CONVEX
Historical Year Data · 2021

Baa-10Y Treasury Spread in 2021

Baa-10Y Treasury Spread opened 2021 at 2.19% and closed at 1.85%, a -15.53% move for the year. The high of 2.27% was reached on January 6, and the low of 1.66% on November 10.

Open
2.19%
2021-01
Close
1.85%
249 data points
High
2.27%
Jan 6
Low
1.66%
Nov 10
Full Year Change
-15.53%
2020 Change
+10.10%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan2.19%2.17%2.27%2.11%-0.91%
Feb2.19%2.12%2.22%2.12%-3.20%
Mar2.13%2.03%2.23%2.03%-4.69%
Apr1.98%1.96%2.01%1.93%-1.01%
May1.96%1.99%2.04%1.96%+1.53%
Jun1.97%1.87%2.00%1.84%-5.08%
Jul1.86%1.95%1.98%1.86%+4.84%
Aug1.95%1.94%1.99%1.92%-0.51%
Sep1.92%1.85%1.92%1.78%-3.65%
Oct1.85%1.69%1.85%1.69%-8.65%
Nov1.69%1.81%1.82%1.66%+7.10%
Dec1.81%1.85%1.89%1.75%+2.21%

Events During 2021

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