primary dealers

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Replication Data: How Do Treasury Dealers Manage Their Positions?

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.

Federal Reserve Bank of New York – Primary Dealers Statistics

Creators: Federal Reserve Bank of New York
Publication Date: 7/3/2024
Creators: Federal Reserve Bank of New York

The Federal Reserve Bank of New York publishes weekly statistics on the positions, transactions, and financing activities of primary dealers in U.S. government securities markets. The data covers dealer holdings of Treasury securities, agency debt, mortgage-backed securities, and related financing.

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