Replication Data: How Do Treasury Dealers Manage Their Positions?
Creators:
Michael Fleming , Giang Nguyen , Joshua Rosenberg
Publication Date:
2026-06-06
Data Category:
Dataset Description:
This dataset, hosted on Mendeley Data, contains the replication data for the study "How Do Treasury Dealers Manage Their Positions?" (Fleming, Nguyen & Rosenberg, 2024, Journal of Financial Economics). It includes dealer-level U.S. Treasury position and transaction data used to examine how primary dealers manage their inventory and risk exposure in the U.S. Treasury market, analysing trading strategies, hedging behaviour, and the role of dealers in providing market liquidity.
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