CONVEX
Historical Year Data · 2023

Primary Dealer Total Treasury Fails (Deliver + Receive) in 2023

Primary Dealer Total Treasury Fails (Deliver + Receive) opened 2023 at 325,716 and closed at 416,650, a +27.92% move for the year. The high of 416,650 was reached on December 27, and the low of 144,103 on November 8.

Open
325,716
2023-01
Close
416,650
52 data points
High
416,650
Dec 27
Low
144,103
Nov 8
Full Year Change
+27.92%
2022 Change
+49.89%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan325,716228,815325,716228,815-29.75%
Feb199,114217,833228,620194,398+9.40%
Mar266,981305,235314,551266,981+14.33%
Apr300,084205,563300,084205,563-31.50%
May251,936301,589301,589209,747+19.71%
Jun350,501291,448350,501238,402-16.85%
Jul252,844148,450252,844148,450-41.29%
Aug193,664216,826246,591193,664+11.96%
Sep243,606234,983243,606162,985-3.54%
Oct270,835178,248270,835161,718-34.19%
Nov157,490149,223201,997144,103-5.25%
Dec203,641416,650416,650176,995+104.60%

Events During 2023

Related Metrics

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