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Statistical Supplement | July 2007

Statistical Supplement to the Federal Reserve Bulletin, July 2007
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2007 2007, week ending
Jan Feb Mar Feb 28 Mar 7 Mar 14 Mar 21 Mar 28 Apr 4 Apr 11 Apr 18 Apr 25
  By type of security  
1 U.S. Treasury bills 39,170 48,534 51,714 54,552 52,792 51,614 46,584 52,407 60,357 40,616 47,724 31,685
  Treasury coupon securities by maturity  
2 Three years or less 182,883 202,307 238,449 277,536 316,779 240,041 167,553 238,227 216,434 123,060 143,400 175,748
3 More than three but less than or equal to six years 129,806 131,604 145,558 185,487 180,575 158,154 106,447 136,108 147,927 82,313 104,178 106,569
4 More than six but less than or equal to eleven years 112,308 140,676 121,426 160,741 147,614 136,525 94,654 115,817 99,163 66,676 95,074 84,272
5 More than eleven 24,403 29,141 32,257 34,964 34,109 38,038 22,265 34,127 33,478 19,256 27,321 27,370
6 Inflation-protected2 10,314 7,026 7,783 8,799 5,708 8,466 6,771 10,568 6,833 5,333 11,342 10,347
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 64,471 58,912 52,903 56,685 49,888 49,352 54,412 56,161 57,396 39,239 56,611 56,665
  Coupon securities by maturity  
8 Three years or less 9,649 10,274 9,952 10,350 13,273 9,732 9,097 8,013 9,181 6,295 8,318 10,732
9 More than three years but less than or equal to six years 2,840 3,846 6,856 4,696 12,842 8,444 2,657 4,278 4,868 3,810 5,185 2,777
10 More than six years but less than or equal to eleven years 4,912 2,971 5,182 3,496 6,129 7,327 2,811 4,387 5,364 2,687 6,495 3,409
11 More than eleven years 696 980 732 646 644 847 829 686 532 834 600 1,164
 
12 Mortgage-backed 303,748 292,927 317,887 255,765 453,438 382,840 217,759 184,950 399,285 414,318 234,644 233,508
 
  Corporate securities  
13 One year or less 191,082 200,554 202,602 203,737 201,357 196,068 206,072 203,127 212,066 180,737 227,216 214,524
14 More than one year 25,674 30,745 28,907 41,958 27,134 29,439 31,348 27,998 28,178 21,730 22,739 26,002
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 202,562 227,439 252,200 295,036 318,695 264,982 185,925 250,868 223,026 135,599 175,957 174,312
16 Federal agency and government-sponsored enterprises 6,178 5,621 7,684 5,343 11,482 9,878 4,817 5,175 6,140 4,837 8,450 7,038
17 Mortgage-backed 64,981 64,717 66,350 66,599 78,164 90,388 55,059 36,918 78,531 88,213 50,927 47,720
18 Corporate 790 722 739 746 975 911 579 506 705 482 550 728
  With other  
19 U.S. Treasury 296,322 331,849 344,986 427,043 418,881 367,856 258,349 336,387 341,164 201,653 253,083 261,678
20 Federal agency and government-sponsored enterprises 76,390 71,362 67,940 70,531 71,293 65,824 64,988 68,349 71,200 48,028 68,759 67,710
21 Mortgage-backed 238,767 228,211 251,536 189,166 375,274 292,451 162,699 148,032 320,755 326,105 183,717 185,787
22 Corporate 215,966 230,576 230,770 244,948 227,516 224,596 236,841 230,619 239,540 201,986 249,405 239,798

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

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Last update: August 13, 2007