CONVEX
Historical Year Data · 2004

2Y Treasury Yield in 2004

2Y Treasury Yield opened 2004 at 1.94% and closed at 3.08%, a +58.76% move for the year. The high of 3.12% was reached on December 29, and the low of 1.50% on March 24.

Open
1.94%
2004-01
Close
3.08%
250 data points
High
3.12%
Dec 29
Low
1.50%
Mar 24
Full Year Change
+58.76%
2003 Change
+2.22%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.94%1.84%1.95%1.63%-5.15%
Feb1.83%1.66%1.85%1.66%-9.29%
Mar1.67%1.60%1.74%1.50%-4.19%
Apr1.65%2.31%2.34%1.65%+40.00%
May2.34%2.54%2.67%2.32%+8.55%
Jun2.60%2.70%2.97%2.60%+3.85%
Jul2.64%2.68%2.82%2.53%+1.52%
Aug2.66%2.41%2.66%2.40%-9.40%
Sep2.41%2.63%2.63%2.41%+9.13%
Oct2.63%2.56%2.72%2.48%-2.66%
Nov2.61%3.02%3.07%2.60%+15.71%
Dec3.01%3.08%3.12%2.91%+2.33%

Related Metrics

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