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Statistical Supplement | May 2005

Statistical Supplement to the Federal Reserve Bulletin, May 2005
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2004 2005 2004, week ending 2005, week ending
Nov Dec Jan Dec 29 Jan 5 Jan 12 Jan 19 Jan 26 Feb 2 Feb 9 Feb 16 Feb 23
  By type of security  
1 U.S. Treasury bills 60,262 54,098 53,882 47,213 61,880 52,179 54,446 51,158 51,602 50,392 50,689 54,967
  Treasury coupon securities by maturity  
2 Three years or less 193,958 147,780 179,412 108,584 164,184 180,205 149,881 210,256 191,569 200,292 185,602 206,371
3 More than three but less than or equal to six years 141,274 129,830 143,456 52,134 94,987 176,736 151,200 145,793 123,019 150,125 158,580 143,558
4 More than six but less than or equal to eleven years 125,280 104,716 108,399 52,259 79,290 103,772 109,084 126,992 119,514 138,164 164,351 141,452
5 More than eleven 28,322 25,191 30,726 16,448 23,283 29,847 35,394 31,371 32,551 44,483 35,970 36,179
6 Inflation-protected2 7,390 5,168 10,962 1,856 5,732 7,836 16,510 11,302 13,552 9,579 8,871 9,334
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 60,816 58,623 58,929 61,672 58,538 57,703 60,548 58,372 59,950 61,807 65,547 56,078
  Coupon securities by maturity  
8 Three years or less 8,231 5,565 9,848 3,720 6,349 10,834 8,124 11,657 11,593 6,022 8,665 10,320
9 More than three years but less than or equal to six years 6,654 6,654 8,758 2,055 7,850 7,849 11,996 8,829 6,768 4,880 7,336 10,381
10 More than six years but less than or equal to eleven years 5,317 3,761 4,915 1,401 3,053 4,858 3,444 8,371 4,228 5,590 4,572 4,856
11 More than eleven years 612 600 435 457 345 382 310 614 542 576 620 734
 
12 Mortgage-backed 227,382 198,011 260,457 47,246 199,789 409,697 202,196 191,911 241,467 382,979 195,949 174,576
 
  Corporate securities  
13 One year or less 137,987 149,183 143,522 132,709 129,369 135,472 164,226 145,066 141,425 149,717 141,937 151,100
14 More than one year 23,540 19,700 23,435 9,067 14,369 24,685 25,082 26,432 24,226 21,032 22,155 18,757
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 240,558 210,185 237,509 127,015 187,877 250,653 230,522 263,492 239,907 272,259 273,077 259,968
16 Federal agency and government-sponsored enterprises 7,795 6,861 8,668 4,486 6,827 9,209 8,761 9,373 8,545 8,756 8,078 7,482
17 Mortgage-backed 61,398 54,134 67,620 15,940 50,113 106,131 52,956 54,564 57,901 97,447 62,098 42,944
18 Corporate 837 638 763 124 444 741 766 921 907 626 759 652
  With other  
19 U.S. Treasury 315,927 256,597 289,329 151,478 241,479 299,923 285,994 313,379 291,900 320,776 330,986 331,891
20 Federal agency and government-sponsored enterprises 73,836 68,342 74,218 64,821 69,309 72,418 75,660 78,470 74,536 70,119 78,662 74,886
21 Mortgage-backed 165,984 143,877 192,837 31,305 149,677 303,566 149,240 137,347 183,565 285,532 133,851 131,633
22 Corporate 160,690 168,246 166,193 141,652 143,293 159,416 188,542 170,577 164,744 170,123 163,332 169,204

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 | May 2005 | Tips for printing wide tables | Symbols and Abbreviations

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Last update: June 2, 2005