CONVEX
Historical Year Data · 2013

10Y-3M Yield Spread in 2013

10Y-3M Yield Spread opened 2013 at 178 bps and closed at 297 bps, a +66.85% move for the year. The high of 297 bps was reached on December 31, and the low of 160 bps on May 1.

Open
178 bps
2013-01
Close
297 bps
250 data points
High
297 bps
Dec 31
Low
160 bps
May 1
Full Year Change
+66.85%
2012 Change
-11.28%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan178 bps195 bps196 bps176 bps+9.55%
Feb198 bps178 bps198 bps174 bps-10.10%
Mar175 bps180 bps197 bps175 bps+2.86%
Apr178 bps165 bps181 bps165 bps-7.30%
May160 bps212 bps212 bps160 bps+32.50%
Jun208 bps248 bps254 bps203 bps+19.23%
Jul246 bps256 bps269 bps245 bps+4.07%
Aug270 bps275 bps287 bps252 bps+1.85%
Sep284 bps262 bps296 bps261 bps-7.75%
Oct264 bps253 bps266 bps247 bps-4.17%
Nov261 bps269 bps272 bps258 bps+3.07%
Dec276 bps297 bps297 bps273 bps+7.61%

Events During 2013

Related Metrics

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