The Federal Reserve Board eagle logo links to home page

Statistical Supplement | December 2006

Statistical Supplement to the Federal Reserve Bulletin, December 2006
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2006 2006, week ending
June July Aug Aug 2 Aug 9 Aug 16 Aug 23 Aug 30 Sept 6 Sept 13 Sept 20 Sept 27
  By type of security  
1 U.S. Treasury bills 42,972 42,201 46,777 44,734 45,429 44,181 42,981 54,032 53,289 50,044 40,175 45,573
  Treasury coupon securities by maturity  
2 Three years or less 207,051 193,286 190,335 205,980 258,362 167,057 138,826 188,613 201,444 164,874 170,740 254,451
3 More than three but less than or equal to six years 118,620 117,609 108,684 142,088 124,590 92,998 90,294 106,704 142,632 138,080 108,384 162,066
4 More than six but less than or equal to eleven years 111,273 96,619 118,568 95,639 139,737 127,942 111,819 101,159 132,511 110,804 123,218 161,043
5 More than eleven 25,452 22,304 27,107 25,821 27,377 34,877 24,722 22,082 26,520 21,944 25,756 30,387
6 Inflation-protected2 6,016 9,305 7,886 9,754 9,172 8,838 5,009 8,075 6,396 9,228 9,254 7,844
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 60,948 56,650 51,122 54,435 48,768 47,328 51,765 54,975 52,766 52,176 55,351 67,504
  Coupon securities by maturity  
8 Three years or less 8,057 7,982 8,149 10,378 11,290 9,271 6,170 5,455 5,738 11,601 12,942 9,351
9 More than three years but less than or equal to six years 5,873 4,406 3,786 3,312 3,654 2,520 6,541 2,844 2,651 3,019 3,420 4,028
10 More than six years but less than or equal to eleven years 3,904 3,342 4,115 2,899 3,370 6,740 3,762 2,814 5,412 3,039 2,022 2,761
11 More than eleven years 282 709 530 771 1,071 289 375 354 203 371 419 340
 
12 Mortgage-backed 208,046 222,666 244,992 198,169 370,326 257,228 207,777 158,793 267,854 389,402 215,773 335,689
 
  Corporate securities  
13 One year or less 213,965 205,637 215,588 215,183 248,606 219,294 207,272 191,619 194,200 189,458 207,586 208,862
14 More than one year 22,905 18,529 19,047 20,810 20,087 19,981 20,223 16,171 14,143 23,254 26,581 30,449
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 227,386 213,162 211,331 219,009 264,936 197,384 182,398 193,852 229,742 215,239 215,740 291,121
16 Federal agency and government-sponsored enterprises 5,428 5,561 5,415 5,700 6,789 5,061 5,513 4,336 4,642 6,312 6,772 7,725
17 Mortgage-backed 48,851 56,456 57,389 43,059 87,046 68,199 47,477 31,338 63,521 92,185 73,384 87,012
18 Corporate 362 418 440 421 448 437 452 444 366 450 479 466
  With other  
19 U.S. Treasury 283,999 268,161 288,026 305,006 339,731 278,509 231,253 286,814 333,050 279,734 261,786 370,242
20 Federal agency and government-sponsored enterprises 73,636 67,527 62,287 66,094 61,362 61,087 63,100 62,106 62,128 63,895 67,383 76,259
21 Mortgage-backed 159,195 166,211 187,603 155,110 283,280 189,030 160,300 127,455 204,332 297,217 142,389 248,678
22 Corporate 236,507 223,748 234,195 235,572 268,245 238,839 227,043 207,345 207,977 212,262 233,688 238,844

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 | December 2006 | Tips for printing wide tables | Symbols and Abbreviations

Accessibility | Contact us
Last update: December 21, 2006