CONVEX
Historical Year Data · 1995

10Y-3M Yield Spread in 1995

10Y-3M Yield Spread opened 1995 at 193 bps and closed at 48 bps, a -75.13% move for the year. The high of 202 bps was reached on January 12, and the low of 17 bps on December 4.

Open
193 bps
1995-01
Close
48 bps
250 data points
High
202 bps
Jan 12
Low
17 bps
Dec 4
Full Year Change
-75.13%
1994 Change
-21.74%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan193 bps160 bps202 bps160 bps-17.10%
Feb159 bps128 bps166 bps128 bps-19.50%
Mar129 bps132 bps148 bps113 bps+2.33%
Apr120 bps120 bps128 bps116 bps+0.00%
May118 bps49 bps118 bps49 bps-58.47%
Jun53 bps61 bps64 bps39 bps+15.09%
Jul53 bps85 bps92 bps50 bps+60.38%
Aug89 bps83 bps100 bps83 bps-6.74%
Sep77 bps77 bps93 bps64 bps+0.00%
Oct62 bps55 bps69 bps48 bps-11.29%
Nov50 bps28 bps50 bps28 bps-44.00%
Dec26 bps48 bps72 bps17 bps+84.62%

Events During 1995

Related Metrics

Get historical context as markets unfold, regime classification, scenario triggers, and analysis in your inbox.