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

Statistical Supplement | August 2004

Statistical Supplement to the Federal Reserve Bulletin, August 2004

1.42 U.S. Government Securities Dealers, Transactions¹
Item		2004			2004, week ending
Millions of dollars, daily averages
Item		Feb	Mar	Apr	Mar 31	Apr 7	Apr 14	Apr 21	Apr 28	May 5	May 12	May 19	May 26
	By type of security
1	U.S. Treasury bills	42,541	46,512	51,750	49,994	59,903	49,292	46,241	50,764	52,523	48,028	42,453	39,199
	Treasury coupon securities by maturity
2	Three years or less	178,535	157,493	192,267	157,839	185,394	162,544	200,445	201,715	224,831	222,942	167,342	167,287
3	More than three but less than or equal to six years	135,792	130,042	138,825	110,415	167,705	134,439	132,614	120,302	137,235	181,849	164,580	119,340
4	More than six but less than or equal to eleven years	103,032	107,927	111,502	102,673	138,862	97,656	101,366	101,844	120,279	143,902	155,993	98,410
5	More than eleven	22,806	25,177	25,497	25,802	31,141	24,913	24,348	21,533	25,337	33,094	29,190	22,040
6	Inflation-indexed²	5,172	4,962	5,059	5,001	7,510	3,618	4,274	4,652	4,797	4,619	3,834	3,791

	Federal agency and government-sponsored enterprises
7	Discount notes	51,909	48,508	53,212	51,168	50,287	53,679	55,038	53,527	54,238	57,351	54,350	54,194
	Coupon securities by maturity
8	Three years or less	13,369	11,352	13,079	14,310	16,081	13,201	15,107	9,937	8,113	7,874	10,606	7,797
9	More than three years but less than or equal to six years	7,163	9,175	7,271	7,980	9,034	5,936	8,705	5,514	6,336	9,822	7,902	3,892
10	More than six years but less than or equal to eleven years	4,426	5,717	4,147	5,751	5,081	3,717	4,694	3,175	3,736	5,629	3,879	5,965
11	More than eleven years	643	1,039	588	908	709	768	592	325	572	479	381	388

12	Mortgage-backed	227,430	209,324	234,609	145,038	317,651	328,042	192,615	133,269	198,475	311,006	158,959	118,985

	Corporate securities
13	One year or less	119,028	121,768	130,394	120,485	122,809	133,285	138,724	128,915	126,450	130,643	135,847	125,812
14	More than one year	21,872	22,905	19,725	25,837	20,937	16,809	20,040	21,261	17,904	19,360	19,143	20,892

	By type of counterparty
	With interdealer broker
15	U.S. Treasury	227,094	212,873	241,626	199,829	271,104	219,271	237,218	229,593	253,748	286,177	256,103	211,465
16	Federal agency and government-sponsored enterprises	7,636	8,676	8,216	8,593	8,760	6,835	10,086	7,606	6,463	9,880	8,623	6,260
17	Mortgage-backed	60,504	58,100	70,141	38,822	95,537	90,798	64,296	37,489	61,581	84,997	52,213	37,210
18	Corporate	701	861	680	1,000	648	560	674	783	755	1,046	609	637
	With other
19	U.S. Treasury	260,783	259,238	283,275	251,895	319,411	253,192	272,070	271,218	311,254	348,257	307,289	238,602
20	Federal agency and government-sponsored enterprises	69,874	67,115	70,081	71,524	72,433	70,466	74,050	64,872	66,532	71,276	68,495	65,974
21	Mortgage-backed	166,926	151,225	164,468	106,216	222,115	237,244	128,318	95,780	136,894	226,009	106,745	81,775
22	Corporate	140,199	143,812	149,440	145,322	143,098	149,535	158,090	149,392	143,599	148,957	154,382	146,066

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 12, 2005