CONVEX
Historical Year Data · 2017

Primary Dealer Fails to Receive — Treasuries in 2017

Primary Dealer Fails to Receive — Treasuries opened 2017 at 131,324 and closed at 113,595, a -13.50% move for the year. The high of 409,150 was reached on December 13, and the low of 79,576 on February 15.

Open
131,324
2017-01
Close
113,595
52 data points
High
409,150
Dec 13
Low
79,576
Feb 15
Full Year Change
-13.50%
2016 Change
+36.46%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan131,32495,745131,32494,049-27.09%
Feb86,20387,48187,48179,576+1.48%
Mar114,296108,974137,946108,974-4.66%
Apr101,26880,977113,84980,977-20.04%
May121,648165,281165,28195,317+35.87%
Jun111,411136,895136,895103,660+22.87%
Jul143,679123,745143,679123,745-13.87%
Aug135,460124,169135,460112,552-8.34%
Sep219,737138,106219,737138,106-37.15%
Oct107,548149,707149,707107,548+39.20%
Nov132,954303,132303,132104,471+128.00%
Dec259,435113,595409,150113,595-56.21%

Related Metrics

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