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Statistical Supplement | April 2005

Statistical Supplement to the Federal Reserve Bulletin, April 2005
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2004 2004, week ending 2005, week ending
Oct Nov Dec Dec 1 Dec 8 Dec 15 Dec 22 Dec 29 Jan 5 Jan 12 Jan 19 Jan 26
  By type of security  
1 U.S. Treasury bills 52,124 60,262 54,098 62,219 53,009 61,605 50,008 47,213 61,880 52,179 54,446 51,158
  Treasury coupon securities by maturity  
2 Three years or less 157,220 193,958 147,780 198,208 176,969 157,415 126,946 108,584 164,184 180,205 149,881 210,256
3 More than three but less than or equal to six years 128,400 141,274 129,830 150,043 188,436 154,867 111,268 52,134 94,987 176,736 151,200 145,793
4 More than six but less than or equal to eleven years 112,341 125,280 104,716 145,640 146,763 122,035 84,214 52,259 79,290 103,772 109,084 126,992
5 More than eleven 24,767 28,322 25,191 34,842 33,633 27,099 20,285 16,448 23,283 29,847 35,394 31,371
6 Inflation-protected2 11,389 7,390 5,168 6,815 6,009 5,788 5,916 1,856 5,732 7,836 16,510 11,302
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 55,610 60,816 58,623 52,446 49,256 62,028 63,399 61,672 58,538 57,703 60,548 58,372
  Coupon securities by maturity  
8 Three years or less 9,428 8,231 5,565 5,741 6,939 4,370 6,668 3,720 6,349 10,834 8,124 11,657
9 More than three years but less than or equal to six years 8,224 6,654 6,654 5,032 11,572 6,674 5,479 2,055 7,850 7,849 11,996 8,829
10 More than six years but less than or equal to eleven years 5,565 5,317 3,761 3,749 4,269 4,983 4,063 1,401 3,053 4,858 3,444 8,371
11 More than eleven years 494 612 600 382 675 850 483 457 345 382 310 614
 
12 Mortgage-backed 220,081 227,382 198,011 160,488 383,618 214,534 123,644 47,246 199,789 409,697 202,196 191,911
 
  Corporate securities  
13 One year or less 129,390 137,987 149,183 125,960 148,423 159,180 161,734 132,709 129,369 135,472 164,226 145,066
14 More than one year 23,005 23,540 19,700 20,066 23,954 25,261 19,384 9,067 14,369 24,685 25,082 26,432
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 222,103 240,558 210,185 264,516 267,174 242,988 180,523 127,015 187,877 250,653 230,522 263,492
16 Federal agency and government-sponsored enterprises 9,330 7,795 6,861 6,624 8,185 7,190 7,161 4,486 6,827 9,209 8,761 9,373
17 Mortgage-backed 65,423 61,398 54,134 48,328 92,230 61,613 41,081 15,940 50,113 106,131 52,956 54,564
18 Corporate 847 837 638 755 919 763 657 124 444 741 766 921
  With other  
19 U.S. Treasury 264,138 315,927 256,597 333,250 337,645 285,821 218,114 151,478 241,479 299,923 285,994 313,379
20 Federal agency and government-sponsored enterprises 69,992 73,836 68,342 60,726 64,527 71,715 72,931 64,821 69,309 72,418 75,660 78,470
21 Mortgage-backed 154,658 165,984 143,877 112,160 291,388 152,922 82,563 31,305 149,677 303,566 149,240 137,347
22 Corporate 151,548 160,690 168,246 145,270 171,458 183,678 180,461 141,652 143,293 159,416 188,542 170,577

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

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Last update: May 5, 2005