CONVEX
Historical Year Data · 2006

Aaa-10Y Treasury Spread in 2006

Aaa-10Y Treasury Spread opened 2006 at 0.89% and closed at 0.75%, a -15.73% move for the year. The high of 0.90% was reached on January 5, and the low of 0.71% on November 16.

Open
0.89%
2006-01
Close
0.75%
250 data points
High
0.90%
Jan 5
Low
0.71%
Nov 16
Full Year Change
-15.73%
2005 Change
-27.50%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.89%0.86%0.90%0.86%-3.37%
Feb0.84%0.76%0.84%0.74%-9.52%
Mar0.77%0.81%0.84%0.77%+5.19%
Apr0.80%0.88%0.88%0.80%+10.00%
May0.86%0.83%0.86%0.80%-3.49%
Jun0.83%0.76%0.83%0.76%-8.43%
Jul0.77%0.80%0.80%0.75%+3.90%
Aug0.80%0.80%0.85%0.79%+0.00%
Sep0.80%0.78%0.81%0.78%-2.50%
Oct0.79%0.78%0.80%0.76%-1.27%
Nov0.78%0.74%0.78%0.71%-5.13%
Dec0.75%0.75%0.78%0.74%+0.00%

Events During 2006

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