Historical Year Data · 2018
5Y Treasury minus Fed Funds in 2018
5Y Treasury minus Fed Funds opened 2018 at 83 bps and closed at 11 bps, a -86.75% move for the year. The high of 130 bps was reached on February 28, and the low of 11 bps on December 31.
Open
83 bps
2018-01
Close
11 bps
249 data points
High
130 bps
Feb 28
Low
11 bps
Dec 31
Full Year Change
-86.75%
2017 Change
-32.03%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 83 bps | 118 bps | 118 bps | 83 bps | +42.17% |
| Feb | 114 bps | 130 bps | 130 bps | 108 bps | +14.04% |
| Mar | 116 bps | 88 bps | 125 bps | 88 bps | -24.14% |
| Apr | 87 bps | 110 bps | 114 bps | 87 bps | +26.44% |
| May | 112 bps | 98 bps | 124 bps | 88 bps | -12.50% |
| Jun | 104 bps | 82 bps | 115 bps | 80 bps | -21.15% |
| Jul | 84 bps | 94 bps | 95 bps | 80 bps | +11.90% |
| Aug | 96 bps | 83 bps | 96 bps | 78 bps | -13.54% |
| Sep | 86 bps | 76 bps | 106 bps | 76 bps | -11.63% |
| Oct | 78 bps | 78 bps | 89 bps | 71 bps | +0.00% |
| Nov | 76 bps | 64 bps | 89 bps | 64 bps | -15.79% |
| Dec | 64 bps | 11 bps | 64 bps | 11 bps | -82.81% |
Events During 2018
Related Metrics
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