Historical Year Data · 2008

10Y-2Y Yield Spread in 2008

10Y-2Y Yield Spread opened 2008 at 103 bps and closed at 149 bps, a +44.66% move for the year. The high of 260 bps was reached on November 13, and the low of 103 bps on January 2.

Open

103 bps

2008-01

149 bps

251 data points

High

260 bps

Nov 13

Low

103 bps

Jan 2

Full Year Change

+44.66%

2007 Change

+925.00%

Monthly Breakdown

Month	Open	Close	High	Low	Change
Jan	103 bps	150 bps	150 bps	103 bps	+45.63%
Feb	153 bps	188 bps	192 bps	153 bps	+22.88%
Mar	193 bps	183 bps	209 bps	172 bps	-5.18%
Apr	177 bps	148 bps	177 bps	146 bps	-16.38%
May	141 bps	140 bps	156 bps	136 bps	-0.71%
Jun	147 bps	136 bps	154 bps	120 bps	-7.48%
Jul	138 bps	147 bps	153 bps	135 bps	+6.52%
Aug	146 bps	147 bps	154 bps	142 bps	+0.68%
Sep	148 bps	185 bps	191 bps	136 bps	+25.00%
Oct	195 bps	245 bps	245 bps	195 bps	+25.64%
Nov	251 bps	193 bps	260 bps	190 bps	-23.11%
Dec	182 bps	149 bps	185 bps	127 bps	-18.13%

Events During 2008

2008 Financial Crisis

Deflation

September 2007 – March 2009

The 2008 Financial Crisis remains the deepest and most instructive market event of the 21st century. Subprime losses cascaded through leveraged balance sheets, froze interbank lending, and forced unprecedented central bank intervention.

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