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Odd Lots · October 3, 2024 · 52m

Why Treasury Market Plumbing Keeps Breaking

Former NY Fed trader Joseph Wang explains why the Treasury market keeps experiencing liquidity crises. The market has grown 5x since 2008 while dealer balance sheets have shrunk, creating a structural mismatch that the Fed must repeatedly backstop.

This summary was generated from show notes and public descriptions, not from a full transcript review. Details may contain inaccuracies.

Canon

Wang advises investors to accept that Treasury market structure is beyond individual control and instead position portfolios for the inevitable liquidity crises rather than pretending they won't happen.

Highlights

The Treasury market has outgrown its plumbing — structural mismatch between market size and dealer capacity
Wang explains that Treasury debt outstanding has grown from $5T to $35T since 2008 while primary dealer balance sheets have barely grown, creating recurring liquidity crises that require Fed intervention.
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