CONVEX
Historical Year Data · 2004

2-Year Note Auction High Yield in 2004

2-Year Note Auction High Yield opened 2004 at 1.93% and closed at 3.12%, a +61.66% move for the year. The high of 3.12% was reached on December 29, and the low of 1.52% on March 24.

Open
1.93%
2004-01
Close
3.12%
12 data points
High
3.12%
Dec 29
Low
1.52%
Mar 24
Full Year Change
+61.66%
2003 Change
+14.04%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.93%1.93%1.93%1.93%+0.00%
Feb1.68%1.68%1.68%1.68%+0.00%
Mar1.52%1.52%1.52%1.52%+0.00%
Apr2.27%2.27%2.27%2.27%+0.00%
May2.54%2.54%2.54%2.54%+0.00%
Jun2.79%2.79%2.79%2.79%+0.00%
Jul2.80%2.80%2.80%2.80%+0.00%
Aug2.49%2.49%2.49%2.49%+0.00%
Sep2.62%2.62%2.62%2.62%+0.00%
Oct2.59%2.59%2.59%2.59%+0.00%
Nov2.94%2.94%2.94%2.94%+0.00%
Dec3.12%3.12%3.12%3.12%+0.00%

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