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Historical Year Data · 2018

Fed Reverse Repo Liabilities in 2018

Fed Reverse Repo Liabilities opened 2018 at 383,990 and closed at 244,820, a -36.24% move for the year. The high of 383,990 was reached on January 3, and the low of 217,293 on October 10.

Open
383,990
2018-01
Close
244,820
52 data points
High
383,990
Jan 3
Low
217,293
Oct 10
Full Year Change
-36.24%
2017 Change
-26.07%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan383,990310,476383,990260,759-19.14%
Feb280,540277,458280,540268,400-1.10%
Mar233,466255,440255,440233,466+9.41%
Apr265,257238,414265,257238,414-10.12%
May256,172245,554256,904245,554-4.14%
Jun260,593260,837260,837239,658+0.09%
Jul264,605250,340264,605249,412-5.39%
Aug235,759232,432249,536232,432-1.41%
Sep229,652229,759234,336229,546+0.05%
Oct230,047236,530236,530217,293+2.82%
Nov230,838227,315250,869220,111-1.53%
Dec235,657244,820252,619235,444+3.89%

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 Reverse Repo Liabilities in 2019→

Related Metrics

Fed Treasury Holdings
2018
Fed MBS Holdings
2018
Fed Repo Operations
2018
Fed TGA (Liability Side)
2018
Fed Central Bank Liquidity Swaps
2018
Fed Primary Credit Lending
2018

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