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The emergence of "regular and predictable" as a Treasury debt management strategy

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Author Info
Kenneth D. Garbade

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Abstract

During the 1970s, U.S. Treasury officials revised the framework within which they selected the maturities of new notes and bonds. Previously, they chose maturities on an offering-by-offering basis. By 1982, the Treasury had ceased these "tactical" sales and was selling notes and bonds on a "regular and predictable" schedule. This article describes that key change in the Treasury's debt management strategy. The author shows that in 1975, Treasury officials financed an unusually rapid expansion of the federal deficit with a flurry of tactical offerings. Because the timing and maturities of the offerings followed no predictable pattern, the sales sometimes took investors by surprise, disrupting the market. These events led Treasury officials to embrace a more regularized program of regular and predictable issuance - a program they had been using for decades to auction bills. The Treasury's switch to regular and predictable issuance of notes and bonds was widely praised for reducing the element of surprise in Treasury offering announcements, facilitating investor planning, and decreasing Treasury borrowing costs.

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Publisher Info
Article provided by Federal Reserve Bank of New York in its journal Economic Policy Review.

Volume (Year): (2007)
Issue (Month): Mar ()
Pages: 53-71
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Handle: RePEc:fip:fednep:y:2007:i:mar:p:53-71:n:v.13no.1

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Related research
Keywords: Treasury notes ; Treasury bonds ; Deficit financing ; Auctions;

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Kenneth D. Garbade & John C. Partlan & Paul J. Santoro, 2004. "Recent innovations in Treasury cash management," Current Issues in Economics and Finance, Federal Reserve Bank of New York, issue Nov. [Downloadable!]
  2. Bryan, William R., 1972. "Treasury Advanced Refundings: An Empirical Investigation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 7(05), pages 2139-2150, December. [Downloadable!]
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Robin Greenwood & Samuel Hanson & Jeremy C. Stein, 2008. "A Gap-Filling Theory of Corporate Debt Maturity Choice," NBER Working Papers 14087, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Kenneth D. Garbade & Matthew Rutherford, 2007. "Buybacks in Treasury cash and debt management," Staff Reports 304, Federal Reserve Bank of New York. [Downloadable!]
  3. Michael J. Fleming & Joshua V. Rosenberg, 2007. "How do treasury dealers manage their positions?," Staff Reports 299, Federal Reserve Bank of New York. [Downloadable!]
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