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Historical Year Data · 2018

Primary Dealer Net Positions — Agency Debt in 2018

Primary Dealer Net Positions — Agency Debt opened 2018 at 15,085 and closed at 12,244, a -18.83% move for the year. The high of 27,214 was reached on February 7, and the low of 11,068 on June 27.

Open
15,085
2018-01
Close
12,244
52 data points
High
27,214
Feb 7
Low
11,068
Jun 27
Full Year Change
-18.83%
2017 Change
-28.02%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan15,08523,36623,36615,085+54.90%
Feb27,21420,20727,21420,207-25.75%
Mar21,61715,55924,09715,559-28.02%
Apr15,22214,40717,11214,407-5.35%
May12,70614,09916,42512,706+10.96%
Jun13,88911,06818,14611,068-20.31%
Jul15,85013,47815,98113,478-14.97%
Aug13,20315,60920,15813,203+18.22%
Sep15,47114,57715,95514,577-5.78%
Oct18,06920,59020,59017,493+13.95%
Nov19,42617,11920,17117,119-11.88%
Dec18,82512,24418,82512,244-34.96%

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 — Corporate Bonds
2018
Primary Dealer Fails to Deliver — Treasuries
2018
Primary Dealer Fails to Receive — Treasuries
2018
Primary Dealer Total Treasury Fails (Deliver + Receive)
2018

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