Historical Year Data · 2005
5Y Treasury minus Fed Funds in 2005
5Y Treasury minus Fed Funds opened 2005 at 133 bps and closed at 26 bps, a -80.45% move for the year. The high of 171 bps was reached on March 11, and the low of 4 bps on December 27.
Open
133 bps
2005-01
Close
26 bps
250 data points
High
171 bps
Mar 11
Low
4 bps
Dec 27
Full Year Change
-80.45%
2004 Change
-29.36%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 133 bps | 121 bps | 154 bps | 121 bps | -9.02% |
| Feb | 131 bps | 148 bps | 148 bps | 108 bps | +12.98% |
| Mar | 163 bps | 122 bps | 171 bps | 122 bps | -25.15% |
| Apr | 130 bps | 93 bps | 143 bps | 93 bps | -28.46% |
| May | 90 bps | 67 bps | 100 bps | 67 bps | -25.56% |
| Jun | 61 bps | 37 bps | 89 bps | 37 bps | -39.34% |
| Jul | 48 bps | 81 bps | 87 bps | 48 bps | +68.75% |
| Aug | 86 bps | 24 bps | 97 bps | 24 bps | -72.09% |
| Sep | 28 bps | 25 bps | 48 bps | 22 bps | -10.71% |
| Oct | 38 bps | 43 bps | 96 bps | 38 bps | +13.16% |
| Nov | 48 bps | 39 bps | 56 bps | 31 bps | -18.75% |
| Dec | 42 bps | 26 bps | 48 bps | 4 bps | -38.10% |
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