Historical Year Data · 2018

10Y-2Y Yield Spread in 2018

10Y-2Y Yield Spread opened 2018 at 54 bps and closed at 21 bps, a -61.11% move for the year. The high of 78 bps was reached on February 9, and the low of 11 bps on December 4.

Open

54 bps

2018-01

21 bps

249 data points

High

78 bps

Feb 9

Low

11 bps

Dec 4

Full Year Change

-61.11%

2017 Change

-58.54%

Monthly Breakdown

Month	Open	Close	High	Low	Change
Jan	54 bps	58 bps	60 bps	50 bps	+7.41%
Feb	62 bps	62 bps	78 bps	62 bps	+0.00%
Mar	59 bps	47 bps	64 bps	47 bps	-20.34%
Apr	48 bps	46 bps	54 bps	41 bps	-4.17%
May	47 bps	43 bps	54 bps	42 bps	-8.51%
Jun	42 bps	33 bps	45 bps	31 bps	-21.43%
Jul	30 bps	29 bps	32 bps	24 bps	-3.33%
Aug	33 bps	24 bps	33 bps	18 bps	-27.27%
Sep	24 bps	24 bps	27 bps	21 bps	+0.00%
Oct	27 bps	28 bps	35 bps	23 bps	+3.70%
Nov	30 bps	21 bps	31 bps	21 bps	-30.00%
Dec	15 bps	21 bps	21 bps	11 bps	+40.00%

Events During 2018

2018 Volmageddon (XIV Collapse)

Goldilocks

February 5, 2018

On February 5, 2018, the VIX doubled intraday, the largest single-day VIX move ever. Short-volatility ETNs lost 90% of their value, and the XIV was terminated.

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