A Mini Progress Report on The Capital Markets Data Project
The project was founded on January 1, 2018. The nine months since then has seen the arrival of many new series that are useful for describing the history of U.S. capital markets.
Let us consider the Treasury Markets. The efforts of the project have resulted in long-term histories of both foreign and Federal Reserve involvement in Treasury Markets. Federal Reserve holdings at a monthly frequency can now be traced back to 1914. Foreign Net purchases at a monthly frequency exist back to January of 1950. Long-term weekly and monthly Treasury and Agency Debt transaction volumes have been posted dating back to 1961. I have also collected much data on Primary dealer positioning in Treasury securities since 1961. All of the datasets represent major areas of practical and theoretical interest, and when combined together produce a holistic image of Treasury markets.
The capital markets data project does not stop there. I have collected issuance data for corporate stocks and bonds, and state and local debt. Much of which also begins around 1919. Foreign Capital flows as represented by foreign net purchases of domestic and foreign securities begins around 1936.
Let us consider the Treasury Markets. The efforts of the project have resulted in long-term histories of both foreign and Federal Reserve involvement in Treasury Markets. Federal Reserve holdings at a monthly frequency can now be traced back to 1914. Foreign Net purchases at a monthly frequency exist back to January of 1950. Long-term weekly and monthly Treasury and Agency Debt transaction volumes have been posted dating back to 1961. I have also collected much data on Primary dealer positioning in Treasury securities since 1961. All of the datasets represent major areas of practical and theoretical interest, and when combined together produce a holistic image of Treasury markets.
The capital markets data project does not stop there. I have collected issuance data for corporate stocks and bonds, and state and local debt. Much of which also begins around 1919. Foreign Capital flows as represented by foreign net purchases of domestic and foreign securities begins around 1936.