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Documents are displayed in order of relevance.
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The Fed - SOMA's Unrealized Loss: What does it mean?
Treasury yield and the SOMA's unrealized gain/loss position. Generally...Treasury Yield and SOMA Unrealized Gain/Loss Position Source: Federal
URL: https://www.federalreserve.gov/econres/notes/feds-notes/somas-unrealized-loss-what-does-it-mean-20180813.html
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Federal Reserve Board - Quantifying Treasury Cash-Futures Basis Trades, Accessible Data
Treasury Futures Figure 2 plots total short Treasury futures positions...Treasury note' refers to both 10-year and Ultra 10-year notes. 'Long Treasury
URL: https://www.federalreserve.gov/econres/notes/feds-notes/quantifying-treasury-cash-futures-basis-trades-accessible-20240308.htm
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Federal Reserve Board - Hedge Fund Treasury Exposures, Repo, and Margining, Accessible Data
Treasury exposure throughout. Both long and short Treasury exposure gradually...Treasury exposure, the subset of qualifying hedge funds with Treasury
URL: https://www.federalreserve.gov/econres/notes/feds-notes/hedge-fund-treasury-exposures-repo-and-margining-accessible-20230908.htm
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The Fed - Excess Returns and Risk at the Long End of the Treasury Market: An Egarch-M Approach
Treasury notes and long-term Treasury bonds from 1968 through 1993 using...yield curve and lagged excess returns generally remain significant predictors
URL: https://www.federalreserve.gov/econres/ifdp/excess-returns-and-risk-at-the-long-end-of-the-treasury-market-an-egarch-m-approach.htm
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The Fed - Marketable U.S. Treasury Bonds and Notes, Foreign Transactions, August 2017
Treasury Bonds and Notes, Foreign Transactions (Table 3.25) 1 Millions...Treasury securities having an original maturity of more than one year.
URL: https://www.federalreserve.gov/data/secholdtrans/treasurybondsnotes20170831.htm
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The Fed - Marketable U.S. Treasury Bonds and Notes, Foreign Transactions, September 2017
Treasury Bonds and Notes, Foreign Transactions (Table 3.25) 1 Millions...Treasury securities having an original maturity of more than one year.
URL: https://www.federalreserve.gov/data/secholdtrans/treasurybondsnotes20170930.htm
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The Fed - Marketable U.S. Treasury Bonds and Notes, Foreign Transactions, October 2017
Treasury Bonds and Notes, Foreign Transactions (Table 3.25) 1 Millions...Treasury securities having an original maturity of more than one year.
URL: https://www.federalreserve.gov/data/secholdtrans/treasurybondsnotes20171031.htm
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The Fed - Marketable U.S. Treasury Bonds and Notes, Foreign Transactions, November 2017
Treasury Bonds and Notes, Foreign Transactions (Table 3.25) 1 Millions...Treasury securities having an original maturity of more than one year.
URL: https://www.federalreserve.gov/data/secholdtrans/treasurybondsnotes20171130.htm
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The Fed - Marketable U.S. Treasury Bonds and Notes, Foreign Transactions, December 2017
Treasury Bonds and Notes, Foreign Transactions (Table 3.25) 1 Millions...Treasury securities having an original maturity of more than one year.
URL: https://www.federalreserve.gov/data/secholdtrans/treasurybondsnotes20171231.htm
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The Fed - Marketable U.S. Treasury Bonds and Notes, Foreign Transactions, January 2018
Treasury Bonds and Notes, Foreign Transactions (Table 3.25) 1 Millions...Treasury securities having an original maturity of more than one year.
URL: https://www.federalreserve.gov/data/secholdtrans/treasurybondsnotes20180131.htm
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