CONVEX
Historical Year Data · 2016

Primary Dealer Fails to Receive — Treasuries in 2016

Primary Dealer Fails to Receive — Treasuries opened 2016 at 118,348 and closed at 161,493, a +36.46% move for the year. The high of 433,636 was reached on March 9, and the low of 74,400 on April 27.

Open
118,348
2016-01
Close
161,493
52 data points
High
433,636
Mar 9
Low
74,400
Apr 27
Full Year Change
+36.46%
2015 Change
+143.99%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan118,34893,978118,34883,427-20.59%
Feb88,01474,59893,38474,598-15.24%
Mar128,642105,583433,63692,425-17.92%
Apr101,26474,400136,18974,400-26.53%
May84,34598,396101,79284,345+16.66%
Jun107,971101,389107,97186,985-6.10%
Jul138,264172,967172,967125,373+25.10%
Aug114,749129,737129,73780,804+13.06%
Sep188,028149,222339,608111,732-20.64%
Oct133,348128,996261,810128,996-3.26%
Nov115,484173,142251,146103,951+49.93%
Dec184,454161,493411,513127,089-12.45%

Events During 2016

Related Metrics

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