CONVEX
Sign in
Historical Year Data · 2018

5-Year Note Auction High Yield in 2018

5-Year Note Auction High Yield opened 2018 at 2.43% and closed at 2.65%, a +8.96% move for the year. The high of 3.00% was reached on September 25, and the low of 2.43% on January 24.

Open
2.43%
2018-01
Close
2.65%
12 data points
High
3.00%
Sep 25
Low
2.43%
Jan 24
Full Year Change
+8.96%
2017 Change
+12.93%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan2.43%2.43%2.43%2.43%+0.00%
Feb2.66%2.66%2.66%2.66%+0.00%
Mar2.61%2.61%2.61%2.61%+0.00%
Apr2.84%2.84%2.84%2.84%+0.00%
May2.86%2.86%2.86%2.86%+0.00%
Jun2.72%2.72%2.72%2.72%+0.00%
Jul2.81%2.81%2.81%2.81%+0.00%
Aug2.77%2.77%2.77%2.77%+0.00%
Sep3.00%3.00%3.00%3.00%+0.00%
Oct2.98%2.98%2.98%2.98%+0.00%
Nov2.88%2.88%2.88%2.88%+0.00%
Dec2.65%2.65%2.65%2.65%+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.

Previous Year
← 5-Year Note Auction High Yield in 2017
Next Year
5-Year Note Auction High Yield in 2019→

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
2-Year Note Auction High Yield
2018
5-Year Note Auction Bid-to-Cover
2018

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

← Back to 5-Year Note Auction High YieldAll yearsMarket events →