CONVEX
Historical Year Data · 2020

Primary Dealer Net Positions — US Treasuries in 2020

Primary Dealer Net Positions — US Treasuries opened 2020 at 213,569 and closed at 246,313, a +15.33% move for the year. The high of 294,726 was reached on May 27, and the low of 193,082 on February 5.

Open
213,569
2020-01
Close
246,313
53 data points
High
294,726
May 27
Low
193,082
Feb 5
Full Year Change
+15.33%
2019 Change
-14.57%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan213,569234,280234,870212,747+9.70%
Feb193,082231,276231,276193,082+19.78%
Mar231,889232,276271,846231,889+0.17%
Apr224,413238,767240,175223,895+6.40%
May214,056294,726294,726214,056+37.69%
Jun255,850285,838285,838247,766+11.72%
Jul270,082271,295281,245270,082+0.45%
Aug249,932276,316276,316249,932+10.56%
Sep244,153231,411265,456231,411-5.22%
Oct245,153241,244248,442237,077-1.59%
Nov228,021246,900246,900206,813+8.28%
Dec234,371246,313254,935231,153+5.10%

Events During 2020

Related Metrics

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