CONVEX
Historical Year Data · 2006

Baa-10Y Treasury Spread in 2006

Baa-10Y Treasury Spread opened 2006 at 1.84% and closed at 1.64%, a -10.87% move for the year. The high of 1.84% was reached on January 3, and the low of 1.58% on May 10.

Open
1.84%
2006-01
Close
1.64%
250 data points
High
1.84%
Jan 3
Low
1.58%
May 10
Full Year Change
-10.87%
2005 Change
-2.15%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.84%1.78%1.84%1.78%-3.26%
Feb1.76%1.65%1.76%1.64%-6.25%
Mar1.66%1.69%1.72%1.66%+1.81%
Apr1.68%1.67%1.71%1.64%-0.60%
May1.63%1.66%1.68%1.58%+1.84%
Jun1.66%1.67%1.70%1.65%+0.60%
Jul1.68%1.68%1.69%1.65%+0.00%
Aug1.69%1.73%1.74%1.67%+2.37%
Sep1.73%1.72%1.73%1.68%-0.58%
Oct1.73%1.64%1.74%1.64%-5.20%
Nov1.64%1.64%1.64%1.59%+0.00%
Dec1.65%1.64%1.68%1.63%-0.61%

Events During 2006

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