Historical Year Data · 2017
5Y Treasury minus Fed Funds in 2017
5Y Treasury minus Fed Funds opened 2017 at 128 bps and closed at 87 bps, a -32.03% move for the year. The high of 148 bps was reached on March 13, and the low of 47 bps on September 7.
Open
128 bps
2017-01
Close
87 bps
250 data points
High
148 bps
Mar 13
Low
47 bps
Sep 7
Full Year Change
-32.03%
2016 Change
+0.73%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 128 bps | 134 bps | 134 bps | 118 bps | +4.69% |
| Feb | 127 bps | 132 bps | 135 bps | 114 bps | +3.94% |
| Mar | 133 bps | 111 bps | 148 bps | 102 bps | -16.54% |
| Apr | 97 bps | 98 bps | 101 bps | 80 bps | +1.03% |
| May | 93 bps | 92 bps | 103 bps | 85 bps | -1.08% |
| Jun | 85 bps | 83 bps | 88 bps | 59 bps | -2.35% |
| Jul | 77 bps | 77 bps | 79 bps | 65 bps | +0.00% |
| Aug | 64 bps | 63 bps | 68 bps | 54 bps | -1.56% |
| Sep | 57 bps | 86 bps | 86 bps | 47 bps | +50.88% |
| Oct | 78 bps | 94 bps | 94 bps | 75 bps | +20.51% |
| Nov | 85 bps | 107 bps | 107 bps | 83 bps | +25.88% |
| Dec | 97 bps | 87 bps | 101 bps | 73 bps | -10.31% |
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