CONVEX
Historical Year Data · 2023

10Y Term Premium (ACM) in 2023

10Y Term Premium (ACM) opened 2023 at 0.24% and closed at 0.09%, a -62.54% move for the year. The high of 0.66% was reached on October 19, and the low of -0.16% on May 4.

Open
0.24%
2023-01
Close
0.09%
250 data points
High
0.66%
Oct 19
Low
-0.16%
May 4
Full Year Change
-62.54%
2022 Change
+1777.25%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.24%0.03%0.24%-0.04%-89.58%
Feb-0.03%0.26%0.27%-0.04%+945.90%
Mar0.29%0.03%0.33%-0.03%-89.59%
Apr-0.01%-0.06%0.01%-0.10%-516.50%
May-0.03%-0.02%0.08%-0.16%+35.64%
Jun-0.04%0.10%0.10%-0.04%+331.07%
Jul0.12%0.15%0.22%0.03%+19.74%
Aug0.18%0.21%0.34%0.15%+15.82%
Sep0.23%0.47%0.48%0.23%+100.77%
Oct0.51%0.62%0.66%0.48%+22.59%
Nov0.57%0.34%0.57%0.31%-39.78%
Dec0.29%0.09%0.31%0.07%-68.62%

Events During 2023

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