CONVEX
Historical Year Data · 2014

Primary Dealer Net Positions — Agency MBS in 2014

Primary Dealer Net Positions — Agency MBS opened 2014 at 92,601 and closed at 99,930, a +7.91% move for the year. The high of 103,412 was reached on December 17, and the low of 74,477 on July 9.

Open
92,601
2014-01
Close
99,930
53 data points
High
103,412
Dec 17
Low
74,477
Jul 9
Full Year Change
+7.91%
2013 Change
-17.23%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan92,60193,78496,51688,360+1.28%
Feb90,90093,05196,26090,900+2.37%
Mar87,27091,93391,93385,195+5.34%
Apr85,98383,31391,32683,313-3.11%
May84,20583,78784,20579,043-0.50%
Jun80,45279,29780,45278,598-1.44%
Jul79,49886,35986,35974,477+8.63%
Aug85,45285,63287,67681,525+0.21%
Sep81,85180,15881,85179,837-2.07%
Oct80,87295,18595,18578,072+17.70%
Nov93,42390,96193,42386,897-2.64%
Dec91,47599,930103,41291,475+9.24%

Events During 2014

Related Metrics

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