CONVEX
Historical Year Data · 2001

10Y Term Premium (ACM) in 2001

10Y Term Premium (ACM) opened 2001 at 0.68% and closed at 1.66%, a +144.41% move for the year. The high of 1.74% was reached on December 17, and the low of 0.68% on January 2.

Open
0.68%
2001-01
Close
1.66%
248 data points
High
1.74%
Dec 17
Low
0.68%
Jan 2
Full Year Change
+144.41%
2000 Change
-53.08%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.68%0.94%0.97%0.68%+38.15%
Feb0.91%0.89%0.97%0.89%-1.35%
Mar0.87%1.01%1.02%0.87%+15.71%
Apr1.02%1.27%1.27%1.02%+24.53%
May1.25%1.39%1.43%1.21%+10.77%
Jun1.37%1.37%1.37%1.27%+0.53%
Jul1.35%1.19%1.38%1.19%-11.73%
Aug1.21%1.14%1.26%1.13%-5.19%
Sep1.20%1.22%1.28%1.09%+1.44%
Oct1.20%1.13%1.27%1.13%-5.87%
Nov1.11%1.47%1.56%1.11%+32.72%
Dec1.45%1.66%1.74%1.43%+14.33%

Events During 2001

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