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Historical Year Data · 2013

Primary Dealer Total Treasury Fails (Deliver + Receive) in 2013

Primary Dealer Total Treasury Fails (Deliver + Receive) opened 2013 at 101,495 and closed at 111,591, a +9.95% move for the year. The high of 332,288 was reached on June 12, and the low of 57,118 on April 10.

Open
101,495
2013-01
Close
111,591
39 data points
High
332,288
Jun 12
Low
57,118
Apr 10
Full Year Change
+9.95%

Monthly Breakdown

MonthOpenCloseHighLowChange
Apr101,49578,765101,49557,118-22.40%
May58,215109,917109,91758,215+88.81%
Jun258,862110,362332,288110,362-57.37%
Jul146,56559,775189,05959,775-59.22%
Aug126,42398,095126,42391,991-22.41%
Sep97,614113,222113,22297,614+15.99%
Oct134,20097,895134,20079,282-27.05%
Nov88,33298,47198,47174,867+11.48%
Dec76,355111,591123,86776,355+46.15%

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 Total Treasury Fails (Deliver + Receive) 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 Fails to Receive — Treasuries
2013

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