The Federal Reserve Board eagle logo links to home page

Statistical Supplement | June 2006

Statistical Supplement to the Federal Reserve Bulletin, June 2006
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2005 2006 2006, week ending
Dec Janr Feb Feb 1r Feb 8 Feb 15 Feb 22 Mar 1 Mar 8 Mar 15 Mar 22 Mar 29
  By type of security  
1 U.S. Treasury bills 53,710 46,950 49,853 51,578 47,326r 42,298 52,318 59,561 51,879 48,960 49,016 51,268
  Treasury coupon securities by maturity  
2 Three years or less 158,095 205,687 220,920r 235,453 232,437 199,793 210,932 239,289 243,638 204,856 202,242 207,877
3 More than three but less than or equal to six years 111,064 138,934 143,048r 127,896 141,408 139,389 118,274 178,234 149,258 130,194 123,763 132,128
4 More than six but less than or equal to eleven years 94,316 121,618 125,047r 127,327 128,197 145,259 96,225 124,098 142,308 122,588 116,295 98,271
5 More than eleven 20,800 31,712 42,854r 40,203 50,111 52,062 25,959 39,830 40,015 25,860 29,169 26,656
6 Inflation-protected2 5,665 10,988 7,603r 15,415 8,247 6,590 8,107 5,608 7,391 5,496 6,298 5,135
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 67,594 63,214 61,720 70,912 66,107r 57,966 60,923 59,429 53,021 47,105 56,648 59,600
  Coupon securities by maturity  
8 Three years or less 7,003 9,915 8,737 12,941 10,575 6,776 9,454 7,123 7,860 7,374 6,617 5,589
9 More than three years but less than or equal to six years 3,779 5,185 6,130 4,465 4,831 9,538 4,254 5,784 7,192 6,730 4,218 3,337
10 More than six years but less than or equal to eleven years 1,537 2,779 2,677 1,860 2,534 4,272 1,972 1,769 2,127 1,899 1,520 1,608
11 More than eleven years 338 295 609r 356 897 256 1,068 296 414 239 205 406
 
12 Mortgage-backed 216,103 259,273 269,494r 216,095 362,696 278,730 193,572 230,717 438,075 293,738 188,820 191,697
 
  Corporate securities  
13 One year or less 185,230 189,425 183,103r 194,429 174,720r 171,539 196,648 191,662 173,449 179,267 189,415 208,977
14 More than one year 19,137r 24,328 22,999r 26,895 21,949r 24,417 20,226 24,337 25,481 19,951 25,396 27,919
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 189,852r 234,322 250,460r 255,584 256,250r 249,053 219,246 274,916 277,005 236,407 235,290 217,918
16 Federal agency and government-sponsored enterprises 5,181r 6,143 6,112r 6,324 7,011r 5,395 6,026 5,916 6,236 4,609 5,377 3,935
17 Mortgage-backed 47,833 61,325 65,395r 53,855 82,547 72,274 46,440 57,194 85,082 79,185 53,146 52,523
18 Corporate 326r 436 486r 489 434r 538 504 465 402 562 535 321
  With other  
19 U.S. Treasury 253,797r 321,567 338,866r 342,287 351,476r 336,338 292,568 371,705 357,485 301,547 291,494 303,418
20 Federal agency and government-sponsored enterprises 75,070r 75,245 73,761r 84,210 77,932r 73,413 71,646 68,486 64,377 58,737 63,833 66,605
21 Mortgage-backed 168,271 197,948 204,099r 162,240 280,149 206,456 147,133 173,522 352,993 214,552 135,674 139,175
22 Corporate 204,041r 213,318 205,617r 220,835 196,235r 195,418 216,371 215,534 198,527 198,657 214,276 236,575

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

Accessibility | Contact us
Last update: June 28, 2006