CONVEX
Historical Year Data · 2008

10Y Term Premium (ACM) in 2008

10Y Term Premium (ACM) opened 2008 at 0.54% and closed at 0.39%, a -26.75% move for the year. The high of 1.22% was reached on October 31, and the low of 0.34% on December 30.

Open
0.54%
2008-01
Close
0.39%
251 data points
High
1.22%
Oct 31
Low
0.34%
Dec 30
Full Year Change
-26.75%
2007 Change
-1.58%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.54%0.62%0.63%0.42%+16.03%
Feb0.60%0.62%0.76%0.57%+2.57%
Mar0.62%0.65%0.73%0.61%+5.73%
Apr0.70%0.85%0.93%0.69%+21.88%
May0.86%0.96%0.96%0.79%+11.78%
Jun0.91%0.89%1.03%0.87%-2.30%
Jul0.89%0.91%1.03%0.80%+2.88%
Aug0.90%0.79%0.92%0.77%-12.21%
Sep0.75%0.92%0.98%0.68%+22.54%
Oct0.91%1.22%1.22%0.82%+33.77%
Nov1.20%0.75%1.20%0.75%-37.90%
Dec0.65%0.39%0.66%0.34%-39.68%

Events During 2008

Related Metrics

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