CONVEX
Historical Year Data · 2016

Fed Central Bank Liquidity Swaps in 2016

Fed Central Bank Liquidity Swaps opened 2016 at 997 and closed at 4,826, a +384.05% move for the year. The high of 7,003 was reached on October 5, and the low of 0 on April 27.

Open
997
2016-01
Close
4,826
52 data points
High
7,003
Oct 5
Low
0
Apr 27
Full Year Change
+384.05%
2015 Change
-34.75%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan997102997102-89.77%
Feb91899889-2.20%
Mar88489548-45.45%
Apr14601460-100.00%
May1,2001,0061,2000-16.17%
Jun80128010-99.75%
Jul2,9941802,994180-93.99%
Aug9301,3511,35122+45.27%
Sep3502913502-16.86%
Oct7,0033,5417,003180-49.44%
Nov1,0151,3401,340201+32.02%
Dec1,3294,8264,8261,329+263.13%

Events During 2016

Related Metrics

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