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Historical Year Data · 2013

Primary Dealer Fails to Deliver — Treasuries in 2013

Primary Dealer Fails to Deliver — Treasuries opened 2013 at 43,736 and closed at 52,513, a +20.07% move for the year. The high of 163,342 was reached on June 12, and the low of 25,531 on April 10.

Open
43,736
2013-01
Close
52,513
39 data points
High
163,342
Jun 12
Low
25,531
Apr 10
Full Year Change
+20.07%

Monthly Breakdown

MonthOpenCloseHighLowChange
Apr43,73639,27443,73625,531-10.20%
May27,18751,84451,84427,187+90.69%
Jun126,54153,862163,34253,862-57.44%
Jul62,71227,77288,37227,772-55.72%
Aug60,12244,16360,12242,844-26.54%
Sep46,60855,70055,70046,608+19.51%
Oct62,93146,28662,93136,341-26.45%
Nov39,54446,77446,77432,767+18.28%
Dec35,79452,51360,41335,794+46.71%

Events During 2013

2013 Taper Tantrum
Reflation
May–September 2013

When Fed Chair Ben Bernanke suggested tapering QE in May 2013, 10Y Treasury yields nearly doubled, emerging markets cracked, and carry trades unwound violently.

Next Year
Primary Dealer Fails to Deliver — Treasuries in 2014→

Related Metrics

Primary Dealer Net Positions — US Treasuries
2013
Primary Dealer Net Positions — Agency MBS
2013
Primary Dealer Net Positions — Agency Debt
2013
Primary Dealer Net Positions — Corporate Bonds
2013
Primary Dealer Fails to Receive — Treasuries
2013
Primary Dealer Total Treasury Fails (Deliver + Receive)
2013

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