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Historical Year Data · 2013

Primary Dealer Net Positions — Agency MBS in 2013

Primary Dealer Net Positions — Agency MBS opened 2013 at 114,017 and closed at 94,377, a -17.23% move for the year. The high of 121,142 was reached on May 8, and the low of 76,451 on September 11.

Open
114,017
2013-01
Close
94,377
39 data points
High
121,142
May 8
Low
76,451
Sep 11
Full Year Change
-17.23%

Monthly Breakdown

MonthOpenCloseHighLowChange
Apr114,017109,485118,317109,485-3.97%
May116,271101,436121,142101,436-12.76%
Jun95,82498,60198,60190,679+2.90%
Jul94,69986,64297,06986,642-8.51%
Aug88,38384,12589,20184,125-4.82%
Sep80,71779,04780,71776,451-2.07%
Oct80,65478,74886,62977,554-2.36%
Nov86,51992,33992,33986,519+6.73%
Dec96,67094,37796,76594,377-2.37%

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 MBS in 2014→

Related Metrics

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

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