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Statistical Supplement | September 2005

Statistical Supplement to the Federal Reserve Bulletin, September 2005
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2005 2005, week ending
Mar Apr May May 4 May 11 May 18 May 25 June 1 June 8 June 15 June 22 June 29
  By type of security  
1 U.S. Treasury bills 61,512 56,628 46,818 51,538 39,075 46,552 45,421 57,774 56,613 42,931 39,263 53,446
  Treasury coupon securities by maturity  
2 Three years or less 190,446 202,529 225,682 211,972 272,756 195,647 210,527 236,250 216,562 198,233 155,713 170,189
3 More than three but less than or equal to six years 149,419 139,265 153,602 116,483 159,070 159,160 163,985 155,038 178,387 156,276 139,249 110,113
4 More than six but less than or equal to eleven years 132,387 123,494 144,941 114,265 128,762 161,925 152,851 161,094 144,347 141,303 120,536 112,503
5 More than eleven 32,750 29,085 31,605 36,345 33,519 26,349 29,746 35,534 41,656 30,109 26,915 27,488
6 Inflation-protected2 7,828 9,081 8,163 8,706 6,341 8,837 8,704 8,632 8,934 8,613 8,918 6,867
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 56,370 53,326 63,491 64,976 66,441 67,567 58,165 59,170 50,507 59,552 58,191 59,857
  Coupon securities by maturity  
8 Three years or less 9,060 8,140 6,618 7,482 6,204 6,240 6,313 7,581 12,620 7,544 6,757 6,922
9 More than three years but less than or equal to six years 6,234 4,295 5,115 2,840 5,584 3,784 6,072 7,232 6,287 5,254 9,697 4,500
10 More than six years but less than or equal to eleven years 4,099 3,421 2,522 1,532 2,501 2,839 2,828 2,508 2,197 4,556 3,427 2,355
11 More than eleven years 377 551 500 419 469 386 762 386 652 1,331 412 488
 
12 Mortgage-backed 269,687 252,731 273,983 233,222 416,514 247,620 204,909 236,252 408,727 301,551 189,250 200,479
 
  Corporate securities  
13 One year or less 158,935 148,748 155,846 159,333 157,462 162,920 153,231 142,234 147,162 151,005 169,942 166,869
14 More than one year 23,609 20,678 20,203 19,749 19,967 17,905 21,979 21,919 24,478 20,513 19,177 23,157
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 249,456 239,768 253,229 226,875 269,620 247,433 252,757 262,712 271,923 237,251 203,251 199,065
16 Federal agency and government-sponsored enterprises 7,083 6,107 5,914 5,312 5,891 5,726 6,338 6,161 7,279 5,851 6,226 4,980
17 Mortgage-backed 71,945 64,409 66,119 54,056 100,629 61,163 50,311 55,274 99,619 83,157 47,250 45,419
18 Corporate 664 591 561 661 513 533 514 664 686 583 508 567
  With other  
19 U.S. Treasury 324,886 320,316 357,582 312,435 369,902 351,036 358,477 391,611 374,577 340,214 287,344 281,541
20 Federal agency and government-sponsored enterprises 69,057 63,626 72,331 71,936 75,309 75,090 67,801 70,717 64,984 72,385 72,258 69,142
21 Mortgage-backed 197,741 188,322 207,863 179,166 315,884 186,458 154,598 180,978 309,108 218,394 141,999 155,061
22 Corporate 181,880 168,836 175,488 178,421 176,917 180,293 174,696 163,488 170,953 170,935 188,611 189,459

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

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Last update: October 17, 2005