CONVEX
Historical Year Data · 2010

5Y Treasury minus Fed Funds in 2010

5Y Treasury minus Fed Funds opened 2010 at 253 bps and closed at 188 bps, a -25.69% move for the year. The high of 255 bps was reached on April 5, and the low of 85 bps on November 4.

Open
253 bps
2010-01
Close
188 bps
251 data points
High
255 bps
Apr 5
Low
85 bps
Nov 4
Full Year Change
-25.69%
2009 Change
+60.98%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan253 bps222 bps253 bps222 bps-12.25%
Feb224 bps217 bps235 bps210 bps-3.13%
Mar214 bps246 bps248 bps212 bps+14.95%
Apr242 bps223 bps255 bps223 bps-7.85%
May227 bps191 bps227 bps180 bps-15.86%
Jun189 bps170 bps198 bps163 bps-10.05%
Jul163 bps142 bps173 bps142 bps-12.88%
Aug145 bps112 bps145 bps112 bps-22.76%
Sep122 bps112 bps141 bps106 bps-8.20%
Oct106 bps97 bps115 bps92 bps-8.49%
Nov97 bps127 bps136 bps85 bps+30.93%
Dec144 bps188 bps200 bps135 bps+30.56%

Events During 2010

Related Metrics

Get historical context as markets unfold, regime classification, scenario triggers, and analysis in your inbox.