CONVEX
Historical Year Data · 2010

10Y Term Premium (ACM) in 2010

10Y Term Premium (ACM) opened 2010 at 1.13% and closed at 0.77%, a -32.00% move for the year. The high of 1.17% was reached on April 5, and the low of 0.25% on October 8.

Open
1.13%
2010-01
Close
0.77%
251 data points
High
1.17%
Apr 5
Low
0.25%
Oct 8
Full Year Change
-32.00%
2009 Change
+132.00%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.13%1.01%1.13%1.01%-11.13%
Feb1.02%0.99%1.08%0.97%-2.83%
Mar0.98%1.09%1.11%0.97%+11.60%
Apr1.10%1.01%1.17%1.01%-8.88%
May1.01%0.81%1.01%0.75%-20.15%
Jun0.80%0.62%0.84%0.62%-23.05%
Jul0.61%0.56%0.68%0.56%-8.55%
Aug0.57%0.32%0.57%0.32%-42.89%
Sep0.35%0.31%0.48%0.31%-11.66%
Oct0.31%0.34%0.39%0.25%+9.46%
Nov0.34%0.45%0.49%0.27%+33.15%
Dec0.52%0.77%0.85%0.52%+48.78%

Events During 2010

Related Metrics

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