Insights from revised Form FR2004 into primary dealer securities financing and MBS activity
Sebastian Infante,
Lubomir Petrasek,
Zack Saravay and
Mary Tian
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Sebastian Infante: https://www.federalreserve.gov/econres/sebastian-infante.htm
Lubomir Petrasek: https://www.federalreserve.gov/econres/lubomir-petrasek.htm
Mary Tian: https://www.federalreserve.gov/econres/mary-tian.htm
No 2022-08-05-1, FEDS Notes from Board of Governors of the Federal Reserve System (U.S.)
Abstract:
The Primary Government Securities Dealers Reports (Form FR 2004) collect information at a weekly frequency on daily positions, cumulative transactions, financing, and fails of primary dealers in U.S. government and other fixed-income securities. The reports have been revised as of January 5, 2022 to increase the granularity of reporting.
Date: 2022-08-05
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgfn:2022-08-05-1
DOI: 10.17016/2380-7172.3182
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