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1 posts on "when-issued trading"
November 30, 2020

Treasury Market When‑Issued Trading Activity

Michael Fleming, Or Shachar, and Peter Van Tassel

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 post, the authors address this gap by analyzing WI transactions recorded in TRACE.

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Posted at 7:00 am in Financial Markets, Treasury | Permalink

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Liberty Street Economics features insight and analysis from New York Fed economists working at the intersection of research and policy. Launched in 2011, the blog takes its name from the Bank’s headquarters at 33 Liberty Street in Manhattan’s Financial District.

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