The Federal Reserve Board eagle logo links to home page

Statistical Supplement | February 2004

Statistical Supplement to the Federal Reserve Bulletin, February 2004
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2003 2003, week ending
Aug Sept Oct Oct 1 Oct 8 Oct 15 Oct 22 Oct 29 Nov 5 Nov 12 Nov 19 Nov 26
  By type of security  
1 U.S. Treasury bills 39,860 39,066 40,651 42,706 48,858 36,715 38,934 38,365 36,986 41,788 41,115 37,073
  Treasury coupon securities by maturity  
2 Three years or less 140,206 151,962 143,099 170,612 137,979 104,392 146,067 168,050 149,763 164,756 163,683 131,222
3 More than three but less than or equal to six years 130,035 144,673 129,426 148,994 157,346 122,214 123,383 111,783 123,483 129,842 169,393 96,700
4 More than six but less than or equal to eleven years 124,686 114,133 99,758 115,515 118,437 84,822 100,526 90,886 95,315 86,937 140,229 81,015
5 More than eleven 28,018 25,285 23,128 30,612 24,289 18,462 24,198 23,832 21,376 24,050 25,439 17,418
6 Inflation-indexed2 3,269 3,047 4,905 3,616 3,663 6,416 4,303 6,459 3,255 5,454 3,717 3,552
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 56,242 55,157 51,032 61,638 50,881 51,613 49,654 48,066 55,809 54,379 52,648 50,521
  Coupon securities by maturity  
8 Three years or less 11,450 10,062 11,199 8,213 10,980 16,350 11,916 7,428 10,577 8,785 8,197 7,065
9 More than three years but less than or equal to six years 4,614 7,191 7,367 7,835 7,363 4,810 8,320 9,662 4,142 4,426 14,569 4,887
10 More than six years but less than or equal to eleven years 5,213 7,352 6,030 10,264 7,861 3,427 7,365 3,948 6,405 5,297 4,118 3,777
11 More than eleven years 808 909 659 1,202 679 464 947 484 441 336 647 716
 
12 Mortgage-backed 195,712 192,137 185,984 152,063 257,493 281,332 120,951 108,789 189,051 277,510 163,176 85,691
 
  Corporate securities  
13 One year or less 134,241 132,175 130,714 132,085 131,952 140,174 135,872 121,273 118,717 120,772 128,445 113,258
14 More than one year 15,874 22,692 20,626 23,222 19,965 17,326 22,092 21,605 21,466 18,244 23,414 19,001
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 211,840 227,643 207,492 245,344 237,881 173,279 204,771 201,754 202,171 208,039 254,149 177,236
16 Federal agency and government-sponsored enterprises 6,959 9,390 8,505 11,110 10,140 6,746 9,140 8,045 6,196 6,701 8,898 5,133
17 Mortgage-backed 51,205 52,082 51,983 51,009 64,918 67,994 41,102 35,806 55,756 61,257 48,343 25,030
18 Corporate 568 642 734 628 747 783 776 551 1,014 671 893 638
  With other  
19 U.S. Treasury 254,234 250,524 233,475 266,712 252,690 199,742 232,640 237,622 228,007 244,788 289,428 189,743
20 Federal agency and government-sponsored enterprises 71,367 71,282 67,782 78,042 67,623 69,917 69,061 61,543 71,180 66,522 71,281 61,833
21 Mortgage-backed 144,506 140,055 134,001 101,054 192,574 213,338 79,849 72,983 133,295 216,253 114,833 60,661
22 Corporate 149,546 154,225 150,605 154,679 151,170 156,717 157,189 142,328 139,169 138,346 150,965 131,621

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-indexed securities (TIIS) 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 2004 | Tips for printing wide tables | Symbols and Abbreviations

Accessibility | Contact us
Last update: May 19, 2005