CONVEX
Historical Year Data · 2020

Primary Dealer Total Treasury Fails (Deliver + Receive) in 2020

Primary Dealer Total Treasury Fails (Deliver + Receive) opened 2020 at 133,741 and closed at 88,004, a -34.20% move for the year. The high of 566,148 was reached on March 18, and the low of 88,004 on December 30.

Open
133,741
2020-01
Close
88,004
53 data points
High
566,148
Mar 18
Low
88,004
Dec 30
Full Year Change
-34.20%
2019 Change
-18.54%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan133,741144,534156,722121,777+8.07%
Feb201,016139,951201,016130,176-30.38%
Mar228,098463,969566,148228,098+103.41%
Apr467,951233,892467,951233,892-50.02%
May256,202175,185256,202175,185-31.62%
Jun147,252176,292284,404147,252+19.72%
Jul139,473151,529169,829139,473+8.64%
Aug136,424119,329162,482119,329-12.53%
Sep146,842142,154150,979123,921-3.19%
Oct144,865131,141144,865105,647-9.47%
Nov180,520159,193180,520150,127-11.81%
Dec137,04088,004143,00488,004-35.78%

Events During 2020

Related Metrics

Get historical context as markets unfold, regime classification, scenario triggers, and analysis in your inbox.