Historical Year Data · 2024
10Y Treasury minus Fed Funds in 2024
10Y Treasury minus Fed Funds opened 2024 at -138 bps and closed at 25 bps, a +118.12% move for the year. The high of 29 bps was reached on December 27, and the low of -170 bps on September 16.
Open
-138 bps
2024-01
Close
25 bps
250 data points
High
29 bps
Dec 27
Low
-170 bps
Sep 16
Full Year Change
+118.12%
2023 Change
-168.52%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | -138 bps | -134 bps | -115 bps | -142 bps | +2.90% |
| Feb | -146 bps | -108 bps | -100 bps | -146 bps | +26.03% |
| Mar | -114 bps | -113 bps | -99 bps | -124 bps | +0.88% |
| Apr | -100 bps | -64 bps | -63 bps | -102 bps | +36.00% |
| May | -70 bps | -82 bps | -70 bps | -97 bps | -17.14% |
| Jun | -92 bps | -97 bps | -86 bps | -113 bps | -5.43% |
| Jul | -85 bps | -124 bps | -85 bps | -124 bps | -45.88% |
| Aug | -134 bps | -142 bps | -134 bps | -155 bps | -5.97% |
| Sep | -149 bps | -102 bps | -102 bps | -170 bps | +31.54% |
| Oct | -109 bps | -55 bps | -54 bps | -109 bps | +49.54% |
| Nov | -46 bps | -40 bps | -14 bps | -57 bps | +13.04% |
| Dec | -39 bps | 25 bps | 29 bps | -43 bps | +164.10% |
Events During 2024
Related Metrics
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