Historical Year Data · 2018

AAA Credit Spread in 2018

AAA Credit Spread opened 2018 at 55 bps and closed at 78 bps, a +41.82% move for the year. The high of 78 bps was reached on December 31, and the low of 48 bps on February 2.

Open

55 bps

2018-01

78 bps

261 data points

High

78 bps

Dec 31

Low

48 bps

Feb 2

Full Year Change

+41.82%

2017 Change

-22.86%

Monthly Breakdown

Month	Open	Close	High	Low	Change
Jan	55 bps	51 bps	55 bps	50 bps	-7.27%
Feb	49 bps	55 bps	56 bps	48 bps	+12.24%
Mar	58 bps	64 bps	64 bps	57 bps	+10.34%
Apr	64 bps	62 bps	64 bps	59 bps	-3.13%
May	64 bps	63 bps	64 bps	59 bps	-1.56%
Jun	62 bps	68 bps	68 bps	62 bps	+9.68%
Jul	68 bps	58 bps	68 bps	58 bps	-14.71%
Aug	57 bps	63 bps	63 bps	56 bps	+10.53%
Sep	63 bps	55 bps	64 bps	55 bps	-12.70%
Oct	56 bps	63 bps	65 bps	55 bps	+12.50%
Nov	64 bps	70 bps	70 bps	56 bps	+9.37%
Dec	69 bps	78 bps	78 bps	68 bps	+13.04%

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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