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Statistical Supplement | February 2005

Statistical Supplement to the Federal Reserve Bulletin, February 2005
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2004 2004, week ending
Aug Sept Oct Sept 29 Oct 6 Oct 13 Oct 20 Oct 27 Nov 3 Nov 10 Nov 17 Nov 24
  By type of security  
1 U.S. Treasury bills 53,544 61,588 52,124 65,586 59,007 54,487 45,711 49,783 55,520 59,458 59,798 63,107
  Treasury coupon securities by maturity  
2 Three years or less 168,154 170,510 157,220 199,865 177,978 145,064 136,710 164,595 172,857 195,399 179,059 214,546
3 More than three but less than or equal to six years 121,852 142,642 128,400 142,365 144,168 129,614 131,732 114,273 121,427 186,871 134,300 107,904
4 More than six but less than or equal to eleven years 110,692 128,750 112,341 138,591 123,041 115,063 110,439 105,752 106,726 135,429 135,826 105,609
5 More than eleven 21,197 29,390 24,767 35,437 25,831 24,155 23,278 25,679 25,303 28,348 26,225 27,872
6 Inflation-protected2 5,452 6,470 11,389 8,331 8,218 12,341 5,744 18,704 11,650 6,630 5,386 7,542
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 60,041 60,230 55,610 62,665 63,443 59,484 55,801 47,299 52,500 57,954 71,466 65,169
  Coupon securities by maturity  
8 Three years or less 7,422 9,133 9,428 9,464 8,584 12,171 7,125 10,786 7,993 10,385 7,276 8,476
9 More than three years but less than or equal to six years 5,433 6,267 8,224 5,996 8,043 8,335 10,089 6,714 7,474 8,252 5,298 6,623
10 More than six years but less than or equal to eleven years 2,806 5,816 5,565 6,636 5,517 6,406 5,768 4,858 5,243 7,670 5,774 3,584
11 More than eleven years 629 452 494 556 402 393 702 440 495 1,157 663 235
 
12 Mortgage-backed 192,939 208,021 220,081 175,970 232,337 335,586 199,780 159,723 166,204 392,997 220,569 144,062
 
  Corporate securities  
13 One year or less 119,615 136,302 129,390 149,471 131,485 131,778 132,797 125,005 122,868 137,389 155,772 140,646
14 More than one year 19,645 21,947 23,005 25,755 20,630 17,356 23,744 29,883 20,010 27,140 22,541 24,940
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 210,180 247,860 222,103 268,097 241,572 217,727 213,773 218,835 220,913 258,743 231,075 227,370
16 Federal agency and government-sponsored enterprises 6,509 8,437 9,330 9,207 10,386 10,286 9,626 7,623 8,831 9,627 7,460 6,310
17 Mortgage-backed 56,362 58,623 65,423 49,126 64,349 92,917 65,640 51,294 47,361 105,783 58,858 35,308
18 Corporate 484 686 847 670 761 689 956 947 812 920 660 959
  With other  
19 U.S. Treasury 270,711 291,491 264,138 322,078 296,671 262,996 239,840 259,952 272,570 353,391 309,519 299,210
20 Federal agency and government-sponsored enterprises 69,822 73,462 69,992 76,111 75,604 76,502 69,859 62,474 64,874 75,792 83,016 77,778
21 Mortgage-backed 136,578 149,398 154,658 126,844 167,988 242,668 134,141 108,429 118,843 287,213 161,711 108,754
22 Corporate 138,776 157,565 151,548 174,556 151,355 148,444 155,585 153,941 142,066 163,609 177,654 164,627

Note. Major changes in the report form filed by primary dealers induced a break in the dealer data series as of the week ending July 4, 2001. Current weekly data may be found at the Federal Reserve Bank of New York website under the Primary Dealer heading.

1. The figures represent purchases and sales in the market by the primary U.S. government securities dealers reporting to the Federal Reserve Bank of New York. Outright transactions include all U.S. government, federal agency, government-sponsored enterprise, mortgage-backed, and corporate securities scheduled for immediate and forward delivery, as well as all U.S. government securities traded on a when-issued basis between the announcement and issue date. Data do not include transactions under repurchase and reverse repurchase (resale) agreements. Averages are based on the number of trading days in the week.   Return to table

2. Outright Treasury inflation-protected securities (TIPS) transactions are reported at principal value, excluding accrued interest, where principal value reflects the original issuance par amount (unadjusted for inflation) times the price times the index ratio.   Return to table

Statistical Supplement | February 2005 | Tips for printing wide tables | Symbols and Abbreviations

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Last update: May 5, 2005