Historical Year Data · 2024
10Y-3M Yield Spread in 2024
10Y-3M Yield Spread opened 2024 at -151 bps and closed at 21 bps, a +113.91% move for the year. The high of 31 bps was reached on December 27, and the low of -157 bps on January 3.
Open
-151 bps
2024-01
Close
21 bps
250 data points
High
31 bps
Dec 27
Low
-157 bps
Jan 3
Full Year Change
+113.91%
2023 Change
-105.41%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | -151 bps | -143 bps | -126 bps | -157 bps | +5.30% |
| Feb | -155 bps | -120 bps | -112 bps | -155 bps | +22.58% |
| Mar | -123 bps | -126 bps | -114 bps | -138 bps | -2.44% |
| Apr | -111 bps | -77 bps | -77 bps | -111 bps | +30.63% |
| May | -83 bps | -95 bps | -83 bps | -109 bps | -14.46% |
| Jun | -111 bps | -112 bps | -105 bps | -131 bps | -0.90% |
| Jul | -99 bps | -132 bps | -99 bps | -132 bps | -33.33% |
| Aug | -138 bps | -130 bps | -130 bps | -157 bps | +5.80% |
| Sep | -135 bps | -92 bps | -89 bps | -145 bps | +31.85% |
| Oct | -97 bps | -36 bps | -36 bps | -97 bps | +62.89% |
| Nov | -24 bps | -40 bps | -16 bps | -40 bps | -66.67% |
| Dec | -32 bps | 21 bps | 31 bps | -32 bps | +165.63% |
Events During 2024
Related Metrics
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