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

Statistical Supplement | July 2004

Statistical Supplement to the Federal Reserve Bulletin, July 2004

1.42 U.S. Government Securities Dealers, Transactions¹
Item		2004			2004, week ending
Millions of dollars, daily averages
Item		Jan	Feb	Mar	Mar 3	Mar 10	Mar 17	Mar 24	Mar 31	Apr 7	Apr 14	Apr 21	Apr 28
	By type of security
1	U.S. Treasury bills	39,597	42,541	46,512	56,500	38,765	48,890	42,404	49,994	59,903	49,292	46,241	50,764
	Treasury coupon securities by maturity
2	Three years or less	166,458	178,535	157,493	185,879	174,237	149,347	131,519	157,839	185,394	162,544	200,445	201,715
3	More than three but less than or equal to six years	141,009	135,792	130,042	145,513	163,187	141,507	95,775	110,415	167,705	134,439	132,614	120,302
4	More than six but less than or equal to eleven years	107,705	103,032	107,927	98,748	126,227	120,876	87,438	102,673	138,862	97,656	101,366	101,844
5	More than eleven	24,134	22,806	25,177	21,971	29,780	27,533	19,515	25,802	31,141	24,913	24,348	21,533
6	Inflation-indexed²	6,813	5,172	4,962	6,294	4,645	5,456	3,945	5,001	7,510	3,618	4,274	4,652

	Federal agency and government-sponsored enterprises
7	Discount notes	53,660	51,909	48,508	50,047	41,726	50,047	50,168	51,168	50,287	53,679	55,038	53,527
	Coupon securities by maturity
8	Three years or less	12,122	13,369	11,352	13,647	9,527	10,015	10,178	14,310	16,081	13,201	15,107	9,937
9	More than three years but less than or equal to six years	8,527	7,163	9,175	12,528	12,728	6,919	7,063	7,980	9,034	5,936	8,705	5,514
10	More than six years but less than or equal to eleven years	5,965	4,426	5,717	3,886	4,256	4,783	9,176	5,751	5,081	3,717	4,694	3,175
11	More than eleven years	831	643	1,039	1,374	1,389	1,055	605	908	709	768	592	325

12	Mortgage-backed	203,546	227,430	209,324	191,294	293,663	268,473	140,941	145,038	317,651	328,042	192,615	133,269

	Corporate securities
13	One year or less	119,205	119,028	121,768	120,629	114,645	125,912	126,714	120,485	122,809	133,285	138,724	128,915
14	More than one year	24,908	21,872	22,905	20,914	19,701	22,737	24,539	25,837	20,937	16,809	20,040	21,261

	By type of counterparty
	With interdealer broker
15	U.S. Treasury	225,938	227,094	212,873	228,327	239,254	229,999	173,138	199,829	271,104	219,271	237,218	229,593
16	Federal agency and government-sponsored enterprises	8,095	7,636	8,676	7,458	9,247	7,994	9,603	8,593	8,760	6,835	10,086	7,606
17	Mortgage-backed	61,185	60,504	58,100	58,853	74,909	77,643	40,572	38,822	95,537	90,798	64,296	37,489
18	Corporate	754	701	861	655	904	815	847	1,000	648	560	674	783
	With other
19	U.S. Treasury	259,779	260,783	259,238	286,578	297,586	263,610	207,458	251,895	319,411	253,192	272,070	271,218
20	Federal agency and government-sponsored enterprises	73,008	69,874	67,115	74,024	60,379	64,826	67,587	71,524	72,433	70,466	74,050	64,872
21	Mortgage-backed	142,361	166,926	151,225	132,441	218,754	190,831	100,369	106,216	222,115	237,244	128,318	95,780
22	Corporate	143,359	140,199	143,812	140,888	133,442	147,834	150,406	145,322	143,098	149,535	158,090	149,392

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 13, 2005