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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.

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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

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