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Statistical Supplement | April 2006

Statistical Supplement to the Federal Reserve Bulletin, April 2006
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2005 2005, week ending 2006, week ending
Oct Nov Dec Nov 30 Dec 7 Dec 14 Dec 21 Dec 28 Jan 4 Jan 11 Jan 18 Jan 25
  By type of security  
1 U.S. Treasury bills 46,415 51,090 53,710 60,596 55,964 55,485 48,957 52,762 57,416 43,472 46,841 42,628
  Treasury coupon securities by maturity  
2 Three years or less 204,917 193,939 158,478 198,106 183,138 169,938 137,395 113,422 211,002 194,964 171,410 211,253
3 More than three but less than or equal to six years 145,700 141,302 111,867 115,186 148,901 134,818 94,703 69,507 89,537 173,932 144,212 125,162
4 More than six but less than or equal to eleven years 131,141 143,720 96,478 112,125 131,271 108,070 82,128 59,997 89,353 120,503 120,069 130,654
5 More than eleven 40,459 44,998 27,988 47,042 39,124 30,416 23,013 19,032 24,427 33,429 31,240 30,312
6 Inflation-protected2 11,108 9,312 5,665 9,268 7,513 6,377 6,161 2,584 4,182 7,763 13,072 11,200
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 67,327 69,313 67,594 65,400 61,550 70,227 74,014 62,905 69,449 60,733 62,958 57,246
  Coupon securities by maturity  
8 Three years or less 8,775 5,671 7,003 5,027 5,402 10,390 7,488 4,738 5,852 8,708 13,010 7,803
9 More than three years but less than or equal to six years 3,738 4,638 3,779 2,716 3,347 3,805 6,614 1,459 2,346 7,251 6,792 3,546
10 More than six years but less than or equal to eleven years 3,720 2,388 1,537 1,338 1,493 1,481 2,118 866 1,678 2,111 5,812 2,171
11 More than eleven years 496 536 338 297 575 312 344 112 246 375 286 203
 
12 Mortgage-backed 245,930 268,891 216,107 159,680 348,674 291,652 114,535 82,260 217,448 448,636 195,576 171,539
 
  Corporate securities  
13 One year or less 177,065 173,985 185,230 152,672 174,205 196,218 202,947 168,420 174,653 186,243 196,116 189,146
14 More than one year 21,036 19,961 19,128 18,903 20,872 20,532 24,001 13,127 11,079 26,891 19,624 28,409
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 236,001 239,062 190,107 218,579 229,960 214,345 165,658 134,142 202,928 245,331 217,834 241,053
16 Federal agency and government-sponsored enterprises 6,157 5,166 5,229 4,075 5,215 6,116 5,671 3,514 5,375 7,271 7,636 5,293
17 Mortgage-backed 57,114 60,415 47,833 31,677 65,957 72,856 27,659 22,833 40,396 93,534 49,842 52,048
18 Corporate 734 560 339 455 463 408 353 88 322 607 494 743
  With other  
19 U.S. Treasury 343,739 345,300 264,079 323,745 335,951 290,760 226,698 183,161 272,988 328,732 309,010 310,156
20 Federal agency and government-sponsored enterprises 77,900 77,381 75,021 70,704 67,152 80,099 84,907 66,566 74,198 71,908 81,222 65,677
21 Mortgage-backed 188,816 208,476 168,274 128,003 282,717 218,796 86,876 59,427 177,052 355,101 145,733 119,491
22 Corporate 197,368 193,385 204,019 171,120 194,614 216,342 226,594 181,459 185,411 212,527 215,246 216,812

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: May 1, 2006