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Statistical Supplement | May 2006

Statistical Supplement to the Federal Reserve Bulletin, May 2006
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2005 2006 2005, week ending 2006, week ending
Nov Dec Jan Dec 28 Jan 4 Jan 11 Jan 18 Jan 25 Feb 1 Feb 8 Feb 15 Feb 22
  By type of security  
1 U.S. Treasury bills 51,090 53,710 46,950 52,762 57,416 43,472 46,841 42,628 51,578 47,325 42,298 52,318
  Treasury coupon securities by maturity  
2 Three years or less 192,049r 158,095r 205,684r 113,422 211,002 194,514 171,297 218,469 235,453 232,437 199,795 210,932
3 More than three but less than or equal to six years 139,633r 111,064r 138,981r 69,507 89,537 173,535 144,113 128,980 127,940 141,408 139,389 118,274
4 More than six but less than or equal to eleven years 140,233r 94,316r 121,641r 59,997 89,353 119,375 119,908 133,729 127,351 128,197 145,260 96,225
5 More than eleven 28,747r 20,800r 31,714r 19,032 24,427 29,759 30,184 31,426 40,213 50,111 52,063 25,959
6 Inflation-protected2 9,312 5,665 11,039r 2,584 4,182 7,763 13,072 11,878 15,480 8,247 6,590 8,107
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 69,313 67,594 63,214 62,905 69,449 60,733 62,958 57,247 70,912 66,106 57,966 60,923
  Coupon securities by maturity  
8 Three years or less 5,671 7,003 9,920r 4,738 5,852 8,708 13,010 7,870 12,941 10,575 6,776 9,454
9 More than three years but less than or equal to six years 4,638 3,779 5,185r 1,459 2,346 7,251 6,792 3,546 4,465 4,831 9,538 4,254
10 More than six years but less than or equal to eleven years 2,388 1,537 2,773 866 1,678 2,111 5,812 2,171 1,860 2,534 4,272 1,972
11 More than eleven years 536 338 298 112 246 375 286 203 356 897 256 1,068
 
12 Mortgage-backed 268,891 216,103r 258,543 82,260 217,448 448,636 195,576 171,539 213,197 362,696 278,730 193,572
 
  Corporate securities  
13 One year or less 173,985 185,230 189,422 168,420 174,653 186,243 196,116 189,146 194,429 174,721 171,539 196,648
14 More than one year 19,961 19,131r 24,225 13,127 11,079 26,891 19,624 28,409 26,837 21,920 24,381 20,198
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 239,062 190,107 237,264 134,142 202,928 245,331 217,834 241,053 259,044 258,838 253,299 222,426
16 Federal agency and government-sponsored enterprises 5,166 5,229 6,600 3,514 5,375 7,271 7,636 5,293 6,969 7,223 5,879 6,370
17 Mortgage-backed 60,415 47,833 61,168 22,833 40,396 93,534 49,842 52,048 53,823 82,547 72,274 46,440
18 Corporate 560 339 606 88 322 607 494 743 685 568 694 614
  With other  
19 U.S. Treasury 322,001r 253,542r 318,745r 183,161 272,988 323,087 307,581 326,057 338,971 348,887 332,097 289,388
20 Federal agency and government-sponsored enterprises 77,381 75,021 74,791r 66,566 74,198 71,908 81,222 65,745 83,566 77,720 72,928 71,303
21 Mortgage-backed 208,476 168,271r 197,375 59,427 177,052 355,101 145,733 119,491 159,374 280,149 206,456 147,133
22 Corporate 193,385 204,023r 213,041 181,459 185,411 212,527 215,246 216,812 220,581 196,074 195,226 216,232

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: June 5, 2006