CONVEX
Historical Year Data · 2004

10Y Term Premium (ACM) in 2004

10Y Term Premium (ACM) opened 2004 at 1.24% and closed at 0.90%, a -27.64% move for the year. The high of 1.53% was reached on May 13, and the low of 0.83% on December 15.

Open
1.24%
2004-01
Close
0.90%
250 data points
High
1.53%
May 13
Low
0.83%
Dec 15
Full Year Change
-27.64%
2003 Change
+14.77%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.24%1.16%1.27%1.06%-7.19%
Feb1.16%1.05%1.16%1.05%-8.96%
Mar1.05%0.96%1.08%0.87%-8.45%
Apr0.98%1.36%1.37%0.98%+39.56%
May1.36%1.41%1.53%1.36%+3.46%
Jun1.42%1.33%1.47%1.33%-6.91%
Jul1.30%1.24%1.30%1.19%-4.57%
Aug1.22%1.01%1.22%1.01%-17.45%
Sep1.00%0.95%1.07%0.89%-5.01%
Oct0.98%0.87%1.02%0.85%-10.59%
Nov0.89%0.97%0.97%0.88%+9.51%
Dec0.98%0.90%1.00%0.83%-8.37%

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