CONVEX
Historical Year Data · 2006

10Y Term Premium (ACM) in 2006

10Y Term Premium (ACM) opened 2006 at 0.62% and closed at 0.62%, a -0.96% move for the year. The high of 0.90% was reached on May 12, and the low of 0.47% on December 4.

Open
0.62%
2006-01
Close
0.62%
250 data points
High
0.90%
May 12
Low
0.47%
Dec 4
Full Year Change
-0.96%
2005 Change
-27.61%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.62%0.65%0.65%0.57%+4.46%
Feb0.67%0.66%0.69%0.65%-1.35%
Mar0.66%0.79%0.79%0.66%+18.79%
Apr0.80%0.85%0.87%0.78%+6.83%
May0.87%0.87%0.90%0.83%-0.57%
Jun0.87%0.85%0.90%0.78%-2.05%
Jul0.84%0.75%0.87%0.75%-11.35%
Aug0.74%0.63%0.75%0.63%-14.47%
Sep0.63%0.60%0.68%0.56%-5.14%
Oct0.59%0.56%0.66%0.56%-5.20%
Nov0.54%0.49%0.60%0.49%-9.14%
Dec0.47%0.62%0.62%0.47%+32.55%

Events During 2006

Related Metrics

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