CONVEX
Historical Year Data · 2016

10Y Term Premium (ACM) in 2016

10Y Term Premium (ACM) opened 2016 at 0.26% and closed at 0.33%, a +27.87% move for the year. The high of 0.40% was reached on December 16, and the low of -0.24% on July 8.

Open
0.26%
2016-01
Close
0.33%
250 data points
High
0.40%
Dec 16
Low
-0.24%
Jul 8
Full Year Change
+27.87%
2015 Change
+7.06%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.26%0.05%0.26%0.05%-79.68%
Feb0.06%-0.05%0.06%-0.09%-177.63%
Mar-0.01%-0.02%0.08%-0.02%-75.73%
Apr-0.02%0.01%0.06%-0.06%+142.58%
May0.02%0.01%0.02%-0.05%-56.52%
Jun0.01%-0.18%0.01%-0.19%-1339.46%
Jul-0.19%-0.19%-0.14%-0.24%+2.16%
Aug-0.18%-0.13%-0.11%-0.18%+28.19%
Sep-0.13%-0.12%-0.08%-0.15%+3.70%
Oct-0.11%-0.01%-0.00%-0.11%+91.28%
Nov-0.02%0.27%0.27%-0.05%+1702.94%
Dec0.31%0.33%0.40%0.27%+7.44%

Events During 2016

Related Metrics

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