CONVEX
Historical Year Data · 2024

7-10Y Corporate OAS in 2024

7-10Y Corporate OAS opened 2024 at 128 bps and closed at 96 bps, a -25.00% move for the year. The high of 136 bps was reached on August 5, and the low of 92 bps on November 12.

Open
128 bps
2024-01
Close
96 bps
263 data points
High
136 bps
Aug 5
Low
92 bps
Nov 12
Full Year Change
-25.00%
2023 Change
-22.70%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan128 bps127 bps133 bps121 bps-0.78%
Feb130 bps125 bps130 bps116 bps-3.85%
Mar126 bps117 bps126 bps115 bps-7.14%
Apr116 bps114 bps118 bps111 bps-1.72%
May115 bps109 bps115 bps108 bps-5.22%
Jun109 bps117 bps117 bps109 bps+7.34%
Jul114 bps119 bps119 bps112 bps+4.39%
Aug122 bps116 bps136 bps116 bps-4.92%
Sep116 bps111 bps121 bps110 bps-4.31%
Oct111 bps102 bps111 bps99 bps-8.11%
Nov102 bps99 bps102 bps92 bps-2.94%
Dec98 bps96 bps98 bps92 bps-2.04%

Events During 2024

Related Metrics

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