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Historical Year Data · 2018

Primary Dealer Net Positions — Agency MBS in 2018

Primary Dealer Net Positions — Agency MBS opened 2018 at 56,322 and closed at 73,931, a +31.26% move for the year. The high of 76,772 was reached on December 5, and the low of 44,623 on January 31.

Open
56,322
2018-01
Close
73,931
52 data points
High
76,772
Dec 5
Low
44,623
Jan 31
Full Year Change
+31.26%
2017 Change
-2.40%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan56,32244,62356,32244,623-20.77%
Feb51,14652,03456,35051,146+1.74%
Mar50,06259,47959,47950,062+18.81%
Apr56,43048,54156,43048,541-13.98%
May56,91158,91859,11154,101+3.53%
Jun59,52059,66959,66958,119+0.25%
Jul59,95254,70959,95254,709-8.75%
Aug52,77965,47665,47652,779+24.06%
Sep69,35967,55469,35964,846-2.60%
Oct69,54071,56371,56361,168+2.91%
Nov67,63270,71274,46667,410+4.55%
Dec76,77273,93176,77272,084-3.70%

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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← Primary Dealer Net Positions — Agency MBS in 2017
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Related Metrics

Primary Dealer Net Positions — US Treasuries
2018
Primary Dealer Net Positions — Agency Debt
2018
Primary Dealer Net Positions — Corporate Bonds
2018
Primary Dealer Fails to Deliver — Treasuries
2018
Primary Dealer Fails to Receive — Treasuries
2018
Primary Dealer Total Treasury Fails (Deliver + Receive)
2018

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