Discussion Paper

End‑of‑Month Liquidity in the Treasury Market


Abstract: Trading activity in benchmark U.S. Treasury securities now concentrates on the last trading day of the month. Moreover, this stepped-up activity is associated with lower transaction costs, as shown by a smaller price impact of trades. We conjecture that increased turn-of-month portfolio rebalancing by passive investment funds that manage relative to fixed-income indices helps explain these patterns.

Keywords: end of month; Portfolio rebalancing; index; Treasury securities;

JEL Classification: G12;

Access Documents

Authors

Bibliographic Information

Provider: Federal Reserve Bank of New York

Part of Series: Liberty Street Economics

Publication Date: 2024-09-24

Number: 20240924