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Historical Year Data · 2018

6-Month Bill Auction High Yield in 2018

6-Month Bill Auction High Yield opened 2018 at 1.61% and closed at 2.57%, a +59.81% move for the year. The high of 2.57% was reached on December 31, and the low of 1.61% on January 2.

Open
1.61%
2018-01
Close
2.57%
53 data points
High
2.57%
Dec 31
Low
1.61%
Jan 2
Full Year Change
+59.81%
2017 Change
+143.84%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1.61%1.66%1.66%1.61%+3.17%
Feb1.69%1.87%1.87%1.69%+11.03%
Mar1.87%1.94%2.00%1.87%+3.58%
Apr1.95%2.04%2.04%1.92%+4.51%
May2.05%2.08%2.13%2.05%+1.56%
Jun2.12%2.14%2.14%2.12%+0.71%
Jul2.14%2.21%2.21%2.14%+3.65%
Aug2.23%2.27%2.27%2.23%+1.39%
Sep2.30%2.38%2.38%2.30%+3.61%
Oct2.40%2.49%2.49%2.40%+4.09%
Nov2.52%2.54%2.54%2.52%+1.03%
Dec2.56%2.57%2.57%2.55%+0.43%

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

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