CONVEX
Historical Year Data · 2009

10Y Term Premium (ACM) in 2009

10Y Term Premium (ACM) opened 2009 at 0.49% and closed at 1.13%, a +132.00% move for the year. The high of 1.25% was reached on June 10, and the low of 0.39% on January 15.

Open
0.49%
2009-01
Close
1.13%
250 data points
High
1.25%
Jun 10
Low
0.39%
Jan 15
Full Year Change
+132.00%
2008 Change
-26.75%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.49%0.72%0.72%0.39%+47.00%
Feb0.67%0.76%0.78%0.60%+13.19%
Mar0.72%0.53%0.76%0.53%-26.40%
Apr0.51%0.78%0.78%0.51%+53.66%
May0.80%1.00%1.05%0.76%+24.80%
Jun1.07%1.03%1.25%1.03%-3.93%
Jul1.03%1.05%1.12%0.91%+1.64%
Aug1.08%0.97%1.19%0.97%-10.63%
Sep0.95%0.90%1.00%0.90%-4.86%
Oct0.86%0.95%1.02%0.84%+10.54%
Nov0.95%0.80%0.99%0.80%-16.11%
Dec0.81%1.13%1.13%0.81%+39.98%

Events During 2009

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