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Historical Year Data · 2013

Primary Dealer Fails to Receive — Treasuries in 2013

Primary Dealer Fails to Receive — Treasuries opened 2013 at 57,759 and closed at 59,078, a +2.28% move for the year. The high of 168,946 was reached on June 12, and the low of 31,028 on May 1.

Open
57,759
2013-01
Close
59,078
39 data points
High
168,946
Jun 12
Low
31,028
May 1
Full Year Change
+2.28%

Monthly Breakdown

MonthOpenCloseHighLowChange
Apr57,75939,49157,75931,587-31.63%
May31,02858,07358,07331,028+87.16%
Jun132,32156,500168,94656,500-57.30%
Jul83,85332,003100,68732,003-61.83%
Aug66,30153,93266,30149,147-18.66%
Sep51,00657,52257,52251,006+12.77%
Oct71,26951,60971,26942,941-27.59%
Nov48,78851,69751,69742,100+5.96%
Dec40,56159,07863,45440,561+45.65%

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 Receive — 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 Deliver — Treasuries
2013
Primary Dealer Total Treasury Fails (Deliver + Receive)
2013

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