Discussion Paper

Information on Dealer Activity in Specific Treasury Issues Now Available

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.

Keywords: Treasury securities; financing; positions; FR 2004; settlement fails; trading volume;

JEL Classification: G2;G1;

Bibliographic Information

Provider: Federal Reserve Bank of New York

Part of Series: Liberty Street Economics

Publication Date: 2013-08-26

Number: 20130826