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Statistical Supplement | December 2004

Statistical Supplement to the Federal Reserve Bulletin, December 2004
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2004 2004, week ending
June July Aug Aug 4 Aug 11 Aug 18 Aug 25 Sept 1 Sept 8 Sept 15 Sept 22 Sept 29
  By type of security  
1 U.S. Treasury bills 54,324 53,839 53,544 44,777 53,321 61,443 49,378 55,731 68,814 63,145 51,941 65,586
  Treasury coupon securities by maturity  
2 Three years or less 174,927 146,288 168,154 167,802 248,123 147,631 144,774 123,337 172,691 158,890 158,971 199,865
3 More than three but less than or equal to six years 139,633 113,857 121,852 103,473 146,175 144,417 99,740 104,667 152,456 142,083 142,916 142,365
4 More than six but less than or equal to eleven years 96,359 94,952 110,692 92,275 133,067 138,474 85,119 93,773 122,205 110,230 150,803 138,591
5 More than eleven 22,724 20,740 21,197 19,372 26,463 21,875 17,458 19,809 23,933 26,041 33,686 35,437
6 Inflation-indexed2 2,933 7,197 5,452 7,369 5,535 6,409 3,840 4,727 4,546 4,373 8,245 8,331
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 55,350 56,216 60,041 55,775 58,124 74,524 54,206 54,826 53,072 56,471 67,720 62,665
  Coupon securities by maturity  
8 Three years or less 8,059 6,282 7,422 9,129 6,772 8,953 6,392 6,328 7,691 10,104 9,654 9,464
9 More than three years but less than or equal to six years 5,689 5,575 5,433 4,031 5,883 4,493 6,415 5,870 6,262 5,780 6,752 5,996
10 More than six years but less than or equal to eleven years 3,681 3,749 2,806 2,119 4,038 2,774 2,194 2,588 4,210 6,832 5,972 6,636
11 More than eleven years 455 501 629 602 531 421 1,154 377 378 437 448 556
 
12 Mortgage-backed 186,076 199,374 192,939 158,891 329,348 186,363 122,988 143,624 213,015 287,510 164,604 175,970
 
  Corporate securities  
13 One year or less 128,083r 124,462r 119,615r 113,219r 126,846r 131,028 116,667 104,791 115,529 132,364 150,957 149,471
14 More than one year 19,571 20,413r 19,645 19,849 18,242 21,983 21,816 15,607 14,719 26,732 20,669 25,755
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 226,465 195,573 210,180 196,229 264,744 219,470 179,860 178,725 252,654 233,716 253,018 268,097
16 Federal agency and government-sponsored enterprises 8,058 7,083 6,509 5,434 8,584 7,844 4,974 4,969 6,818 7,275 10,426 9,207
17 Mortgage-backed 51,099 58,856 56,362 45,836 85,586 62,571 36,837 44,369 54,382 80,436 51,406 49,126
18 Corporate 511 547 484 470 656 489 440 329 464 839 781 670
  With other  
19 U.S. Treasury 264,435 241,299 270,711 238,838 347,941 300,779 220,449 223,319 291,992 271,046 293,545 322,078
20 Federal agency and government-sponsored enterprises 65,176 65,241 69,822 66,221 66,763 83,320 65,387 65,020 64,795 72,348 80,120 76,111
21 Mortgage-backed 134,977 140,517 136,578 113,056 243,762 123,791 86,151 99,256 158,633 207,075 113,198 126,844
22 Corporate 147,143r 144,328r 138,776r 132,598r 144,433r 152,522 138,043 120,070 129,784 158,258 170,845 174,556

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