CONVEX
Historical Year Data · 2020

Primary Dealer Net Positions — Agency MBS in 2020

Primary Dealer Net Positions — Agency MBS opened 2020 at 95,608 and closed at 93,343, a -2.37% move for the year. The high of 126,313 was reached on March 18, and the low of 72,228 on February 5.

Open
95,608
2020-01
Close
93,343
53 data points
High
126,313
Mar 18
Low
72,228
Feb 5
Full Year Change
-2.37%
2019 Change
+34.50%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan95,60878,37195,60878,371-18.03%
Feb72,22884,34084,34072,228+16.77%
Mar98,967117,016126,31398,967+18.24%
Apr109,429111,296114,10998,049+1.71%
May99,538120,054120,05499,538+20.61%
Jun119,409116,862119,409110,185-2.13%
Jul115,503103,448115,50396,206-10.44%
Aug107,05899,629107,05898,419-6.94%
Sep100,93195,801100,93186,696-5.08%
Oct85,57399,34499,34485,573+16.09%
Nov101,55592,751101,55592,751-8.67%
Dec91,54093,34393,34384,253+1.97%

Events During 2020

Related Metrics

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