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Information on Dealer Activity in Specific Treasury Issues Now Available

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Abstract

The New York Fed has long collected market information from its primary dealer trading counterparts and released these data in aggregated form to the public. Until recently, such data have only been available for broad categories of securities (for example, Treasury bills as a group) and not for specific securities. In April 2013, the Fed began releasing data on some specific Treasury issues, allowing for a more refined understanding of market conditions and dealer behavior.

Suggested Citation

  • Michael J. Fleming, 2013. "Information on Dealer Activity in Specific Treasury Issues Now Available," Liberty Street Economics 20130826, Federal Reserve Bank of New York.
    • Handle: RePEc:fip:fednls:86891
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    File URL: https://libertystreeteconomics.newyorkfed.org/2013/08/information-on-dealer-activity-in-specific-treasury-issues-now-available.html
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    More about this item

    Keywords

    Treasury securities; financing; positions; FR 2004; settlement fails; trading volume;
    All these keywords.

    JEL classification:

    • G2 - Financial Economics - - Financial Institutions and Services
    • G1 - Financial Economics - - General Financial Markets

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