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. Starting with data covering the week ending April 3, 2013, the Fed now also releases aggregated primary dealer data on specific Treasury issues. In particular, the data cover dealer activity in the most recently issued Treasury notes and bonds, including both nominal securities as well as Treasury inflation-protected securities; specific issue data are not collected for bills. As with the broad security category data, the released data are aggregated across dealers and reported weekly as of the week ending Wednesday.  Michael Fleming of the New York Fed suggests what this might mean.  New Ways of Looking at Federal Reserve Data