Insights from revised Form FR2004 into primary dealer securities financing and MBS activity
Abstract: The Primary Government Securities Dealers Reports (Form FR 2004) collect information at a weekly frequency on daily positions, cumulative transactions, financing, and fails of primary dealers in U.S. government and other fixed-income securities. The reports have been revised as of January 5, 2022 to increase the granularity of reporting.
Part of Series: FEDS Notes
Publication Date: 2022-08-05