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Historical Year Data · 2013

Primary Dealer Net Positions — US Treasuries in 2013

Primary Dealer Net Positions — US Treasuries opened 2013 at 108,014 and closed at 72,466, a -32.91% move for the year. The high of 145,999 was reached on October 16, and the low of 63,001 on July 17.

Open
108,014
2013-01
Close
72,466
39 data points
High
145,999
Oct 16
Low
63,001
Jul 17
Full Year Change
-32.91%

Monthly Breakdown

MonthOpenCloseHighLowChange
Apr108,014126,947137,924108,014+17.53%
May109,37695,316116,30170,064-12.85%
Jun92,46183,63592,46168,033-9.55%
Jul86,92596,962104,26963,001+11.55%
Aug113,542100,733113,54281,998-11.28%
Sep116,37193,201126,83193,201-19.91%
Oct80,808102,520145,99980,808+26.87%
Nov103,36499,696110,62999,696-3.55%
Dec75,35572,46677,91372,466-3.83%

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 — US Treasuries in 2014→

Related Metrics

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
Primary Dealer Total Treasury Fails (Deliver + Receive)
2013

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