The Federal Reserve Board eagle logo links to home page

Statistical Supplement | March 2005

Statistical Supplement to the Federal Reserve Bulletin, March 2005
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2004 2004, week ending
Sept Oct Nov Nov 3 Nov 10 Nov 17 Nov 24 Dec 1 Dec 8 Dec 15 Dec 22 Dec 29
  By type of security  
1 U.S. Treasury bills 61,588 52,124 60,262 55,520 59,458 59,798 63,107 62,219 53,009 61,605 50,008 47,213
  Treasury coupon securities by maturity  
2 Three years or less 170,510 157,220 193,958 172,857 195,399 179,059 214,546 198,208 176,969 157,415 126,946 108,584
3 More than three but less than or equal to six years 142,642 128,400 141,274 121,427 186,871 134,300 107,904 150,043 188,436 154,867 111,268 52,134
4 More than six but less than or equal to eleven years 128,750 112,341 125,280 106,726 135,429 135,826 105,609 145,640 146,763 122,035 84,214 52,259
5 More than eleven 29,390 24,767 28,322 25,303 28,348 26,225 27,872 34,842 33,633 27,099 20,285 16,448
6 Inflation-protected2 6,470 11,389 7,390 11,650 6,630 5,386 7,542 6,815 6,009 5,788 5,916 1,856
 
  Federal agency and government- sponsored enterprises  
7 Discount notes 60,230 55,610 60,816 52,500 57,954 71,466 65,169 52,446 49,256 62,028 63,399 61,672
  Coupon securities by maturity  
8 Three years or less 9,133 9,428 8,231 7,993 10,385 7,276 8,476 5,741 6,939 4,370 6,668 3,720
9 More than three years but less than or equal to six years 6,267 8,224 6,654 7,474 8,252 5,298 6,623 5,032 11,572 6,674 5,479 2,055
10 More than six years but less than or equal to eleven years 5,816 5,565 5,317 5,243 7,670 5,774 3,584 3,749 4,269 4,983 4,063 1,401
11 More than eleven years 452 494 612 495 1,157 663 235 382 675 850 483 457
 
12 Mortgage-backed 208,021 220,081 227,382 166,204 392,997 220,569 144,062 160,488 383,618 214,534 123,644 47,246
 
  Corporate securities  
13 One year or less 136,302 129,390 137,987 122,868 137,389 155,772 140,646 125,960 148,423 159,180 161,734 132,709
14 More than one year 21,947 23,005 23,540 20,010 27,140 22,541 24,940 20,066 23,954 25,261 19,384 9,067
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 247,860 222,103 240,558 220,913 258,743 231,075 227,370 264,516 267,174 242,988 180,523 127,015
16 Federal agency and government- sponsored enterprises 8,437 9,330 7,795 8,831 9,627 7,460 6,310 6,624 8,185 7,190 7,161 4,486
17 Mortgage-backed 58,623 65,423 61,398 47,361 105,783 58,858 35,308 48,328 92,230 61,613 41,081 15,940
18 Corporate 686 847 837 812 920 660 959 755 919 763 657 124
  With other  
19 U.S. Treasury 291,491 264,138 315,927 272,570 353,391 309,519 299,210 333,250 337,645 285,821 218,114 151,478
20 Federal agency and government- sponsored enterprises 73,462 69,992 73,836 64,874 75,792 83,016 77,778 60,726 64,527 71,715 72,931 64,821
21 Mortgage-backed 149,398 154,658 165,984 118,843 287,213 161,711 108,754 112,160 291,388 152,922 82,563 31,305
22 Corporate 157,565 151,548 160,690 142,066 163,609 177,654 164,627 145,270 171,458 183,678 180,461 141,652

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-protected securities (TIPS) 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

Statistical Supplement | March 2005 | Tips for printing wide tables | Symbols and Abbreviations

Accessibility | Contact us
Last update: May 5, 2005