CONVEX
Historical Year Data · 2026

Baa-10Y Treasury Spread in 2026

Baa-10Y Treasury Spread opened 2026 at 1.74% and closed at 1.62%, a -6.90% move for the year. The high of 1.85% was reached on March 16, and the low of 1.59% on January 22.

Open
1.74%
2026-01
Close
1.62%
92 data points
High
1.85%
Mar 16
Low
1.59%
Jan 22
Full Year Change
-6.90%
2025 Change
+18.62%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.74%1.62%1.75%1.59%-6.90%
Feb1.61%1.80%1.80%1.61%+11.80%
Mar1.78%1.79%1.85%1.73%+0.56%
Apr1.75%1.70%1.75%1.68%-2.86%
May1.69%1.62%1.69%1.62%-4.14%

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