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Historical Year Data · 2018

Primary Dealer Fails to Receive — Treasuries in 2018

Primary Dealer Fails to Receive — Treasuries opened 2018 at 116,250 and closed at 80,674, a -30.60% move for the year. The high of 254,484 was reached on January 17, and the low of 59,590 on November 14.

Open
116,250
2018-01
Close
80,674
52 data points
High
254,484
Jan 17
Low
59,590
Nov 14
Full Year Change
-30.60%
2017 Change
-13.50%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan116,250122,605254,48497,036+5.47%
Feb130,267109,868251,409109,868-15.66%
Mar118,117119,716163,066109,944+1.35%
Apr97,37675,25397,37673,758-22.72%
May94,76485,87194,76469,282-9.38%
Jun89,17378,013102,32178,013-12.51%
Jul75,45171,68775,45167,100-4.99%
Aug81,17281,84284,63369,394+0.83%
Sep75,66068,27086,98168,270-9.77%
Oct76,02472,93491,43467,185-4.06%
Nov78,04672,74078,66159,590-6.80%
Dec77,03080,67491,49277,030+4.73%

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 Deliver — Treasuries
2018
Primary Dealer Total Treasury Fails (Deliver + Receive)
2018

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