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Historical Year Data · 2018

Primary Dealer Total Treasury Fails (Deliver + Receive) in 2018

Primary Dealer Total Treasury Fails (Deliver + Receive) opened 2018 at 225,268 and closed at 144,965, a -35.65% move for the year. The high of 501,255 was reached on January 17, and the low of 120,294 on November 14.

Open
225,268
2018-01
Close
144,965
52 data points
High
501,255
Jan 17
Low
120,294
Nov 14
Full Year Change
-35.65%
2017 Change
-15.98%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan225,268237,838501,255198,578+5.58%
Feb253,017214,102494,966214,102-15.38%
Mar231,548233,171316,679215,197+0.70%
Apr191,565141,452191,565141,452-26.16%
May177,429167,414177,429140,162-5.64%
Jun172,819151,350192,985150,864-12.42%
Jul153,703140,276153,703130,346-8.74%
Aug158,018157,942163,290138,837-0.05%
Sep145,112135,765164,996135,765-6.44%
Oct147,897134,343174,351133,908-9.16%
Nov148,419145,239152,966120,294-2.14%
Dec143,422144,965176,183143,422+1.08%

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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Related Metrics

Primary Dealer Net Positions — US Treasuries
2018
Primary Dealer Net Positions — Agency MBS
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

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