CONVEX
Historical Year Data · 2014

Baa-10Y Treasury Spread in 2014

Baa-10Y Treasury Spread opened 2014 at 2.34% and closed at 2.51%, a +7.26% move for the year. The high of 2.60% was reached on December 16, and the low of 2.13% on April 25.

Open
2.34%
2014-01
Close
2.51%
250 data points
High
2.60%
Dec 16
Low
2.13%
Apr 25
Full Year Change
+7.26%
2013 Change
-18.25%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan2.34%2.40%2.40%2.30%+2.56%
Feb2.39%2.35%2.42%2.35%-1.67%
Mar2.37%2.26%2.42%2.25%-4.64%
Apr2.26%2.16%2.26%2.13%-4.42%
May2.14%2.22%2.26%2.14%+3.74%
Jun2.22%2.18%2.24%2.17%-1.80%
Jul2.19%2.17%2.22%2.17%-0.91%
Aug2.23%2.23%2.33%2.23%+0.00%
Sep2.25%2.29%2.30%2.24%+1.78%
Oct2.31%2.39%2.47%2.29%+3.46%
Nov2.39%2.52%2.52%2.39%+5.44%
Dec2.54%2.51%2.60%2.48%-1.18%

Events During 2014

Related Metrics

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