Estimating Yield Impacts of Treasury Demand and Supply Changes
A demand-system framework quantifies that $100 billion in Treasury supply raises five-year yields by roughly 3 basis points, with effects driven by changing foreign and hedge-fund participation.
Featured in No. 134 on 9 Oct 2026 · 4 days after release
- Released
- 5 Oct 2026
- First featured
- No. 134 · 9 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- RePEc:fip:fedgif:103792
- Authors
- Daniel O. Beltran and Canlin Li
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).