Historical Year Data · 2018

BBB Credit Spread in 2018

BBB Credit Spread opened 2018 at 128 bps and closed at 202 bps, a +57.81% move for the year. The high of 202 bps was reached on December 31, and the low of 115 bps on February 2.

Open

128 bps

2018-01

202 bps

261 data points

High

202 bps

Dec 31

Low

115 bps

Feb 2

Full Year Change

+57.81%

2017 Change

-21.95%

Monthly Breakdown

Month	Open	Close	High	Low	Change
Jan	128 bps	117 bps	128 bps	117 bps	-8.59%
Feb	116 bps	128 bps	128 bps	115 bps	+10.34%
Mar	131 bps	145 bps	145 bps	131 bps	+10.69%
Apr	145 bps	144 bps	145 bps	138 bps	-0.69%
May	144 bps	154 bps	154 bps	144 bps	+6.94%
Jun	153 bps	163 bps	163 bps	152 bps	+6.54%
Jul	163 bps	147 bps	163 bps	146 bps	-9.82%
Aug	146 bps	153 bps	153 bps	145 bps	+4.79%
Sep	153 bps	143 bps	153 bps	141 bps	-6.54%
Oct	143 bps	158 bps	158 bps	141 bps	+10.49%
Nov	160 bps	184 bps	184 bps	154 bps	+15.00%
Dec	183 bps	202 bps	202 bps	183 bps	+10.38%

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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