CONVEX
Historical Year Data · 2013

10Y Term Premium (ACM) in 2013

10Y Term Premium (ACM) opened 2013 at -0.09% and closed at 0.60%, a +757.74% move for the year. The high of 0.60% was reached on December 31, and the low of -0.17% on May 2.

Open
-0.09%
2013-01
Close
0.60%
250 data points
High
0.60%
Dec 31
Low
-0.17%
May 2
Full Year Change
+757.74%
2012 Change
-759.55%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan-0.09%0.01%0.01%-0.09%+107.24%
Feb0.01%-0.06%0.02%-0.06%-536.49%
Mar-0.08%-0.07%0.03%-0.08%+8.82%
Apr-0.08%-0.15%-0.07%-0.15%-98.94%
May-0.17%0.10%0.10%-0.17%+163.03%
Jun0.10%0.33%0.36%0.08%+230.51%
Jul0.32%0.37%0.42%0.32%+14.12%
Aug0.42%0.49%0.55%0.36%+17.70%
Sep0.52%0.39%0.60%0.39%-24.86%
Oct0.40%0.33%0.42%0.32%-16.69%
Nov0.36%0.42%0.44%0.36%+14.05%
Dec0.44%0.60%0.60%0.44%+35.78%

Events During 2013

Related Metrics

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