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

Statistical Supplement | February 2006

Statistical Supplement to the Federal Reserve Bulletin, February 2006

1.42 U.S. Government Securities Dealers, Transactions¹
Item		2005			2005, week ending
Millions of dollars, daily averages
Item		Aug	Sept	Oct	Oct 5	Oct 12	Oct 19	Oct 26	Nov 2	Nov 9	Nov 16	Nov 23	Nov 30
	By type of security
1	U.S. Treasury bills	46,692	48,222	46,415	44,525	47,504	49,990	42,377	47,622	45,865	57,476	44,988	60,596
	Treasury coupon securities by maturity
2	Three years or less	175,112	220,589	204,917	219,786	197,255	193,255	206,995	216,234	194,666	173,816	197,060	198,106
3	More than three but less than or equal to six years	140,448	153,022	145,700	130,152	156,849	157,871	141,252	133,514	149,146	173,942	131,352	115,186
4	More than six but less than or equal to eleven years	120,808	132,689	131,141	115,810	119,907	130,966	143,912	140,460	160,114	175,724	128,301	112,125
5	More than eleven	27,748	36,839	40,459	33,244	35,415	41,283	46,949	42,207	43,794	47,808	43,437	47,042
6	Inflation-protected²	7,250	10,028	11,108	8,236	8,922	14,065	11,549	11,233	9,840	6,721	10,123	9,268

	Federal agency and government-sponsored enterprises
7	Discount notes	61,082	63,458	67,327	67,493	67,014	69,903	59,470	76,382	68,261	72,713	67,949	65,400
	Coupon securities by maturity
8	Three years or less	6,867	8,719	8,775	10,090	5,746	13,541	6,334	7,623	5,836	5,950	5,018	5,027
9	More than three years but less than or equal to six years	4,232	4,555	3,738	3,942	3,318	3,126	3,366	5,737	4,160	3,381	7,221	2,716
10	More than six years but less than or equal to eleven years	1,904	3,683	3,720	2,524	1,551	6,136	3,386	4,337	3,195	2,713	1,381	1,338
11	More than eleven years	472	518	496	635	376	352	522	716	548	408	744	297

12	Mortgage-backed	242,035	248,093	245,930	255,738	402,132	202,414	181,457	207,837	482,379	255,602	177,825	159,680

	Corporate securities
13	One year or less	169,031	181,661	177,065	179,621	168,349	173,991	177,193	191,041	171,824	183,416	178,828	152,672
14	More than one year	20,143	20,067	21,036	19,067	19,035	21,120	23,901	20,758	20,121	18,733	21,309	18,903

	By type of counterparty
	With interdealer broker
15	U.S. Treasury	214,364	251,259	236,001	221,327	234,037	236,819	241,565	242,654	247,511	256,750	231,413	218,579
16	Federal agency and government-sponsored enterprises	4,679	6,238	6,157	5,511	4,638	7,251	5,432	8,211	5,169	5,480	4,566	4,075
17	Mortgage-backed	58,914	56,360	57,114	49,006	86,864	54,754	44,660	50,248	96,029	61,350	51,110	31,677
18	Corporate	399	492	734	553	574	803	903	729	646	554	495	455
	With other
19	U.S. Treasury	303,694	350,130	343,739	330,425	331,815	350,610	351,470	348,617	355,916	378,738	323,849	323,745
20	Federal agency and government-sponsored enterprises	69,877	74,694	77,900	79,173	73,366	85,806	67,646	86,585	76,831	79,686	77,747	70,704
21	Mortgage-backed	183,121	191,733	188,816	206,732	315,268	147,660	136,797	157,589	386,350	194,252	126,715	128,003
22	Corporate	188,776	201,236	197,368	198,135	186,810	194,308	200,191	211,070	191,299	201,596	199,642	171,120

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 | February 2006 | Tips for printing wide tables | Symbols and Abbreviations

Accessibility | Contact us
Last update: March 2, 2006