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Historical Year Data · 2013

Primary Dealer Net Positions — Agency Debt in 2013

Primary Dealer Net Positions — Agency Debt opened 2013 at 47,186 and closed at 25,852, a -45.21% move for the year. The high of 63,131 was reached on May 1, and the low of 24,988 on September 18.

Open
47,186
2013-01
Close
25,852
39 data points
High
63,131
May 1
Low
24,988
Sep 18
Full Year Change
-45.21%

Monthly Breakdown

MonthOpenCloseHighLowChange
Apr47,18659,57359,57347,186+26.25%
May63,13143,58463,13143,584-30.96%
Jun49,15830,76749,15830,767-37.41%
Jul32,21130,70832,21127,743-4.67%
Aug34,19227,43638,43227,436-19.76%
Sep29,93230,65030,65024,988+2.40%
Oct37,32930,85448,11830,854-17.35%
Nov29,84829,41731,43329,417-1.44%
Dec29,20525,85230,07225,852-11.48%

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 — Agency Debt in 2014→

Related Metrics

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

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