Historical Year Data · 2009

10Y Treasury minus Fed Funds in 2009

10Y Treasury minus Fed Funds opened 2009 at 238 bps and closed at 380 bps, a +59.66% move for the year. The high of 380 bps was reached on June 10, and the low of 205 bps on January 15.

Open

238 bps

2009-01

380 bps

250 data points

High

380 bps

Jun 10

Low

205 bps

Jan 15

Full Year Change

+59.66%

2008 Change

+1155.00%

Monthly Breakdown

Month	Open	Close	High	Low	Change
Jan	238 bps	264 bps	264 bps	205 bps	+10.92%
Feb	252 bps	280 bps	285 bps	239 bps	+11.11%
Mar	269 bps	255 bps	282 bps	233 bps	-5.20%
Apr	252 bps	296 bps	296 bps	252 bps	+17.46%
May	299 bps	328 bps	354 bps	294 bps	+9.70%
Jun	350 bps	331 bps	380 bps	331 bps	-5.43%
Jul	335 bps	334 bps	359 bps	317 bps	-0.30%
Aug	348 bps	325 bps	372 bps	325 bps	-6.61%
Sep	323 bps	324 bps	334 bps	313 bps	+0.31%
Oct	310 bps	330 bps	348 bps	308 bps	+6.45%
Nov	333 bps	308 bps	344 bps	308 bps	-7.51%
Dec	315 bps	380 bps	380 bps	315 bps	+20.63%

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.

Previous Year

← 10Y Treasury minus Fed Funds in 2008

Next Year

10Y Treasury minus Fed Funds in 2010→