Historical Year Data · 2006
10Y-3M Yield Spread in 2006
10Y-3M Yield Spread opened 2006 at 21 bps and closed at -31 bps, a -247.62% move for the year. The high of 36 bps was reached on May 4, and the low of -60 bps on December 1.
Open
21 bps
2006-01
Close
-31 bps
250 data points
High
36 bps
May 4
Low
-60 bps
Dec 1
Full Year Change
-247.62%
2005 Change
-83.77%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | 21 bps | 6 bps | 21 bps | -4 bps | -71.43% |
| Feb | 10 bps | -7 bps | 10 bps | -7 bps | -170.00% |
| Mar | -1 bps | 23 bps | 25 bps | -1 bps | +2400.00% |
| Apr | 21 bps | 30 bps | 35 bps | 17 bps | +42.86% |
| May | 32 bps | 26 bps | 36 bps | 21 bps | -18.75% |
| Jun | 28 bps | 14 bps | 28 bps | 6 bps | -50.00% |
| Jul | 7 bps | -11 bps | 22 bps | -11 bps | -257.14% |
| Aug | -13 bps | -31 bps | -10 bps | -32 bps | -138.46% |
| Sep | -29 bps | -25 bps | -12 bps | -33 bps | +13.79% |
| Oct | -26 bps | -47 bps | -24 bps | -47 bps | -80.77% |
| Nov | -50 bps | -57 bps | -37 bps | -57 bps | -14.00% |
| Dec | -60 bps | -31 bps | -30 bps | -60 bps | +48.33% |
Events During 2006
Related Metrics
Get historical context as markets unfold, regime classification, scenario triggers, and analysis in your inbox.