Historical Year Data · 2024
10Y-2Y Yield Spread in 2024
10Y-2Y Yield Spread opened 2024 at -38 bps and closed at 33 bps, a +186.84% move for the year. The high of 33 bps was reached on December 31, and the low of -47 bps on May 24.
Open
-38 bps
2024-01
Close
33 bps
250 data points
High
33 bps
Dec 31
Low
-47 bps
May 24
Full Year Change
+186.84%
2023 Change
+42.62%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | -38 bps | -28 bps | -14 bps | -42 bps | +26.32% |
| Feb | -33 bps | -39 bps | -29 bps | -41 bps | -18.18% |
| Mar | -35 bps | -39 bps | -29 bps | -44 bps | -11.43% |
| Apr | -39 bps | -35 bps | -24 bps | -42 bps | +10.26% |
| May | -33 bps | -38 bps | -29 bps | -47 bps | -15.15% |
| Jun | -41 bps | -35 bps | -35 bps | -47 bps | +14.63% |
| Jul | -29 bps | -20 bps | -9 bps | -35 bps | +31.03% |
| Aug | -17 bps | 0 bps | 1 bps | -20 bps | +100.00% |
| Sep | -4 bps | 15 bps | 26 bps | -4 bps | +475.00% |
| Oct | 13 bps | 12 bps | 17 bps | 4 bps | -7.69% |
| Nov | 16 bps | 5 bps | 17 bps | 4 bps | -68.75% |
| Dec | 2 bps | 33 bps | 33 bps | 2 bps | +1550.00% |
Events During 2024
Related Metrics
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