Historical Year Data · 2009

10Y-3M Yield Spread in 2009

10Y-3M Yield Spread opened 2009 at 238 bps and closed at 379 bps, a +59.24% move for the year. The high of 380 bps was reached on June 10, and the low of 212 bps on January 14.

Open

238 bps

2009-01

379 bps

250 data points

High

380 bps

Jun 10

Low

212 bps

Jan 14

Full Year Change

+59.24%

2008 Change

+229.23%

Monthly Breakdown

Month	Open	Close	High	Low	Change
Jan	238 bps	263 bps	264 bps	212 bps	+10.50%
Feb	249 bps	276 bps	277 bps	232 bps	+10.84%
Mar	263 bps	250 bps	278 bps	230 bps	-4.94%
Apr	246 bps	302 bps	302 bps	246 bps	+22.76%
May	305 bps	333 bps	354 bps	294 bps	+9.18%
Jun	358 bps	334 bps	380 bps	331 bps	-6.70%
Jul	338 bps	334 bps	356 bps	314 bps	-1.18%
Aug	347 bps	325 bps	370 bps	325 bps	-6.34%
Sep	324 bps	317 bps	341 bps	315 bps	-2.16%
Oct	311 bps	336 bps	351 bps	311 bps	+8.04%
Nov	339 bps	315 bps	353 bps	315 bps	-7.08%
Dec	322 bps	379 bps	379 bps	322 bps	+17.70%

Events During 2009

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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