CONVEX
Historical Year Data · 2026

10Y-3M Yield Spread in 2026

10Y-3M Yield Spread opened 2026 at 54 bps and closed at 76 bps, a +40.74% move for the year. The high of 100 bps was reached on May 19, and the low of 30 bps on February 27.

Open
54 bps
2026-01
Close
76 bps
109 data points
High
100 bps
May 19
Low
30 bps
Feb 27
Full Year Change
+40.74%
2025 Change
+142.86%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan54 bps59 bps60 bps48 bps+9.26%
Feb60 bps30 bps60 bps30 bps-50.00%
Mar33 bps60 bps71 bps33 bps+81.82%
Apr63 bps72 bps74 bps55 bps+14.29%
May71 bps76 bps100 bps67 bps+7.04%
Jun69 bps76 bps77 bps69 bps+10.14%

Related Metrics

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