Historical Year Data · 2021
5Y Treasury minus Fed Funds in 2021
5Y Treasury minus Fed Funds opened 2021 at 27 bps and closed at 119 bps, a +340.74% move for the year. The high of 126 bps was reached on November 24, and the low of 27 bps on January 4.
Open
27 bps
2021-01
Close
119 bps
251 data points
High
126 bps
Nov 24
Low
27 bps
Jan 4
Full Year Change
+340.74%
2020 Change
+125.00%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 27 bps | 38 bps | 41 bps | 27 bps | +40.74% |
| Feb | 34 bps | 68 bps | 74 bps | 34 bps | +100.00% |
| Mar | 64 bps | 86 bps | 86 bps | 60 bps | +34.37% |
| Apr | 83 bps | 81 bps | 90 bps | 74 bps | -2.41% |
| May | 78 bps | 74 bps | 81 bps | 71 bps | -5.13% |
| Jun | 75 bps | 79 bps | 83 bps | 67 bps | +5.33% |
| Jul | 79 bps | 62 bps | 79 bps | 59 bps | -21.52% |
| Aug | 56 bps | 71 bps | 75 bps | 55 bps | +26.79% |
| Sep | 70 bps | 92 bps | 94 bps | 70 bps | +31.43% |
| Oct | 85 bps | 111 bps | 115 bps | 85 bps | +30.59% |
| Nov | 112 bps | 107 bps | 126 bps | 96 bps | -4.46% |
| Dec | 107 bps | 119 bps | 121 bps | 105 bps | +11.21% |
Events During 2021
Related Metrics
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