FRB: January 2006 Statistical Supplement--U.S. Government Securities Dealers, Transactions

Statistical Supplement | January 2006

Statistical Supplement to the Federal Reserve Bulletin, January 2006

1.42 U.S. Government Securities Dealers, Transactions¹
Item		2005			2005, week ending
Millions of dollars, daily averages
Item		July	Aug	Sept	Aug 31	Sept 7	Sept 14	Sept 21	Sept 28	Oct 5	Oct 12	Oct 19	Oct 26
	By type of security
1	U.S. Treasury bills	44,369	46,692	48,222	50,782	53,459	51,247	46,025	44,683	44,525	47,504	49,990	42,377
	Treasury coupon securities by maturity
2	Three years or less	167,459	175,112	220,589	205,762	318,401	173,485	196,120	214,233	219,786	197,255	193,255	206,995
3	More than three but less than or equal to six years	135,097	140,448	153,022	136,728	192,506	147,769	152,955	135,902	130,152	156,849	157,871	141,252
4	More than six but less than or equal to eleven years	120,093	120,808	132,689	115,949	150,542	125,978	147,056	117,503	115,810	119,907	130,966	143,912
5	More than eleven	24,378	27,748	36,839	32,680	38,830	40,356	38,798	31,208	33,244	35,415	41,283	46,949
6	Inflation-protected²	9,086	7,250	10,028	8,543	11,390	12,058	10,046	7,609	8,236	8,922	14,065	11,549

	Federal agency and government-sponsored enterprises
7	Discount notes	60,599	61,082	63,458	58,803	56,703	56,403	69,294	68,466	67,493	67,014	69,903	59,470
	Coupon securities by maturity
8	Three years or less	7,410	6,867	8,719	5,032	6,131	6,672	7,811	13,194	10,090	5,746	13,541	6,334
9	More than three years but less than or equal to six years	5,412	4,232	4,555	2,837	4,120	6,810	3,481	3,969	3,942	3,318	3,126	3,366
10	More than six years but less than or equal to eleven years	3,386	1,904	3,683	1,823	3,129	5,453	2,872	3,630	2,524	1,551	6,136	3,386
11	More than eleven years	408	472	518	356	503	721	426	372	635	376	352	522

12	Mortgage-backed	242,122	242,035	248,093	187,078	263,059	355,269	182,482	191,496	255,738	402,132	202,414	181,457

	Corporate securities
13	One year or less	162,124	169,031	181,661	150,352	161,391	163,826	206,165	192,022	179,621	168,349	173,991	177,193
14	More than one year	20,917	20,143	20,067	19,575	12,518	19,776	19,508	27,357	19,067	19,035	21,120	23,901

	By type of counterparty
	With interdealer broker
15	U.S. Treasury	203,082	214,364	251,259	231,160	319,578	226,619	254,398	230,078	221,327	234,037	236,819	241,565
16	Federal agency and government-sponsored enterprises	5,595	4,679	6,238	4,171	6,532	6,787	5,629	6,354	5,511	4,638	7,251	5,432
17	Mortgage-backed	63,481	58,914	56,360	45,108	49,004	80,239	46,495	51,172	49,006	86,864	54,754	44,660
18	Corporate	519	399	492	352	351	616	470	477	553	574	803	903
	With other
19	U.S. Treasury	297,400	303,694	350,130	319,285	445,550	324,274	336,602	321,059	330,425	331,815	350,610	351,470
20	Federal agency and government-sponsored enterprises	71,621	69,877	74,694	64,680	64,054	69,272	78,254	83,277	79,173	73,366	85,806	67,646
21	Mortgage-backed	178,642	183,121	191,733	141,970	214,055	275,030	135,987	140,324	206,732	315,268	147,660	136,797
22	Corporate	182,522	188,776	201,236	169,575	173,558	182,986	225,202	218,902	198,135	186,810	194,308	200,191

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 26, 2006