Historical Year Data · 2006
10Y-2Y Yield Spread in 2006
10Y-2Y Yield Spread opened 2006 at 3 bps and closed at -11 bps, a -466.67% move for the year. The high of 21 bps was reached on May 3, and the low of -19 bps on November 15.
Open
3 bps
2006-01
Close
-11 bps
250 data points
High
21 bps
May 3
Low
-19 bps
Nov 15
Full Year Change
-466.67%
2005 Change
-101.77%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 3 bps | -1 bps | 5 bps | -1 bps | -133.33% |
| Feb | -2 bps | -14 bps | -2 bps | -16 bps | -600.00% |
| Mar | -12 bps | 4 bps | 5 bps | -12 bps | +133.33% |
| Apr | 2 bps | 20 bps | 20 bps | 2 bps | +900.00% |
| May | 20 bps | 8 bps | 21 bps | 8 bps | -60.00% |
| Jun | 7 bps | -1 bps | 8 bps | -6 bps | -114.29% |
| Jul | -2 bps | 2 bps | 2 bps | -7 bps | +200.00% |
| Aug | 2 bps | -5 bps | 2 bps | -8 bps | -350.00% |
| Sep | -4 bps | -7 bps | -2 bps | -9 bps | -75.00% |
| Oct | -4 bps | -10 bps | -3 bps | -10 bps | -150.00% |
| Nov | -9 bps | -16 bps | -7 bps | -19 bps | -77.78% |
| Dec | -9 bps | -11 bps | -7 bps | -15 bps | -22.22% |
Events During 2006
Related Metrics
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