dec	47 bps	55 bps	57 bps	45 bps	+17.02%

Events During 1996

1990 Japanese Bubble Collapse

Deflation

January 1990 – 2003

The Nikkei 225 peaked at 38,957 on December 29, 1989, then fell 82% over 13 years. Japan entered its "lost decades" of deflation, zero rates, and structural stagnation that still shapes global markets today.

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