CONVEX
Historical Year Data · 2020

10Y Term Premium (ACM) in 2020

10Y Term Premium (ACM) opened 2020 at -0.20% and closed at -0.48%, a -145.02% move for the year. The high of -0.20% was reached on January 2, and the low of -0.66% on August 4.

Open
-0.20%
2020-01
Close
-0.48%
251 data points
High
-0.20%
Jan 2
Low
-0.66%
Aug 4
Full Year Change
-145.02%
2019 Change
-673.70%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan-0.20%-0.40%-0.20%-0.40%-102.02%
Feb-0.40%-0.56%-0.34%-0.56%-40.31%
Mar-0.55%-0.52%-0.29%-0.61%+5.61%
Apr-0.55%-0.57%-0.52%-0.59%-3.87%
May-0.57%-0.59%-0.56%-0.59%-3.91%
Jun-0.59%-0.61%-0.49%-0.61%-2.25%
Jul-0.59%-0.65%-0.59%-0.65%-9.05%
Aug-0.65%-0.58%-0.57%-0.66%+10.48%
Sep-0.59%-0.60%-0.59%-0.61%-0.88%
Oct-0.60%-0.50%-0.50%-0.60%+15.37%
Nov-0.50%-0.51%-0.46%-0.54%-0.99%
Dec-0.48%-0.48%-0.46%-0.49%-0.29%

Events During 2020

Related Metrics

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