The Federal Reserve Bank of New York released a statement entitled, "Information on Dealer Activity in Specific Treasury Issues Now Available." It says, "The New York Fed has long collected market information from its primary dealer trading counterparts and released these data in aggregated form to the public. Until recently, such data have only been available for broad categories of securities (for example, Treasury bills as a group) and not for specific securities. In April 2013, the Fed began releasing data on some specific Treasury issues, allowing for a more refined understanding of market conditions and dealer behavior. One of the expectations made of primary dealers is that they file FR 2004 statistical reports on an ongoing basis. The reports collect information on dealers' transaction, position, financing, and settlement activities in U.S. Treasury securities, agency debt securities, mortgage-backed securities, asset-backed securities, corporate debt securities, and municipal securities. Most information is requested weekly, for the week ending Wednesday, although some is requested daily. Moreover, most information is requested for broad categories of securities, although some is requested for specific Treasury security issues."
