Historical Year Data · 2021
10Y Treasury minus Fed Funds in 2021
10Y Treasury minus Fed Funds opened 2021 at 84 bps and closed at 145 bps, a +72.62% move for the year. The high of 168 bps was reached on March 31, and the low of 84 bps on January 4.
Open
84 bps
2021-01
Close
145 bps
251 data points
High
168 bps
Mar 31
Low
84 bps
Jan 4
Full Year Change
+72.62%
2020 Change
+154.55%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 84 bps | 104 bps | 106 bps | 84 bps | +23.81% |
| Feb | 101 bps | 137 bps | 147 bps | 101 bps | +35.64% |
| Mar | 138 bps | 168 bps | 168 bps | 135 bps | +21.74% |
| Apr | 162 bps | 160 bps | 166 bps | 149 bps | -1.23% |
| May | 157 bps | 153 bps | 163 bps | 150 bps | -2.55% |
| Jun | 156 bps | 137 bps | 157 bps | 135 bps | -12.18% |
| Jul | 138 bps | 117 bps | 138 bps | 109 bps | -15.22% |
| Aug | 110 bps | 124 bps | 126 bps | 109 bps | +12.73% |
| Sep | 123 bps | 146 bps | 147 bps | 120 bps | +18.70% |
| Oct | 140 bps | 148 bps | 160 bps | 140 bps | +5.71% |
| Nov | 150 bps | 136 bps | 159 bps | 136 bps | -9.33% |
| Dec | 135 bps | 145 bps | 147 bps | 127 bps | +7.41% |
Events During 2021
Related Metrics
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