Historical Year Data · 2009

5Y Treasury minus Fed Funds in 2009

5Y Treasury minus Fed Funds opened 2009 at 164 bps and closed at 264 bps, a +60.98% move for the year. The high of 275 bps was reached on June 10, and the low of 118 bps on January 15.

Open

164 bps

2009-01

264 bps

250 data points

High

275 bps

Jun 10

Low

118 bps

Jan 15

Full Year Change

+60.98%

2008 Change

+269.88%

Monthly Breakdown

Month	Open	Close	High	Low	Change
Jan	164 bps	162 bps	164 bps	118 bps	-1.22%
Feb	151 bps	177 bps	185 bps	140 bps	+17.22%
Mar	164 bps	151 bps	180 bps	136 bps	-7.93%
Apr	149 bps	182 bps	183 bps	149 bps	+22.15%
May	181 bps	215 bps	229 bps	181 bps	+18.78%
Jun	234 bps	232 bps	275 bps	222 bps	-0.85%
Jul	231 bps	235 bps	252 bps	207 bps	+1.73%
Aug	248 bps	224 bps	267 bps	224 bps	-9.68%
Sep	218 bps	224 bps	233 bps	210 bps	+2.75%
Oct	209 bps	220 bps	242 bps	203 bps	+5.26%
Nov	221 bps	188 bps	226 bps	188 bps	-14.93%
Dec	190 bps	264 bps	264 bps	190 bps	+38.95%

Events During 2009

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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