CONVEX
Historical Year Data · 2017

Fed Central Bank Liquidity Swaps in 2017

Fed Central Bank Liquidity Swaps opened 2017 at 5,563 and closed at 12,008, a +115.85% move for the year. The high of 12,008 was reached on December 27, and the low of 35 on April 19.

Open
5,563
2017-01
Close
12,008
52 data points
High
12,008
Dec 27
Low
35
Apr 19
Full Year Change
+115.85%
2016 Change
+384.05%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan5,5634655,563465-91.64%
Feb392143392143-63.52%
Mar1,1321,0071,132491-11.04%
Apr5,075805,07535-98.42%
May35354135+0.00%
Jun40354235-12.50%
Jul3,070853,07041-97.23%
Aug35363635+2.86%
Sep35378735+5.71%
Oct3,620373,62035-98.98%
Nov40354035-12.50%
Dec3512,00812,00835+34208.57%

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