Historical Year Data · 2006
5Y Treasury minus Fed Funds in 2006
5Y Treasury minus Fed Funds opened 2006 at -4 bps and closed at -47 bps, a -1075.00% move for the year. The high of 29 bps was reached on April 26, and the low of -88 bps on December 1.
Open
-4 bps
2006-01
Close
-47 bps
250 data points
High
29 bps
Apr 26
Low
-88 bps
Dec 1
Full Year Change
-1075.00%
2005 Change
-80.45%
Monthly Breakdown
| Month | Open | Close | High | Low | Change |
|---|---|---|---|---|---|
| Jan | -4 bps | 0 bps | 15 bps | -5 bps | +100.00% |
| Feb | 4 bps | 9 bps | 16 bps | -1 bps | +125.00% |
| Mar | 11 bps | -18 bps | 26 bps | -18 bps | -263.64% |
| Apr | -2 bps | 6 bps | 29 bps | -2 bps | +400.00% |
| May | 15 bps | -1 bps | 23 bps | -6 bps | -106.67% |
| Jun | 1 bps | 5 bps | 23 bps | -7 bps | +400.00% |
| Jul | -14 bps | -40 bps | -6 bps | -40 bps | -185.71% |
| Aug | -37 bps | -61 bps | -31 bps | -61 bps | -64.86% |
| Sep | -57 bps | -75 bps | -46 bps | -79 bps | -31.58% |
| Oct | -77 bps | -74 bps | -43 bps | -77 bps | +3.90% |
| Nov | -71 bps | -86 bps | -55 bps | -86 bps | -21.13% |
| Dec | -88 bps | -47 bps | -47 bps | -88 bps | +46.59% |
Events During 2006
Related Metrics
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