Historical Year Data · 2008

5Y Treasury minus Fed Funds in 2008

5Y Treasury minus Fed Funds opened 2008 at -83 bps and closed at 141 bps, a +269.88% move for the year. The high of 258 bps was reached on October 31, and the low of -133 bps on January 17.

Open

-83 bps

2008-01

141 bps

251 data points

High

258 bps

Oct 31

Low

-133 bps

Jan 17

Full Year Change

+269.88%

2007 Change

+162.90%

Monthly Breakdown

Month	Open	Close	High	Low	Change
Jan	-83 bps	-40 bps	-30 bps	-133 bps	+51.81%
Feb	-37 bps	-51 bps	7 bps	-51 bps	-37.84%
Mar	-62 bps	-5 bps	56 bps	-62 bps	+91.94%
Apr	27 bps	66 bps	97 bps	20 bps	+144.44%
May	90 bps	143 bps	143 bps	90 bps	+58.89%
Jun	122 bps	87 bps	179 bps	87 bps	-28.69%
Jul	122 bps	116 bps	151 bps	96 bps	-4.92%
Aug	119 bps	116 bps	131 bps	102 bps	-2.52%
Sep	104 bps	95 bps	197 bps	-28 bps	-8.65%
Oct	172 bps	258 bps	258 bps	-52 bps	+50.00%
Nov	248 bps	141 bps	248 bps	141 bps	-43.15%
Dec	119 bps	141 bps	164 bps	115 bps	+18.49%

Events During 2008

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.

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