Results for treasury market when-issued trading

Add to feed Create your own feed


Our @LibertyStEcon  authors analyze when-issued trading activity in the Treasury market across securities and over time, finding it concentrated in coupons and bills versus TIPS and FRNs and exhibiting cyclicality driven by auction patterns.

tweet picture

Treasury Market When-Issued Trading Activity: Despite the importance of when-issued trading of Treasury securities, and the advent of FINRA's TRACE database of trading statistics, little is known publicly about the level of WI activity. In this… NY FED


Most relevant

No result