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Statistical Supplement | May 2004

Statistical Supplement to the Federal Reserve Bulletin, May 2004
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2003 2004 2003, week ending 2004, week ending
Nov Dec Jan Dec 31 Jan 7 Jan 14 Jan 21 Jan 28 Feb 4 Feb 11 Feb 18 Feb 25
  By type of security  
1 U.S. Treasury bills 40,704 45,512 39,597 43,511 46,096 37,576 36,992 39,658 36,707 40,426 44,050 41,364
  Treasury coupon securities by maturity  
2 Three years or less 152,884 130,936 166,458 70,988 147,999 171,680 142,156 180,163 204,662 201,492 131,044 174,956
3 More than three but less than or equal to six years 130,002 107,235 141,009 41,326 122,593 162,109 134,866 140,129 139,580 156,366 124,522 118,072
4 More than six but less than or equal to eleven years 101,743 74,910 107,705 36,505 80,714 123,048 112,439 113,026 100,555 102,853 124,064 89,586
5 More than eleven 22,049 19,046 24,134 11,817 24,694 26,763 23,720 22,428 21,538 27,689 20,459 20,895
6 Inflation-indexed2 4,003 2,502 6,813 1,136 7,159 8,850 5,504 5,629 6,609 5,675 3,742 4,503
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 52,996 50,790 53,660 51,153 57,971 52,097 57,084 49,232 53,166 49,156 57,540 50,149
  Coupon securities by maturity  
8 Three years or less 8,513 7,800 12,122 3,013 11,857 11,360 13,420 12,542 10,906 15,200 11,833 14,134
9 More than three years but less than or equal to six years 7,404 5,200 8,527 1,668 5,042 11,259 6,015 11,237 6,911 7,508 5,032 6,527
10 More than six years but less than or equal to eleven years 4,596 3,567 5,965 1,386 5,544 8,184 6,767 4,211 4,042 4,831 3,393 5,294
11 More than eleven years 562 696 831 176 746 627 716 1,270 640 713 441 445
 
12 Mortgage-backed 170,861 137,090 203,546 59,397 195,932 301,185 155,550 147,232 211,455 316,448 191,696 191,038
 
  Corporate securities  
13 One year or less 119,434 110,721 119,205 90,494 117,395 121,781 132,074 115,389 100,188 110,160 138,487 122,994
14 More than one year 20,408 16,772 24,908 4,960 22,096 26,912 22,804 28,326 21,185 20,617 23,625 22,521
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 212,698 180,172 225,938 91,424 195,748 247,245 211,021 235,213 239,693 248,598 210,315 210,962
16 Federal agency and government-sponsored enterprises 6,735 6,267 8,095 2,873 8,266 7,796 8,440 8,513 6,768 8,663 6,282 8,284
17 Mortgage-backed 45,384 36,874 61,185 16,107 57,180 84,008 46,979 48,973 71,082 72,967 51,536 49,529
18 Corporate 780 576 754 237 805 782 548 833 800 890 493 639
  With other  
19 U.S. Treasury 238,687 199,969 259,779 113,859 233,506 282,781 244,656 265,821 269,958 285,903 237,566 238,414
20 Federal agency and government-sponsored enterprises 67,336 61,786 73,008 54,523 72,895 75,731 75,562 69,977 68,897 68,745 71,956 68,265
21 Mortgage-backed 125,478 100,216 142,361 43,290 138,752 217,176 108,571 98,259 140,373 243,481 140,160 141,510
22 Corporate 139,062 126,917 143,359 95,216 138,686 147,910 154,330 142,883 120,574 129,886 161,619 144,875

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 | May 2004 | Tips for printing wide tables | Symbols and Abbreviations

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Last update: May 17, 2005