---
title: Estimating Yield Impacts of Treasury Demand and Supply Changes
url: https://www.ml-quant.com/papers/repec/fip-fedgif-103792/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-10-09
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:fip:fedgif:103792
source_url: https://econpapers.repec.org/RePEc:fip:fedgif:103792
featured: 2026-10-09
citations: unknown
topic: Macro-Finance & Rates
---


# 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.

- Source: https://econpapers.repec.org/RePEc:fip:fedgif:103792
- Identifier: RePEc:fip:fedgif:103792
- Released: 2026-10-05
- First featured: Quant Letter No. 134 (2026-10-09): https://www.ml-quant.com/issues/2026-10-09/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Macro-Finance & Rates
- Authors: Daniel O. Beltran, Canlin Li

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