CONVEX
Sign in
Historical Year Data · 2018

Fed TGA (Liability Side) in 2018

Fed TGA (Liability Side) opened 2018 at 169,957 and closed at 368,236, a +116.66% move for the year. The high of 403,067 was reached on April 25, and the low of 169,957 on January 3.

Open
169,957
2018-01
Close
368,236
52 data points
High
403,067
Apr 25
Low
169,957
Jan 3
Full Year Change
+116.66%
2017 Change
-49.85%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan169,957275,794275,963169,957+62.27%
Feb202,221199,390208,817180,845-1.40%
Mar187,515300,355300,355187,515+60.18%
Apr300,604403,067403,067287,804+34.09%
May384,961332,712384,961312,169-13.57%
Jun289,454362,175380,090282,968+25.12%
Jul325,543338,978338,978316,434+4.13%
Aug310,204345,255345,255310,204+11.30%
Sep324,437367,243399,519297,697+13.19%
Oct350,281366,596366,596308,869+4.66%
Nov316,157332,336332,336316,157+5.12%
Dec328,613368,236396,293322,663+12.06%

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.

Previous Year
← Fed TGA (Liability Side) in 2017
Next Year
Fed TGA (Liability Side) in 2019→

Related Metrics

Fed Treasury Holdings
2018
Fed MBS Holdings
2018
Fed Repo Operations
2018
Fed Reverse Repo Liabilities
2018
Fed Central Bank Liquidity Swaps
2018
Fed Primary Credit Lending
2018

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

← Back to Fed TGA (Liability Side)All yearsMarket events →