CONVEX
Historical Year Data · 2006

7Y Treasury Yield in 2006

7Y Treasury Yield opened 2006 at 4.32% and closed at 4.70%, a +8.80% move for the year. The high of 5.23% was reached on June 26, and the low of 4.29% on January 17.

Open
4.32%
2006-01
Close
4.70%
250 data points
High
5.23%
Jun 26
Low
4.29%
Jan 17
Full Year Change
+8.80%
2005 Change
+10.66%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan4.32%4.49%4.49%4.29%+3.94%
Feb4.52%4.57%4.61%4.51%+1.11%
Mar4.60%4.83%4.83%4.60%+5.00%
Apr4.86%4.98%5.06%4.80%+2.47%
May5.04%5.06%5.12%4.96%+0.40%
Jun5.05%5.11%5.23%4.92%+1.19%
Jul5.12%4.93%5.19%4.93%-3.71%
Aug4.92%4.70%4.96%4.70%-4.47%
Sep4.69%4.60%4.78%4.51%-1.92%
Oct4.57%4.57%4.81%4.52%+0.00%
Nov4.52%4.45%4.70%4.45%-1.55%
Dec4.39%4.70%4.70%4.39%+7.06%

Events During 2006

Related Metrics

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