CONVEX
Historical Year Data · 2016

Primary Dealer Net Positions — Agency MBS in 2016

Primary Dealer Net Positions — Agency MBS opened 2016 at 88,880 and closed at 70,580, a -20.59% move for the year. The high of 105,364 was reached on January 20, and the low of 67,513 on September 14.

Open
88,880
2016-01
Close
70,580
52 data points
High
105,364
Jan 20
Low
67,513
Sep 14
Full Year Change
-20.59%
2015 Change
-8.47%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan88,88092,946105,36488,880+4.57%
Feb95,05488,48895,05488,488-6.91%
Mar84,35176,06984,35173,583-9.82%
Apr88,04881,32688,93381,326-7.63%
May85,26370,16785,26370,167-17.71%
Jun69,52791,66791,66769,527+31.84%
Jul92,09693,01193,01186,287+0.99%
Aug95,88283,05295,88276,599-13.38%
Sep74,34581,32381,32367,513+9.39%
Oct73,74478,28679,89173,744+6.16%
Nov80,23675,14781,03275,147-6.34%
Dec72,86070,58074,26468,903-3.13%

Events During 2016

Related Metrics

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