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

Statistical Supplement | March 2006

Statistical Supplement to the Federal Reserve Bulletin, March 2006

1.42 U.S. Government Securities Dealers, Transactions¹
Item		2005			2005, week ending
Millions of dollars, daily averages
Item		Sept	Oct	Nov	Nov 2	Nov 9	Nov 16	Nov 23	Nov 30	Dec 7	Dec 14	Dec 21	Dec 28
	By type of security
1	U.S. Treasury bills	48,222	46,415	51,090	47,622	45,865	57,476	44,988	60,596	55,964	55,485	48,957	52,762
	Treasury coupon securities by maturity
2	Three years or less	220,589	204,917	193,939	216,234	194,666	173,816	197,060	198,106	183,138	169,938	137,395	113,422
3	More than three but less than or equal to six years	153,022	145,700	141,302	133,514	149,146	173,942	131,352	115,186	148,901	134,818	94,703	69,507
4	More than six but less than or equal to eleven years	132,689	131,141	143,720	140,460	160,114	175,724	128,301	112,125	131,271	108,070	82,128	59,997
5	More than eleven	36,839	40,459	44,998	42,207	43,794	47,808	43,437	47,042	39,124	30,416	23,013	19,032
6	Inflation-protected²	10,028	11,108	9,312	11,233	9,840	6,721	10,123	9,268	7,513	6,377	6,161	2,584

	Federal agency and government-sponsored enterprises
7	Discount notes	63,458	67,327	69,313	76,382	68,261	72,713	67,949	65,400	61,550	70,227	74,014	62,905
	Coupon securities by maturity
8	Three years or less	8,719	8,775	5,671	7,623	5,836	5,950	5,018	5,027	5,402	10,390	7,488	4,738
9	More than three years but less than or equal to six years	4,555	3,738	4,638	5,737	4,160	3,381	7,221	2,716	3,347	3,805	6,614	1,459
10	More than six years but less than or equal to eleven years	3,683	3,720	2,388	4,337	3,195	2,713	1,381	1,338	1,493	1,481	2,118	866
11	More than eleven years	518	496	536	716	548	408	744	297	575	312	344	112

12	Mortgage-backed	248,093	245,930	268,891	207,837	482,379	255,602	177,825	159,680	348,674	291,652	114,535	82,260

	Corporate securities
13	One year or less	181,661	177,065	173,985	191,041	171,824	183,416	178,828	152,672	174,205	196,218	202,947	168,420
14	More than one year	20,067	21,036	19,961	20,758	20,121	18,733	21,309	18,903	20,872	20,532	24,001	13,127

	By type of counterparty
	With interdealer broker
15	U.S. Treasury	251,259	236,001	239,062	242,654	247,511	256,750	231,413	218,579	229,960	214,345	165,658	134,142
16	Federal agency and government-sponsored enterprises	6,238	6,157	5,166	8,211	5,169	5,480	4,566	4,075	5,215	6,116	5,671	3,514
17	Mortgage-backed	56,360	57,114	60,415	50,248	96,029	61,350	51,110	31,677	65,957	72,856	27,659	22,833
18	Corporate	492	734	560	729	646	554	495	455	463	408	353	88
	With other
19	U.S. Treasury	350,130	343,739	345,300	348,617	355,916	378,738	323,849	323,745	335,951	290,760	226,698	183,161
20	Federal agency and government-sponsored enterprises	74,694	77,900	77,381	86,585	76,831	79,686	77,747	70,704	67,152	80,099	84,907	66,566
21	Mortgage-backed	191,733	188,816	208,476	157,589	386,350	194,252	126,715	128,003	282,717	218,796	86,876	59,427
22	Corporate	201,236	197,368	193,385	211,070	191,299	201,596	199,642	171,120	194,614	216,342	226,594	181,459

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

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Last update: April 4, 2006