Historical Year Data · 2021
10Y-2Y Yield Spread in 2021
10Y-2Y Yield Spread opened 2021 at 82 bps and closed at 79 bps, a -3.66% move for the year. The high of 159 bps was reached on March 29, and the low of 72 bps on December 27.
Open
82 bps
2021-01
Close
79 bps
251 data points
High
159 bps
Mar 29
Low
72 bps
Dec 27
Full Year Change
-3.66%
2020 Change
+166.67%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 82 bps | 100 bps | 101 bps | 82 bps | +21.95% |
| Feb | 98 bps | 130 bps | 137 bps | 98 bps | +32.65% |
| Mar | 132 bps | 158 bps | 159 bps | 129 bps | +19.70% |
| Apr | 152 bps | 149 bps | 156 bps | 140 bps | -1.97% |
| May | 147 bps | 144 bps | 153 bps | 141 bps | -2.04% |
| Jun | 146 bps | 120 bps | 147 bps | 119 bps | -17.81% |
| Jul | 123 bps | 105 bps | 123 bps | 98 bps | -14.63% |
| Aug | 103 bps | 110 bps | 113 bps | 102 bps | +6.80% |
| Sep | 111 bps | 124 bps | 125 bps | 107 bps | +11.71% |
| Oct | 121 bps | 107 bps | 129 bps | 104 bps | -11.57% |
| Nov | 108 bps | 91 bps | 113 bps | 91 bps | -15.74% |
| Dec | 87 bps | 79 bps | 87 bps | 72 bps | -9.20% |
Events During 2021
Related Metrics
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