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Historical Year Data · 2018

Fed Central Bank Liquidity Swaps in 2018

Fed Central Bank Liquidity Swaps opened 2018 at 12,067 and closed at 4,207, a -65.14% move for the year. The high of 12,067 was reached on January 3, and the low of 39 on February 7.

Open
12,067
2018-01
Close
4,207
52 data points
High
12,067
Jan 3
Low
39
Feb 7
Full Year Change
-65.14%
2017 Change
+115.85%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan12,06767312,06772-94.42%
Feb39727239+84.62%
Mar65797964+21.54%
Apr5,011825,01179-98.36%
May1176311763-46.15%
Jun70909570+28.57%
Jul1,0911221,09191-88.82%
Aug1009210668-8.00%
Sep909010090+0.00%
Oct74809074+8.11%
Nov79687947-13.92%
Dec1944,2074,20770+2068.56%

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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← Fed Central Bank Liquidity Swaps in 2017
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Fed Central Bank Liquidity Swaps in 2019→

Related Metrics

Fed Treasury Holdings
2018
Fed MBS Holdings
2018
Fed Repo Operations
2018
Fed Reverse Repo Liabilities
2018
Fed TGA (Liability Side)
2018
Fed Primary Credit Lending
2018

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