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Historical Year Data · 2018

Primary Dealer Net Positions — US Treasuries in 2018

Primary Dealer Net Positions — US Treasuries opened 2018 at 82,374 and closed at 245,684, a +198.25% move for the year. The high of 245,684 was reached on December 26, and the low of 61,134 on February 28.

Open
82,374
2018-01
Close
245,684
52 data points
High
245,684
Dec 26
Low
61,134
Feb 28
Full Year Change
+198.25%
2017 Change
+36.92%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan82,37471,55692,23971,556-13.13%
Feb101,33061,134101,33061,134-39.67%
Mar78,41380,39389,04264,822+2.53%
Apr84,045101,634115,51584,045+20.93%
May105,178147,802147,802105,178+40.53%
Jun131,237147,980150,037131,237+12.76%
Jul133,138159,620159,620133,138+19.89%
Aug136,192174,114174,114136,192+27.84%
Sep145,115130,454152,115129,480-10.10%
Oct111,160156,897156,897111,160+41.15%
Nov180,370212,122212,122180,370+17.60%
Dec230,884245,684245,684224,513+6.41%

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

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