CONVEX
Historical Year Data · 2006

1Y Treasury Yield in 2006

1Y Treasury Yield opened 2006 at 4.38% and closed at 5.00%, a +14.16% move for the year. The high of 5.30% was reached on June 26, and the low of 4.35% on January 4.

Open
4.38%
2006-01
Close
5.00%
250 data points
High
5.30%
Jun 26
Low
4.35%
Jan 4
Full Year Change
+14.16%
2005 Change
+56.99%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan4.38%4.58%4.59%4.35%+4.57%
Feb4.60%4.73%4.76%4.60%+2.83%
Mar4.74%4.82%4.84%4.72%+1.69%
Apr4.86%4.90%4.98%4.82%+0.82%
May4.97%5.07%5.07%4.96%+2.01%
Jun5.05%5.21%5.30%4.98%+3.17%
Jul5.26%5.11%5.29%5.10%-2.85%
Aug5.11%5.01%5.17%5.01%-1.96%
Sep4.99%4.91%5.04%4.88%-1.60%
Oct4.90%4.99%5.10%4.87%+1.84%
Nov4.95%4.94%5.06%4.94%-0.20%
Dec4.87%5.00%5.01%4.86%+2.67%

Events During 2006

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