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Statistical Supplement | April 2004

Statistical Supplement to the Federal Reserve Bulletin, April 2004
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2003 2003, week ending 2004, week ending
Oct Nov Dec Dec 3 Dec 10 Dec 17 Dec 24 Dec 31 Jan 7 Jan 14 Jan 21 Jan 28
  By type of security  
1 U.S. Treasury bills 40,651 40,704 45,512 63,621 44,883 41,964 40,426 43,511 46,096 37,576 36,992 39,658
  Treasury coupon securities by maturity  
2 Three years or less 143,099 152,884 130,936 169,068 150,947 135,325 131,613 70,988 147,999 171,680 142,156 180,163
3 More than three but less than or equal to six years 129,426 130,002 107,235 119,750 138,957 136,945 91,019 41,326 122,593 162,109 134,866 140,129
4 More than six but less than or equal to eleven years 99,758 101,743 74,910 91,469 89,558 91,773 64,187 36,505 80,714 123,048 112,439 113,026
5 More than eleven 23,128 22,049 19,046 22,263 22,890 21,586 16,516 11,817 24,694 26,763 23,720 22,428
6 Inflation-indexed2 4,905 4,003 2,502 4,134 3,106 2,959 1,554 1,136 7,159 8,850 5,504 5,629
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 51,032 52,996 50,790 53,138 51,715 54,433 44,522 51,153 57,971 52,097 57,084 49,232
  Coupon securities by maturity  
8 Three years or less 11,199 8,513 7,800 10,056 9,661 11,112 5,101 3,013 11,857 11,360 13,420 12,542
9 More than three years but less than or equal to six years 7,367 7,404 5,200 5,866 7,497 7,287 3,243 1,668 5,042 11,259 6,015 11,237
10 More than six years but less than or equal to eleven years 6,030 4,596 3,567 2,842 4,708 5,410 2,764 1,386 5,544 8,184 6,767 4,211
11 More than eleven years 659 562 696 638 822 629 1,087 176 746 627 716 1,270
 
12 Mortgage-backed 185,984 170,861 137,090 153,977 272,283 117,956 73,053 59,397 195,932 301,185 155,550 147,232
 
  Corporate securities  
13 One year or less 130,714 119,434 110,721 102,062 114,558 126,332 112,648 90,494 117,395 121,781 132,074 115,389
14 More than one year 20,626 20,408 16,772 17,892 23,797 22,224 13,074 4,960 22,096 26,912 22,804 28,326
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 207,492 212,698 180,172 232,961 220,901 204,327 154,612 91,424 195,748 247,245 211,021 235,213
16 Federal agency and government-sponsored enterprises 8,505 6,735 6,267 5,682 8,180 8,652 5,034 2,873 8,266 7,796 8,440 8,513
17 Mortgage-backed 51,983 45,384 36,874 37,749 71,692 33,552 21,467 16,107 57,180 84,008 46,979 48,973
18 Corporate 734 780 576 655 753 840 357 237 805 782 548 833
  With other  
19 U.S. Treasury 233,475 238,687 199,969 237,346 229,439 226,226 190,703 113,859 233,506 282,781 244,656 265,821
20 Federal agency and government-sponsored enterprises 67,782 67,336 61,786 66,856 66,223 70,220 51,683 54,523 72,895 75,731 75,562 69,977
21 Mortgage-backed 134,001 125,478 100,216 116,228 200,591 84,404 51,587 43,290 138,752 217,176 108,571 98,259
22 Corporate 150,605 139,062 126,917 119,300 137,603 147,716 125,365 95,216 138,686 147,910 154,330 142,883

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

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Last update: May 17, 2005