CONVEX
Historical Year Data · 2021

10Y Term Premium (ACM) in 2021

10Y Term Premium (ACM) opened 2021 at -0.49% and closed at -0.06%, a +87.95% move for the year. The high of 0.02% was reached on November 24, and the low of -0.49% on January 4.

Open
-0.49%
2021-01
Close
-0.06%
251 data points
High
0.02%
Nov 24
Low
-0.49%
Jan 4
Full Year Change
+87.95%
2020 Change
-145.02%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan-0.49%-0.40%-0.38%-0.49%+17.21%
Feb-0.41%-0.18%-0.17%-0.41%+55.82%
Mar-0.19%-0.04%-0.04%-0.21%+80.32%
Apr-0.05%-0.08%-0.03%-0.12%-74.63%
May-0.09%-0.12%-0.07%-0.12%-25.11%
Jun-0.11%-0.15%-0.10%-0.17%-38.30%
Jul-0.14%-0.27%-0.14%-0.28%-89.40%
Aug-0.29%-0.23%-0.21%-0.30%+18.84%
Sep-0.23%-0.10%-0.10%-0.24%+55.88%
Oct-0.12%-0.04%-0.01%-0.12%+63.91%
Nov-0.03%-0.08%0.02%-0.10%-140.35%
Dec-0.09%-0.06%-0.05%-0.11%+32.49%

Events During 2021

Related Metrics

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