CONVEX
Historical Year Data · 2024

Primary Dealer Net Positions — US Treasuries in 2024

Primary Dealer Net Positions — US Treasuries opened 2024 at 252,238 and closed at 398,063, a +57.81% move for the year. The high of 398,063 was reached on December 25, and the low of 245,518 on January 17.

Open
252,238
2024-01
Close
398,063
52 data points
High
398,063
Dec 25
Low
245,518
Jan 17
Full Year Change
+57.81%
2023 Change
+71.89%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan252,238284,375284,375245,518+12.74%
Feb281,351249,227298,993249,227-11.42%
Mar256,365270,671270,671256,365+5.58%
Apr275,497308,259314,269275,497+11.89%
May275,430310,830310,830275,430+12.85%
Jun301,381296,491325,408277,721-1.62%
Jul312,736315,169359,135312,736+0.78%
Aug360,644329,744360,644327,550-8.57%
Sep322,765310,931322,898310,931-3.67%
Oct299,774263,516299,774253,768-12.10%
Nov256,528355,891355,891255,332+38.73%
Dec341,786398,063398,063341,786+16.47%

Events During 2024

Related Metrics

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