CONVEX
Historical Year Data · 2003

10Y Term Premium (ACM) in 2003

10Y Term Premium (ACM) opened 2003 at 1.04% and closed at 1.20%, a +14.77% move for the year. The high of 1.41% was reached on September 3, and the low of 0.56% on June 13.

Open
1.04%
2003-01
Close
1.20%
250 data points
High
1.41%
Sep 3
Low
0.56%
Jun 13
Full Year Change
+14.77%
2002 Change
-44.91%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.04%1.05%1.14%1.02%+0.80%
Feb1.06%0.87%1.06%0.87%-17.17%
Mar0.86%0.96%1.09%0.81%+12.57%
Apr0.95%0.97%1.05%0.95%+1.37%
May0.96%0.65%0.98%0.65%-32.05%
Jun0.67%0.78%0.80%0.56%+16.75%
Jul0.79%1.31%1.31%0.79%+65.79%
Aug1.33%1.33%1.37%1.22%+0.34%
Sep1.40%1.03%1.41%1.03%-26.11%
Oct1.02%1.23%1.31%1.02%+20.95%
Nov1.26%1.24%1.33%1.15%-1.42%
Dec1.28%1.20%1.30%1.16%-6.66%

Events During 2003

Related Metrics

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