Discussion Paper
Sizing hedge funds' Treasury market activities and holdings
Abstract: Hedge funds play an increasingly important role in U.S. Treasury (UST) cash and futures markets, a role that has been widely discussed following the March 2020 U.S. Treasury sell-off. In this note, we analyze hedge funds' holdings of UST securities and their UST market activities in normal times and in times of financial market stress using regulatory data from the SEC Form PF.
https://doi.org/10.17016/2380-7172.2979
Access Documents
File(s): File format is text/html https://www.federalreserve.gov//econres/notes/feds-notes/sizing-hedge-funds-treasury-market-activities-and-holdings-20211006.htm
Bibliographic Information
Provider: Board of Governors of the Federal Reserve System (U.S.)
Part of Series: FEDS Notes
Publication Date: 2021-10-06
Number: 2021-10-06-3