CONVEX
Historical Year Data · 2005

10Y Term Premium (ACM) in 2005

10Y Term Premium (ACM) opened 2005 at 0.89% and closed at 0.64%, a -27.61% move for the year. The high of 1.02% was reached on March 28, and the low of 0.55% on September 1.

Open
0.89%
2005-01
Close
0.64%
250 data points
High
1.02%
Mar 28
Low
0.55%
Sep 1
Full Year Change
-27.61%
2004 Change
-27.64%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.89%0.82%0.92%0.82%-8.07%
Feb0.81%0.88%0.88%0.73%+8.20%
Mar0.89%0.96%1.02%0.87%+7.67%
Apr0.93%0.77%0.95%0.76%-17.90%
May0.76%0.66%0.80%0.66%-12.69%
Jun0.61%0.59%0.71%0.57%-4.13%
Jul0.63%0.70%0.71%0.63%+12.69%
Aug0.72%0.56%0.76%0.56%-21.60%
Sep0.55%0.71%0.71%0.55%+28.69%
Oct0.73%0.77%0.78%0.70%+5.90%
Nov0.77%0.72%0.82%0.68%-6.02%
Dec0.74%0.64%0.75%0.64%-12.69%

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