CONVEX
Sign in
Historical Year Data · 2013

Primary Dealer Net Positions — Corporate Bonds in 2013

Primary Dealer Net Positions — Corporate Bonds opened 2013 at 31,552 and closed at 34,933, a +10.72% move for the year. The high of 41,780 was reached on December 18, and the low of 22,981 on August 28.

Open
31,552
2013-01
Close
34,933
39 data points
High
41,780
Dec 18
Low
22,981
Aug 28
Full Year Change
+10.72%

Monthly Breakdown

MonthOpenCloseHighLowChange
Apr31,55230,38031,83330,380-3.71%
May31,49733,79437,46631,497+7.29%
Jun34,08830,87437,76030,874-9.43%
Jul30,14326,91530,14326,915-10.71%
Aug28,43522,98130,25122,981-19.18%
Sep24,62233,58233,58224,622+36.39%
Oct34,16033,31138,96733,311-2.49%
Nov36,17839,02839,16334,155+7.88%
Dec39,62034,93341,78034,933-11.83%

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

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

← Back to Primary Dealer Net Positions — Corporate BondsAll yearsMarket events →