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Insights from Revised Form FR2004 into Primary Dealer Securities Financing and MBS Activity

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
Year of publication:
2022
Authors: Infante, Sebastian ; Petrasek, Lubomir ; Saravay, Zack ; Tian, Mary H.
Publisher: [S.l.] : SSRN
Description of contents: Abstract [papers.ssrn.com]
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