CONVEX
Historical Year Data · 2004

6-Month Bill Auction High Yield in 2004

6-Month Bill Auction High Yield opened 2004 at 1.04% and closed at 2.63%, a +152.16% move for the year. The high of 2.63% was reached on December 27, and the low of 0.97% on January 12.

Open
1.04%
2004-01
Close
2.63%
52 data points
High
2.63%
Dec 27
Low
0.97%
Jan 12
Full Year Change
+152.16%
2003 Change
-19.68%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.04%0.98%1.04%0.97%-6.42%
Feb1.02%1.02%1.02%1.00%-0.59%
Mar1.01%1.01%1.01%0.99%+0.00%
Apr1.05%1.19%1.19%1.04%+13.14%
May1.20%1.40%1.40%1.20%+17.20%
Jun1.43%1.76%1.76%1.43%+23.36%
Jul1.67%1.77%1.77%1.67%+6.48%
Aug1.77%1.81%1.81%1.70%+2.31%
Sep1.90%2.00%2.00%1.88%+4.94%
Oct2.04%2.09%2.09%2.00%+2.55%
Nov2.19%2.46%2.46%2.19%+12.08%
Dec2.44%2.63%2.63%2.44%+7.70%

Related Metrics

Get historical context as markets unfold, regime classification, scenario triggers, and analysis in your inbox.