CONVEX
Historical Year Data · 2020

Primary Dealer Fails to Receive — Treasuries in 2020

Primary Dealer Fails to Receive — Treasuries opened 2020 at 64,501 and closed at 46,152, a -28.45% move for the year. The high of 309,224 was reached on March 18, and the low of 46,152 on December 30.

Open
64,501
2020-01
Close
46,152
53 data points
High
309,224
Mar 18
Low
46,152
Dec 30
Full Year Change
-28.45%
2019 Change
-14.29%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan64,50175,86980,23561,637+17.62%
Feb104,92077,473104,92067,356-26.16%
Mar121,766271,647309,224121,766+123.09%
Apr257,634124,809257,634124,809-51.56%
May141,65494,834141,65494,588-33.05%
Jun78,20089,154151,88778,200+14.01%
Jul71,52477,25188,00171,524+8.01%
Aug72,53661,35382,83661,353-15.42%
Sep73,81270,77680,92967,048-4.11%
Oct75,38868,10180,24957,267-9.67%
Nov90,88580,58190,88575,823-11.34%
Dec70,08446,15272,22346,152-34.15%

Events During 2020

Related Metrics

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