CONVEX
Historical Year Data · 2017

10Y Term Premium (ACM) in 2017

10Y Term Premium (ACM) opened 2017 at 0.32% and closed at 0.12%, a -61.89% move for the year. The high of 0.35% was reached on March 13, and the low of -0.03% on September 8.

Open
0.32%
2017-01
Close
0.12%
250 data points
High
0.35%
Mar 13
Low
-0.03%
Sep 8
Full Year Change
-61.89%
2016 Change
+27.87%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.32%0.32%0.34%0.26%-2.01%
Feb0.32%0.27%0.34%0.25%-16.84%
Mar0.30%0.23%0.35%0.23%-22.68%
Apr0.21%0.15%0.21%0.10%-27.55%
May0.16%0.08%0.20%0.08%-49.78%
Jun0.08%0.11%0.11%0.04%+32.87%
Jul0.13%0.10%0.15%0.07%-24.40%
Aug0.08%0.02%0.09%0.02%-77.58%
Sep0.03%0.11%0.11%-0.03%+262.66%
Oct0.12%0.13%0.17%0.09%+11.32%
Nov0.13%0.13%0.13%0.09%+0.70%
Dec0.12%0.12%0.16%0.10%+1.73%

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