FRB: December 2005 Statistical Supplement--U.S. Government Securities Dealers, Transactions

Statistical Supplement | December 2005

Statistical Supplement to the Federal Reserve Bulletin, December 2005

1.42 U.S. Government Securities Dealers, Transactions¹
Item		2005			2005, week ending
Millions of dollars, daily averages
Item		June	July	Aug	Aug 3	Aug 10	Aug 17	Aug 24	Aug 31	Sept 7	Sept 14	Sept 21	Sept 28
	By type of security
1	U.S. Treasury bills	48,712	44,369	46,692	38,576	46,069	44,000	50,785	50,782	53,459	51,247	46,025	44,683
	Treasury coupon securities by maturity
2	Three years or less	187,712	167,459	175,112	182,589	188,465	147,619	154,118	205,762	318,401	173,485	196,120	214,233
3	More than three but less than or equal to six years	145,337	135,097	140,448	146,304	148,402	164,510	108,639	136,728	192,506	147,769	152,955	135,902
4	More than six but less than or equal to eleven years	131,238	120,093	120,808	121,517	118,030	151,979	96,847	115,949	150,542	125,978	147,056	117,503
5	More than eleven	31,508	24,378	27,748	28,305	27,266	29,450	21,262	32,680	38,830	40,356	38,798	31,208
6	Inflation-protected²	8,247	9,086	7,250	10,970	6,909	6,058	5,257	8,543	11,390	12,058	10,046	7,609

	Federal agency and government-sponsored enterprises
7	Discount notes	58,061	60,599	61,082	57,085	65,417	64,079	58,427	58,803	56,703	56,403	69,294	68,466
	Coupon securities by maturity
8	Three years or less	8,294	7,410	6,867	7,478	7,772	7,875	6,424	5,032	6,131	6,672	7,811	13,194
9	More than three years but less than or equal to six years	6,330	5,412	4,232	6,533	6,230	4,408	2,073	2,837	4,120	6,810	3,481	3,969
10	More than six years but less than or equal to eleven years	3,093	3,386	1,904	3,530	1,993	1,594	1,229	1,823	3,129	5,453	2,872	3,630
11	More than eleven years	697	408	472	387	285	906	390	356	503	721	426	372

12	Mortgage-backed	269,242	242,122	242,035	242,065	383,987	225,573	171,486	187,078	263,059	355,269	182,482	191,496

	Corporate securities
13	One year or less	158,670	162,124	169,031	155,123	184,931	181,981	167,206	150,352	161,391	163,826	206,165	192,022
14	More than one year	21,548	20,917	20,143	20,338	21,691	20,740	18,451	19,575	12,518	19,776	19,508	27,357

	By type of counterparty
	With interdealer broker
15	U.S. Treasury	228,874	203,082	214,364	222,590	221,017	215,791	184,554	231,160	319,578	226,619	254,398	230,078
16	Federal agency and government-sponsored enterprises	6,109	5,595	4,679	5,922	5,594	4,853	3,354	4,171	6,532	6,787	5,629	6,354
17	Mortgage-backed	67,102	63,481	58,914	54,269	81,992	64,474	46,870	45,108	49,004	80,239	46,495	51,172
18	Corporate	581	519	399	488	431	413	347	352	351	616	470	477
	With other
19	U.S. Treasury	323,880	297,400	303,694	305,671	314,125	327,826	252,354	319,285	445,550	324,274	336,602	321,059
20	Federal agency and government-sponsored enterprises	70,366	71,621	69,877	69,090	76,103	74,010	65,189	64,680	64,054	69,272	78,254	83,277
21	Mortgage-backed	202,141	178,642	183,121	187,796	301,995	161,099	124,617	141,970	214,055	275,030	135,987	140,324
22	Corporate	179,637	182,522	188,776	174,973	206,191	202,308	185,310	169,575	173,558	182,986	225,202	218,902

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: January 5, 2006