How to find information on bond buyers?

Question

To better assess my bond investments, I want to see what institutions are buying US treasuries in the auctions over the last three months. Just want to see if there is any change in the composition of the buyers. I don't need extremely granular detail, just some rough percentages on what types of buyers participated in treasury auctions, like:

public versus private
% bought by prime dealers
% bought by pension funds

Question
Considering this is ex post data, and just in percentage form, I would imagine this data should be in the public domain, is this correct? If so where can I find it?

RiverNet · Accepted Answer

Here's a link to some info of what you're looking for.  I don't know how much info is available on private (non-governmental) buyers is out there, but this is a start.
https://ticdata.treasury.gov/Publish/mfh.txt
As to granularity, I don't know how much good it will do you to have the data from the auctions, since there's going to be quite a bit of  secondary trading after the fact that would muddy the waters on the holding data.  In other words, you may have a few massive prime dealers who buy the bonds at auction and then gradually sell them off to other buyers at some later point.  As such, you may not have any way of determining what you're looking for.
I'll be interested to see if you come up with anything and post it back here for the rest of us.
Good luck!

How to find information on bond buyers?

Question

One Answer

Add your own answers!

Ask a Question