fixed income

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SIFMA – U.S. Treasury Securities Market Statistics

SIFMA – U.S. Treasury Securities Market Statistics

Lisa
Open Dataset
Creators: Securities Industry and Financial Markets Association (SIFMA)
Publication Date: June 5, 2026
Creators: Securities Industry and Financial Markets Association (SIFMA)

SIFMA provides comprehensive statistics on the U.S. Treasury securities market, including data on issuance, outstanding balances, trading volumes, and market participants.

Replication Data: How Do Treasury Dealers Manage Their Positions?

Replication Data: How Do Treasury Dealers Manage Their Positions?

Lisa
Open Dataset
Creators: Michael Fleming , Giang Nguyen , Joshua Rosenberg
Publication Date: 2026-06-06
Creators: Michael Fleming , Giang Nguyen , Joshua Rosenberg

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.

SIFMA Capital Markets Statistics – U.S. Securities Market Data Archive

SIFMA Capital Markets Statistics – U.S. Securities Market Data Archive

Lisa
Open Dataset
Creators: Securities Industry and Financial Markets Association (SIFMA)
Publication Date: 2026
Creators: Securities Industry and Financial Markets Association (SIFMA)

SIFMA publishes a comprehensive archive of U.S. capital markets statistics covering equity and fixed income markets, issuance volumes, trading activity, and outstanding debt. Used in Buchak et al. (2024, Journal of Political Economy) to provide context on securities market activity in the analysis of shadow banking and off-balance-sheet intermediation.

Replication Data: Treasury Option Returns and Models with Unspanned Risks

Replication Data: Treasury Option Returns and Models with Unspanned Risks

Lisa
Open Dataset
Creators: Gurdip Bakshi, John Crosby, Xiaohui Gao, and Jorge W. Hansen
Publication Date: 2023-10-04
Creators: Gurdip Bakshi, John Crosby, Xiaohui Gao, and Jorge W. Hansen

This dataset, hosted on Mendeley Data, contains the replication data for the study “Treasury Option Returns and Models with Unspanned Risks” (Bakshi, Crosby, Gao & Hansen, 2023, Journal of Financial Economics). It includes options and Treasury bond data used to examine the returns on U.S. Treasury options and to evaluate term structure models that incorporate unspanned risks with implications for fixed income pricing and hedging.

SIFMA Capital Markets Statistics

SIFMA Capital Markets Statistics

Lisa
Open Dataset
Creators: Securities Industry and Financial Markets Association (SIFMA)
Publication Date: 2026-05-05
Creators: Securities Industry and Financial Markets Association (SIFMA)

SIFMA (Securities Industry and Financial Markets Association) publishes a comprehensive archive of U.S. capital markets statistics, covering equity and fixed income markets, including data on issuance volumes, trading activity, outstanding debt, and market participants.

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