CONVEX
Historical Year Data · 2018

Baa-10Y Treasury Spread in 2018

Baa-10Y Treasury Spread opened 2018 at 1.78% and closed at 2.45%, a +37.64% move for the year. The high of 2.45% was reached on December 31, and the low of 1.56% on January 31.

Open
1.78%
2018-01
Close
2.45%
249 data points
High
2.45%
Dec 31
Low
1.56%
Jan 31
Full Year Change
+37.64%
2017 Change
-22.03%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.78%1.56%1.78%1.56%-12.36%
Feb1.56%1.68%1.70%1.56%+7.69%
Mar1.72%1.85%1.87%1.72%+7.56%
Apr1.86%1.79%1.86%1.76%-3.76%
May1.82%1.89%1.96%1.80%+3.85%
Jun1.90%1.99%2.00%1.87%+4.74%
Jul1.97%1.83%1.99%1.83%-7.11%
Aug1.83%1.92%1.92%1.82%+4.92%
Sep1.94%1.84%1.95%1.83%-5.15%
Oct1.83%2.03%2.03%1.83%+10.93%
Nov2.04%2.27%2.27%1.96%+11.27%
Dec2.26%2.45%2.45%2.24%+8.41%

Events During 2018

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