CONVEX
Historical Year Data · 2018

10Y Term Premium (ACM) in 2018

10Y Term Premium (ACM) opened 2018 at 0.13% and closed at 0.05%, a -62.94% move for the year. The high of 0.40% was reached on May 17, and the low of 0.05% on December 31.

Open
0.13%
2018-01
Close
0.05%
249 data points
High
0.40%
May 17
Low
0.05%
Dec 31
Full Year Change
-62.94%
2017 Change
-61.89%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.13%0.27%0.27%0.13%+104.47%
Feb0.30%0.32%0.35%0.30%+8.12%
Mar0.30%0.23%0.32%0.23%-20.88%
Apr0.23%0.33%0.35%0.23%+46.23%
May0.33%0.25%0.40%0.24%-25.56%
Jun0.27%0.26%0.33%0.26%-4.79%
Jul0.26%0.30%0.31%0.24%+12.93%
Aug0.31%0.22%0.31%0.21%-29.11%
Sep0.23%0.31%0.33%0.23%+32.59%
Oct0.32%0.32%0.38%0.29%-0.09%
Nov0.32%0.24%0.37%0.24%-24.54%
Dec0.23%0.05%0.23%0.05%-78.17%

Events During 2018

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