Historical Year Data · 2008

10Y Treasury minus Fed Funds in 2008

10Y Treasury minus Fed Funds opened 2008 at -20 bps and closed at 211 bps, a +1155.00% move for the year. The high of 379 bps was reached on October 31, and the low of -57 bps on January 17.

Open

-20 bps

2008-01

211 bps

251 data points

High

379 bps

Oct 31

Low

-57 bps

Jan 17

Full Year Change

+1155.00%

2007 Change

+258.06%

Monthly Breakdown

Month	Open	Close	High	Low	Change
Jan	-20 bps	45 bps	52 bps	-57 bps	+325.00%
Feb	50 bps	52 bps	103 bps	50 bps	+4.00%
Mar	44 bps	94 bps	148 bps	44 bps	+113.64%
Apr	119 bps	140 bps	175 bps	112 bps	+17.65%
May	162 bps	208 bps	208 bps	162 bps	+28.40%
Jun	192 bps	152 bps	236 bps	152 bps	-20.83%
Jul	190 bps	190 bps	217 bps	171 bps	+0.00%
Aug	193 bps	189 bps	207 bps	176 bps	-2.07%
Sep	178 bps	182 bps	277 bps	61 bps	+2.25%
Oct	262 bps	379 bps	379 bps	53 bps	+44.66%
Nov	373 bps	241 bps	373 bps	241 bps	-35.39%
Dec	220 bps	211 bps	265 bps	197 bps	-4.09%

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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