Historical Year Data · 2008

10Y-3M Yield Spread in 2008

10Y-3M Yield Spread opened 2008 at 65 bps and closed at 214 bps, a +229.23% move for the year. The high of 382 bps was reached on October 15, and the low of 55 bps on January 15.

Open

65 bps

2008-01

214 bps

251 data points

High

382 bps

Oct 15

Low

55 bps

Jan 15

Full Year Change

+229.23%

2007 Change

+274.36%

Monthly Breakdown

Month	Open	Close	High	Low	Change
Jan	65 bps	171 bps	171 bps	55 bps	+163.08%
Feb	152 bps	168 bps	187 bps	131 bps	+10.53%
Mar	184 bps	207 bps	277 bps	184 bps	+12.50%
Apr	217 bps	234 bps	261 bps	212 bps	+7.83%
May	233 bps	217 bps	239 bps	192 bps	-6.87%
Jun	213 bps	209 bps	233 bps	207 bps	-1.88%
Jul	214 bps	231 bps	264 bps	203 bps	+7.94%
Aug	231 bps	211 bps	242 bps	199 bps	-8.66%
Sep	202 bps	293 bps	338 bps	195 bps	+45.05%
Oct	292 bps	355 bps	382 bps	260 bps	+21.58%
Nov	347 bps	292 bps	362 bps	292 bps	-15.85%
Dec	265 bps	214 bps	274 bps	201 bps	-19.25%

Events During 2008

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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