CONVEX
Historical Year Data · 2010

10Y Treasury minus Fed Funds in 2010

10Y Treasury minus Fed Funds opened 2010 at 373 bps and closed at 317 bps, a -15.01% move for the year. The high of 381 bps was reached on April 5, and the low of 222 bps on October 6.

Open
373 bps
2010-01
Close
317 bps
251 data points
High
381 bps
Apr 5
Low
222 bps
Oct 6
Full Year Change
-15.01%
2009 Change
+59.66%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan373 bps351 bps375 bps350 bps-5.90%
Feb354 bps348 bps368 bps346 bps-1.69%
Mar347 bps375 bps375 bps345 bps+8.07%
Apr372 bps349 bps381 bps349 bps-6.18%
May352 bps312 bps352 bps297 bps-11.36%
Jun309 bps288 bps320 bps282 bps-6.80%
Jul279 bps276 bps298 bps272 bps-1.08%
Aug280 bps226 bps280 bps226 bps-19.29%
Sep239 bps238 bps263 bps229 bps-0.42%
Oct234 bps243 bps256 bps222 bps+3.85%
Nov246 bps261 bps273 bps234 bps+6.10%
Dec277 bps317 bps333 bps277 bps+14.44%

Events During 2010

Related Metrics

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