CONVEX
Historical Year Data · 2007

10Y Term Premium (ACM) in 2007

10Y Term Premium (ACM) opened 2007 at 0.61% and closed at 0.60%, a -1.58% move for the year. The high of 0.96% was reached on June 14, and the low of 0.50% on March 13.

Open
0.61%
2007-01
Close
0.60%
251 data points
High
0.96%
Jun 14
Low
0.50%
Mar 13
Full Year Change
-1.58%
2006 Change
-0.96%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.61%0.67%0.70%0.58%+10.98%
Feb0.68%0.51%0.68%0.50%-23.80%
Mar0.52%0.58%0.58%0.50%+11.52%
Apr0.58%0.58%0.64%0.57%+1.14%
May0.59%0.76%0.76%0.58%+29.24%
Jun0.78%0.84%0.96%0.78%+7.59%
Jul0.81%0.67%0.88%0.67%-16.76%
Aug0.67%0.71%0.83%0.65%+6.05%
Sep0.69%0.77%0.79%0.59%+12.53%
Oct0.76%0.68%0.77%0.63%-9.37%
Nov0.65%0.59%0.68%0.53%-9.62%
Dec0.56%0.60%0.75%0.55%+7.75%

Events During 2007

Related Metrics

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