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Primary dealer

A bank or broker-dealer approved to trade directly with the New York Fed, obliged to bid at every Treasury auction and to make markets in government securities.

There are roughly two dozen primary dealers. In exchange for the franchise they must participate meaningfully in every treasury-auction and act as counterparties for open market operations, which makes them the shock absorber of the Treasury market.

The dealer takedown at an auction is the residual: whatever direct and indirect bidders did not take, dealers must. A high dealer share is therefore a weak-demand signal, because it means real money stayed away and the paper is sitting on balance sheets that will need to distribute it.

Example: at a 10-year auction, indirect bidders take 68%, direct bidders 18%, leaving dealers with 14%. The recent average dealer takedown is 17%, so this auction cleared into genuinely strong end-user demand.

Related: treasury-auction, bid-to-cover, auction-tail, repo, when-issued

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