CONVEX
Historical Year Data · 2024

10Y Term Premium (ACM) in 2024

10Y Term Premium (ACM) opened 2024 at 0.13% and closed at 0.69%, a +448.44% move for the year. The high of 0.71% was reached on December 27, and the low of 0.04% on September 11.

Open
0.13%
2024-01
Close
0.69%
250 data points
High
0.71%
Dec 27
Low
0.04%
Sep 11
Full Year Change
+448.44%
2023 Change
-62.54%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.13%0.17%0.25%0.12%+36.39%
Feb0.11%0.31%0.35%0.11%+174.62%
Mar0.28%0.27%0.34%0.21%-1.34%
Apr0.32%0.53%0.53%0.32%+64.45%
May0.50%0.44%0.50%0.36%-11.52%
Jun0.39%0.33%0.39%0.27%-15.03%
Jul0.39%0.22%0.39%0.22%-42.96%
Aug0.17%0.15%0.17%0.06%-12.58%
Sep0.13%0.19%0.19%0.04%+53.75%
Oct0.17%0.49%0.49%0.17%+181.20%
Nov0.53%0.45%0.58%0.45%-14.80%
Dec0.45%0.69%0.71%0.44%+54.32%

Events During 2024

Related Metrics

Get historical context as markets unfold, regime classification, scenario triggers, and analysis in your inbox.