Historical Year Data · 2009

10Y-2Y Yield Spread in 2009

10Y-2Y Yield Spread opened 2009 at 158 bps and closed at 271 bps, a +71.52% move for the year. The high of 282 bps was reached on December 24, and the low of 150 bps on January 15.

Open

158 bps

2009-01

271 bps

250 data points

High

282 bps

Dec 24

Low

150 bps

Jan 15

Full Year Change

+71.52%

2008 Change

+44.66%

Monthly Breakdown

Month	Open	Close	High	Low	Change
Jan	158 bps	193 bps	193 bps	150 bps	+22.15%
Feb	187 bps	202 bps	206 bps	177 bps	+8.02%
Mar	202 bps	190 bps	204 bps	169 bps	-5.94%
Apr	185 bps	225 bps	225 bps	185 bps	+21.62%
May	229 bps	255 bps	275 bps	222 bps	+11.35%
Jun	274 bps	242 bps	276 bps	240 bps	-11.68%
Jul	250 bps	239 bps	267 bps	239 bps	-4.40%
Aug	248 bps	243 bps	257 bps	238 bps	-2.02%
Sep	246 bps	236 bps	255 bps	231 bps	-4.07%
Oct	234 bps	251 bps	255 bps	234 bps	+7.26%
Nov	253 bps	254 bps	268 bps	253 bps	+0.40%
Dec	261 bps	271 bps	282 bps	260 bps	+3.83%

Events During 2009

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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