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Statistical Supplement | August 2005

Statistical Supplement to the Federal Reserve Bulletin, August 2005
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2005 2005, week ending
Feb Mar Apr Mar 30 Apr 6 Apr 13 Apr 20 Apr 27 May 4 May 11 May 18 May 25
  By type of security  
1 U.S. Treasury bills 52,774 61,512 56,628 64,572 65,896 55,195 59,110 50,202 51,538 39,075 46,552 45,421
  Treasury coupon securities by maturity  
2 Three years or less 203,113 190,446 202,529 168,884 194,186 163,691 232,433 214,362 211,972 272,756 195,647 210,527
3 More than three but less than or equal to six years 149,040 149,419 139,265 103,675 136,071 137,685 171,063 120,715 116,483 159,070 159,160 163,985
4 More than six but less than or equal to eleven years 145,431 132,387 123,494 93,128 125,655 115,046 147,446 109,953 114,265 128,762 161,925 152,851
5 More than eleven 37,033 32,750 29,085 22,760 29,670 25,648 31,770 26,466 36,345 33,519 26,349 29,746
6 Inflation-protected2 9,870 7,828 9,081 5,684 7,040 7,275 11,000 10,750 8,706 6,341 8,837 8,704
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 61,582 56,370 53,326 63,782 51,160 45,410 56,213 55,429 64,976 66,441 67,567 58,165
  Coupon securities by maturity  
8 Three years or less 8,834 9,060 8,140 8,158 7,134 7,945 9,621 7,922 7,482 6,204 6,240 6,313
9 More than three years but less than or equal to six years 7,476 6,234 4,295 4,948 3,990 6,003 3,958 3,748 2,840 5,584 3,784 6,072
10 More than six years but less than or equal to eleven years 5,031 4,099 3,421 5,916 3,664 4,852 3,954 2,018 1,532 2,501 2,839 2,828
11 More than eleven years 655 377 551 368 290 246 568 1,102 419 469 386 762
 
12 Mortgage-backed 249,936 269,687 252,731 216,728 262,110 301,010 248,862 208,620 233,222 416,514 247,620 204,909
 
  Corporate securities  
13 One year or less 146,403 158,935 148,748 167,936 154,588 138,561 149,098 149,681 159,333 157,462 162,920 153,231
14 More than one year 21,767 23,609 20,678 21,075 18,221 22,224 21,080 21,068 19,749 19,967 17,905 21,979
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 267,602 249,456 239,768 190,538 244,568 218,040 272,113 230,467 226,875 269,620 247,433 252,757
16 Federal agency and government-sponsored enterprises 8,500 7,083 6,107 6,630 5,605 6,629 6,820 5,593 5,312 5,891 5,726 6,338
17 Mortgage-backed 66,187 71,945 64,409 64,633 66,776 79,666 67,011 48,796 54,056 100,629 61,163 50,311
18 Corporate 709 664 591 603 632 577 556 578 661 513 533 514
  With other  
19 U.S. Treasury 329,658 324,886 320,316 268,165 313,950 286,500 380,711 301,981 312,435 369,902 351,036 358,477
20 Federal agency and government-sponsored enterprises 75,078 69,057 63,626 76,542 60,634 57,826 67,495 64,626 71,936 75,309 75,090 67,801
21 Mortgage-backed 183,749 197,741 188,322 152,095 195,334 221,344 181,850 159,824 179,166 315,884 186,458 154,598
22 Corporate 167,461 181,880 168,836 188,408 172,176 160,208 169,621 170,171 178,421 176,917 180,293 174,696

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

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Last update: September 9, 2005