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Historical Year Data · 2018

Primary Dealer Fails to Deliver — Treasuries in 2018

Primary Dealer Fails to Deliver — Treasuries opened 2018 at 109,018 and closed at 64,291, a -41.03% move for the year. The high of 246,771 was reached on January 17, and the low of 60,704 on November 14.

Open
109,018
2018-01
Close
64,291
52 data points
High
246,771
Jan 17
Low
60,704
Nov 14
Full Year Change
-41.03%
2017 Change
-18.46%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan109,018115,233246,771101,542+5.70%
Feb122,750104,234243,557104,234-15.08%
Mar113,431113,455153,613105,253+0.02%
Apr94,18966,19994,18966,199-29.72%
May82,66581,54383,06970,880-1.36%
Jun83,64673,33790,66470,507-12.32%
Jul78,25268,58978,25263,246-12.35%
Aug76,84676,10078,65769,443-0.97%
Sep69,45267,49578,01567,495-2.82%
Oct71,87361,40982,91761,409-14.56%
Nov70,37372,49974,30560,704+3.02%
Dec66,39264,29184,69164,291-3.16%

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

Primary Dealer Net Positions — US Treasuries
2018
Primary Dealer Net Positions — Agency MBS
2018
Primary Dealer Net Positions — Agency Debt
2018
Primary Dealer Net Positions — Corporate Bonds
2018
Primary Dealer Fails to Receive — Treasuries
2018
Primary Dealer Total Treasury Fails (Deliver + Receive)
2018

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