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Statistical Supplement | July 2006

Statistical Supplement to the Federal Reserve Bulletin, July 2006
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2006 2006, week ending
Jan Feb Mar Mar 1 Mar 8 Mar 15 Mar 22 Mar 29 Apr 5 Apr 12 Apr 19 Apr 26
  By type of security  
1 U.S. Treasury bills 46,950 49,853 51,445 59,561 51,879 48,960 49,016 51,268 59,030 48,447 45,362 40,843
  Treasury coupon securities by maturity  
2 Three years or less 205,687 220,920 212,149 239,289 243,638 204,856 202,242 207,877 173,535 145,822 183,102 209,778
3 More than three but less than or equal to six years 138,934 143,048 135,674 178,234 149,258 130,194 123,763 132,128 132,777 88,600 113,888 120,567
4 More than six but less than or equal to eleven years 121,618 125,047 119,256 124,098 142,308 122,588 116,295 98,271 110,742 122,050 117,100 114,711
5 More than eleven 31,712 42,854 30,660 39,830 40,015 25,860 29,169 26,656 28,424 32,057 25,113 33,302
6 Inflation-protected2 10,988 7,603 6,119 5,608 7,391 5,496 6,298 5,135 6,768 9,358 8,540 10,334
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 63,214 61,720 55,567 59,429 53,021 47,105 56,648 59,600 68,366 49,471 60,305 51,513
  Coupon securities by maturity  
8 Three years or less 9,915 8,737 6,955 7,123 7,860 7,374 6,617 5,589 7,816 9,637 6,901 9,213
9 More than three years but less than or equal to six years 5,185 6,130 5,278 5,784 7,192 6,730 4,218 3,337 4,107 2,204 5,526 4,426
10 More than six years but less than or equal to eleven years 2,779 2,677 1,877 1,769 2,127 1,899 1,520 1,608 2,817 5,497 2,498 2,944
11 More than eleven years 295 609 331 296 414 239 205 406 500 345 222 391
 
12 Mortgage-backed 259,273 269,494 272,801 230,717 438,075 293,738 188,820 191,697 241,025 344,564 188,981 190,197
 
  Corporate securities  
13 One year or less 189,425 183,103 188,676 191,662 173,449 179,267 189,415 208,977 196,177 180,127 208,338 205,557
14 More than one year 24,328 22,999 24,581 24,337 25,481 19,951 25,396 27,919 23,640 21,772 19,359 29,083
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 234,322 250,460 241,181 274,916 277,005 236,407 235,290 217,918 219,572 200,648 215,940 242,815
16 Federal agency and government-sponsored enterprises 6,143 6,112 5,074 5,916 6,236 4,609 5,377 3,935 5,006 4,928 6,052 6,472
17 Mortgage-backed 61,325 65,395 65,827 57,194 85,082 79,185 53,146 52,523 53,575 80,994 50,747 50,310
18 Corporate 436 486 514 465 402 562 535 321 1,125 394 510 495
  With other  
19 U.S. Treasury 321,567 338,866 314,123 371,705 357,485 301,547 291,494 303,418 291,703 245,685 277,166 286,719
20 Federal agency and government-sponsored enterprises 75,245 73,761 64,933 68,486 64,377 58,737 63,833 66,605 78,602 62,227 69,400 62,016
21 Mortgage-backed 197,948 204,099 206,974 173,522 352,993 214,552 135,674 139,175 187,450 263,570 138,234 139,887
22 Corporate 213,318 205,617 212,743 215,534 198,527 198,657 214,276 236,575 218,691 201,505 227,188 234,145

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: July 27, 2006