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Historical Year Data · 2018

2-Year Note Auction High Yield in 2018

2-Year Note Auction High Yield opened 2018 at 2.07% and closed at 2.62%, a +26.77% move for the year. The high of 2.88% was reached on October 23, and the low of 2.07% on January 23.

Open
2.07%
2018-01
Close
2.62%
12 data points
High
2.88%
Oct 23
Low
2.07%
Jan 23
Full Year Change
+26.77%
2017 Change
+58.84%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan2.07%2.07%2.07%2.07%+0.00%
Feb2.25%2.25%2.25%2.25%+0.00%
Mar2.31%2.31%2.31%2.31%+0.00%
Apr2.50%2.50%2.50%2.50%+0.00%
May2.59%2.59%2.59%2.59%+0.00%
Jun2.54%2.54%2.54%2.54%+0.00%
Jul2.66%2.66%2.66%2.66%+0.00%
Aug2.65%2.65%2.65%2.65%+0.00%
Sep2.83%2.83%2.83%2.83%+0.00%
Oct2.88%2.88%2.88%2.88%+0.00%
Nov2.84%2.84%2.84%2.84%+0.00%
Dec2.62%2.62%2.62%2.62%+0.00%

Events During 2018

2018 Volmageddon (XIV Collapse)
Goldilocks
February 5, 2018

On February 5, 2018, the VIX doubled intraday, the largest single-day VIX move ever. Short-volatility ETNs lost 90% of their value, and the XIV was terminated.

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Related Metrics

2-Year Note Auction Bid-to-Cover
2018
2-Year Note Indirect Bidder Share
2018
2-Year Note Direct Bidder Share
2018
2-Year Note Primary Dealer Share
2018
5-Year Note Auction Bid-to-Cover
2018
5-Year Note Indirect Bidder Share
2018

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