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

Statistical Supplement | September 2006

Statistical Supplement to the Federal Reserve Bulletin, September 2006

1.42 U.S. Government Securities Dealers, Transactions¹
Item		2006			2006, week ending
Millions of dollars, daily averages
Item		Mar	Apr	May	May 3	May 10	May 17	May 24	May 31	June 7	June 14	June 21	June 28
	By type of security
1	U.S. Treasury bills	51,445	46,670	42,416	40,872	39,075	46,214	38,809	47,512	48,005	37,493	43,508	43,369
	Treasury coupon securities by maturity
2	Three years or less	212,149	187,621	245,729	266,897	214,127	247,744	269,239	237,450	239,691	185,715	176,676	228,202
3	More than three but less than or equal to six years	135,674	115,331	126,490	145,789	104,425	106,377	135,903	152,972	146,398	120,499	90,694	113,320
4	More than six but less than or equal to eleven years	119,256	117,385	131,419	122,939	106,252	169,331	144,948	104,936	125,067	131,946	97,442	97,714
5	More than eleven	30,660	30,049	29,525	29,204	28,158	31,718	33,136	24,220	30,547	28,058	24,503	20,175
6	Inflation-protected²	6,119	9,164	7,094	10,595	6,172	7,761	5,913	6,261	6,547	6,609	6,040	4,922

	Federal agency and government-sponsored enterprises
7	Discount notes	55,567	56,669	59,473	62,737	51,251	61,923	53,771	71,370	58,608	55,144	61,551	63,741
	Coupon securities by maturity
8	Three years or less	6,955	8,450	9,503	7,624	7,913	12,249	11,164	7,389	9,632	10,865	5,855	5,923
9	More than three years but less than or equal to six years	5,278	3,925	3,254	3,501	3,342	3,465	2,722	3,362	11,369	3,456	5,643	3,727
10	More than six years but less than or equal to eleven years	1,877	3,628	2,878	4,141	2,736	3,340	2,429	2,090	3,289	5,393	2,938	4,050
11	More than eleven years	331	358	334	364	234	318	267	538	273	137	407	305

12	Mortgage-backed	272,801	245,184	217,762	252,849	322,700	194,689	160,844	160,265	295,028	236,975	161,019	165,097

	Corporate securities
13	One year or less	188,676	198,669	221,935	212,206	242,121	241,596	212,542	191,165	201,551	198,694	222,783	231,969
14	More than one year	24,581	23,493	23,389	21,866	22,388	26,864	24,877	19,578	27,977	20,498	22,939	23,607

	By type of counterparty
	With interdealer broker
15	U.S. Treasury	241,181	225,475	263,421	272,114	230,791	269,909	288,177	258,634	263,947	233,809	193,311	225,395
16	Federal agency and government-sponsored enterprises	5,074	5,666	5,898	5,716	5,946	6,273	6,041	5,325	6,914	5,262	5,163	4,492
17	Mortgage-backed	65,827	60,182	51,989	61,615	80,230	49,265	34,890	34,245	57,936	66,665	39,261	39,920
18	Corporate	514	562	413	412	436	465	386	351	430	425	354	282
	With other
19	U.S. Treasury	314,123	280,745	319,252	344,182	267,418	339,236	339,771	314,718	332,309	276,510	245,551	282,308
20	Federal agency and government-sponsored enterprises	64,933	67,364	69,544	72,652	59,531	75,022	64,311	79,424	76,256	69,733	71,232	73,254
21	Mortgage-backed	206,974	185,002	165,774	191,234	242,470	145,424	125,953	126,020	237,092	170,310	121,757	125,177
22	Corporate	212,743	221,600	244,912	233,660	264,073	267,995	237,033	210,393	229,097	218,766	245,367	255,294

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: September 29, 2006