Historical Year Data · 2013
5Y Treasury minus Fed Funds in 2013
5Y Treasury minus Fed Funds opened 2013 at 59 bps and closed at 168 bps, a +184.75% move for the year. The high of 177 bps was reached on September 5, and the low of 50 bps on May 2.
Open
59 bps
2013-01
Close
168 bps
250 data points
High
177 bps
Sep 5
Low
50 bps
May 2
Full Year Change
+184.75%
2012 Change
-23.17%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 59 bps | 73 bps | 78 bps | 59 bps | +23.73% |
| Feb | 74 bps | 63 bps | 78 bps | 63 bps | -14.86% |
| Mar | 61 bps | 64 bps | 75 bps | 60 bps | +4.92% |
| Apr | 60 bps | 54 bps | 63 bps | 53 bps | -10.00% |
| May | 51 bps | 96 bps | 96 bps | 50 bps | +88.24% |
| Jun | 93 bps | 134 bps | 140 bps | 91 bps | +44.09% |
| Jul | 129 bps | 129 bps | 150 bps | 122 bps | +0.00% |
| Aug | 141 bps | 155 bps | 162 bps | 127 bps | +9.93% |
| Sep | 159 bps | 133 bps | 177 bps | 132 bps | -16.35% |
| Oct | 134 bps | 124 bps | 135 bps | 121 bps | -7.46% |
| Nov | 129 bps | 130 bps | 139 bps | 123 bps | +0.78% |
| Dec | 134 bps | 168 bps | 168 bps | 131 bps | +25.37% |
Events During 2013
Related Metrics
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