CONVEX
Historical Year Data · 2004

Aaa-10Y Treasury Spread in 2004

Aaa-10Y Treasury Spread opened 2004 at 1.35% and closed at 1.19%, a -11.85% move for the year. The high of 1.57% was reached on March 16, and the low of 1.19% on December 31.

Open
1.35%
2004-01
Close
1.19%
250 data points
High
1.57%
Mar 16
Low
1.19%
Dec 31
Full Year Change
-11.85%
2003 Change
-37.04%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.35%1.37%1.44%1.29%+1.48%
Feb1.37%1.44%1.45%1.35%+5.11%
Mar1.43%1.51%1.57%1.41%+5.59%
Apr1.49%1.34%1.49%1.34%-10.07%
May1.34%1.31%1.36%1.27%-2.24%
Jun1.31%1.29%1.32%1.25%-1.53%
Jul1.32%1.31%1.35%1.29%-0.76%
Aug1.31%1.38%1.40%1.31%+5.34%
Sep1.38%1.33%1.38%1.31%-3.62%
Oct1.32%1.36%1.42%1.32%+3.03%
Nov1.39%1.26%1.40%1.24%-9.35%
Dec1.25%1.19%1.27%1.19%-4.80%

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