FRB: June 2004 Statistical Supplement--U.S. Government Securities Dealers, Transactions

Statistical Supplement | June 2004

Statistical Supplement to the Federal Reserve Bulletin, June 2004

1.42 U.S. Government Securities Dealers, Transactions¹
Item		2003	2004		2004, week ending
Millions of dollars, daily averages
Item		Dec	Jan	Feb	Feb 4	Feb 11	Feb 18	Feb 25	Mar 3	Mar 10	Mar 17	Mar 24	Mar 31
	By type of security
1	U.S. Treasury bills	45,512	39,597	42,541	36,707	40,426	44,050	41,364	56,500	38,765	48,890	42,404	49,994
	Treasury coupon securities by maturity
2	Three years or less	130,936	166,458	178,535	204,662	201,492	131,044	174,956	185,879	174,237	149,347	131,519	157,839
3	More than three but less than or equal to six years	107,235	141,009	135,792	139,580	156,366	124,522	118,072	145,513	163,187	141,507	95,775	110,415
4	More than six but less than or equal to eleven years	74,910	107,705	103,032	100,555	102,853	124,064	89,586	98,748	126,227	120,876	87,438	102,673
5	More than eleven	19,046	24,134	22,806	21,538	27,689	20,459	20,895	21,971	29,780	27,533	19,515	25,802
6	Inflation-indexed²	2,502	6,813	5,172	6,609	5,675	3,742	4,503	6,294	4,645	5,456	3,945	5,001

	Federal agency and government-sponsored enterprises
7	Discount notes	50,790	53,660	51,909	53,166	49,156	57,540	50,149	50,047	41,726	50,047	50,168	51,168
	Coupon securities by maturity
8	Three years or less	7,800	12,122	13,369	10,906	15,200	11,833	14,134	13,647	9,527	10,015	10,178	14,310
9	More than three years but less than or equal to six years	5,200	8,527	7,163	6,911	7,508	5,032	6,527	12,528	12,728	6,919	7,063	7,980
10	More than six years but less than or equal to eleven years	3,567	5,965	4,426	4,042	4,831	3,393	5,294	3,886	4,256	4,783	9,176	5,751
11	More than eleven years	696	831	643	640	713	441	445	1,374	1,389	1,055	605	908

12	Mortgage-backed	137,090	203,546	227,430	211,455	316,448	191,696	191,038	191,294	293,663	268,473	140,941	145,038

	Corporate securities
13	One year or less	110,721	119,205	119,028	100,188	110,160	138,487	122,994	120,629	114,645	125,912	126,714	120,485
14	More than one year	16,772	24,908	21,872	21,185	20,617	23,625	22,521	20,914	19,701	22,737	24,539	25,837

	By type of counterparty
	With interdealer broker
15	U.S. Treasury	180,172	225,938	227,094	239,693	248,598	210,315	210,962	228,327	239,254	229,999	173,138	199,829
16	Federal agency and government-sponsored enterprises	6,267	8,095	7,636	6,768	8,663	6,282	8,284	7,458	9,247	7,994	9,603	8,593
17	Mortgage-backed	36,874	61,185	60,504	71,082	72,967	51,536	49,529	58,853	74,909	77,643	40,572	38,822
18	Corporate	576	754	701	800	890	493	639	655	904	815	847	1,000
	With other
19	U.S. Treasury	199,969	259,779	260,783	269,958	285,903	237,566	238,414	286,578	297,586	263,610	207,458	251,895
20	Federal agency and government-sponsored enterprises	61,786	73,008	69,874	68,897	68,745	71,956	68,265	74,024	60,379	64,826	67,587	71,524
21	Mortgage-backed	100,216	142,361	166,926	140,373	243,481	140,160	141,510	132,441	218,754	190,831	100,369	106,216
22	Corporate	126,917	143,359	140,199	120,574	129,886	161,619	144,875	140,888	133,442	147,834	150,406	145,322

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 16, 2005