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Unlocking the Treasury Market through TRACE

Author

Listed:
  • Doug Brain
  • Michiel De Pooter
  • Dobrislav Dobrev
  • Michael J. Fleming
  • Pete Johansson
  • Collin Jones
  • Frank M. Keane
  • Michael Puglia
  • Liza Reiderman
  • Tony Rodrigues
  • Or Shachar

Abstract

This joint FEDS Note and Liberty Street Economics blog post from staff at the Board of Governors and Federal Reserve Bank of New York aims to share initial insights on the Treasury cash transactions data reported to Financial Industry Regulatory Authority (FINRA)'s Trade Reporting and Compliance Engine (TRACE).

Suggested Citation

  • Doug Brain & Michiel De Pooter & Dobrislav Dobrev & Michael J. Fleming & Pete Johansson & Collin Jones & Frank M. Keane & Michael Puglia & Liza Reiderman & Tony Rodrigues & Or Shachar, 2018. "Unlocking the Treasury Market through TRACE," FEDS Notes 2018-09-28-1, Board of Governors of the Federal Reserve System (U.S.).
  • Handle: RePEc:fip:fedgfn:2018-09-28-1
    DOI: 10.17016/2380-7172.2251
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    File URL: https://www.federalreserve.gov/econres/notes/feds-notes/unlocking-the-treasury-market-through-trace-20180928.htm
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    Cited by:

    1. , 2020. "Monetary Policy Uncertainty and Monetary Policy Surprises," Finance and Economics Discussion Series 2020-032, Board of Governors of the Federal Reserve System (U.S.).
    2. James Collin Harkrader & Michael Puglia, 2020. "Price Discovery in the U.S. Treasury Cash Market: On Principal Trading Firms and Dealers," Finance and Economics Discussion Series 2020-096, Board of Governors of the Federal Reserve System (U.S.).

    More about this item

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets

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