CONVEX
Historical Year Data · 2024

Fed Central Bank Liquidity Swaps in 2024

Fed Central Bank Liquidity Swaps opened 2024 at 1,357 and closed at 1,121, a -17.39% move for the year. The high of 1,357 was reached on January 3, and the low of 84 on December 18.

Open
1,357
2024-01
Close
1,121
52 data points
High
1,357
Jan 3
Low
84
Dec 18
Full Year Change
-17.39%
2023 Change
+229.85%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan1,3572191,357216-83.86%
Feb230217230215-5.65%
Mar183179183173-2.19%
Apr187137187137-26.74%
May124112130112-9.68%
Jun129124129114-3.88%
Jul211155211122-26.54%
Aug149145151145-2.68%
Sep137153157137+11.68%
Oct157157163155+0.00%
Nov151128151128-15.23%
Dec1011,1211,12184+1009.90%

Events During 2024

Related Metrics

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