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Statistical Supplement | October 2004

Statistical Supplement to the Federal Reserve Bulletin, October 2004
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2004 2004, week ending
Apr May June June 2 June 9 June 16 June 23 June 30 July 7 July 14 July 21 July 28
  By type of security  
1 U.S. Treasury bills 51,750 46,528 54,324 62,294 60,008 57,922 44,327 51,853 68,745 57,184 46,634 49,401
  Treasury coupon securities by maturity  
2 Three years or less 192,267 194,486 174,927 213,689 154,422 192,539 151,442 185,801 167,042 115,530 137,421 160,704
3 More than three but less than or equal to six years 138,825 155,258 139,633 182,304 149,160 160,820 103,462 128,020 153,174 96,100 114,282 103,887
4 More than six but less than or equal to eleven years 111,502 128,000 96,359 103,818 99,589 115,471 79,337 88,056 110,777 76,594 102,880 93,792
5 More than eleven 25,497 27,107 22,724 22,250 24,161 22,770 20,227 23,927 23,390 20,288 21,814 18,545
6 Inflation-indexed2 5,059 4,140 2,933 3,595 2,772 3,422 2,333 2,939 4,870 7,354 5,416 10,614
 
  Federal agency and government- sponsored enterprises  
7 Discount notes 53,212 55,322 55,350 57,122 45,303 58,448 56,648 60,290 71,765 49,383 53,891 53,110
  Coupon securities by maturity  
8 Three years or less 13,079 8,446 8,059 6,600 7,805 12,361 6,458 6,197 4,686 5,929 5,505 7,552
9 More than three years but less than or equal to six years 7,271 7,169 5,689 8,146 5,965 5,695 5,412 4,699 4,865 4,207 6,442 7,263
10 More than six years but less than or equal to eleven years 4,147 4,816 3,681 3,869 3,658 3,929 3,094 3,969 3,620 5,014 4,322 2,666
11 More than eleven years 588 424 455 260 442 420 413 621 550 632 521 270
 
12 Mortgage-backed 234,609 190,638 186,076 136,290 280,742 227,016 124,229 132,231 193,462 298,014 186,021 135,009
 
  Corporate securities  
13 One year or less 130,394 128,772 137,084 117,293 124,948 151,190 138,266 141,847 159,542 133,912 134,639 118,893
14 More than one year 19,725 18,998 19,571 14,634 18,271 20,240 20,324 21,425 13,140 21,173 24,343 23,782
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 241,626 253,377 226,465 268,788 232,994 258,713 184,052 213,170 232,075 166,324 193,595 197,337
16 Federal agency and government- sponsored enterprises 8,216 7,856 8,058 6,960 7,891 10,141 7,316 7,321 7,334 6,256 8,611 6,839
17 Mortgage-backed 70,141 56,856 51,099 40,138 76,256 60,826 35,739 35,959 44,596 85,596 54,649 52,941
18 Corporate 680 736 511 496 533 454 569 496 614 499 475 646
  With other  
19 U.S. Treasury 283,275 302,141 264,435 319,162 257,118 294,231 217,077 267,425 295,923 206,726 234,852 239,606
20 Federal agency and government- sponsored enterprises 70,081 68,320 65,176 69,037 55,283 70,712 64,710 68,455 78,152 58,909 62,071 64,023
21 Mortgage-backed 164,468 133,782 134,977 96,152 204,487 166,190 88,490 96,272 148,866 212,418 131,372 82,068
22 Corporate 149,440 147,034 156,143 131,430 142,687 170,976 158,020 162,776 172,068 154,585 158,507 142,029

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 5, 2005