The Federal Reserve Board eagle logo links to home page

Statistical Supplement | October 2006

Statistical Supplement to the Federal Reserve Bulletin, October 2006
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2006 2006, week ending
Apr May June May 31 June 7 June 14 June 21 June 28 July 5 July 12 July 19 July 26
  By type of security  
1 U.S. Treasury bills 46,670 42,416 42,972 47,512 48,005 37,493 43,508 43,369 41,756 40,620 37,926 46,714
  Treasury coupon securities by maturity  
2 Three years or less 187,621 245,729 207,051 237,450 239,691 185,715 176,676 228,202 201,850 150,338 214,799 203,680
3 More than three but less than or equal to six years 115,331 126,490 118,620 152,972 146,398 120,499 90,694 113,320 127,542 99,936 118,301 115,930
4 More than six but less than or equal to eleven years 117,385 131,419 111,273 104,936 125,067 131,946 97,442 97,714 93,576 97,540 102,845 91,277
5 More than eleven 30,049 29,525 25,452 24,220 30,547 28,058 24,503 20,175 21,768 23,356 22,366 19,293
6 Inflation-protected2 9,164 7,094 6,016 6,261 6,547 6,609 6,040 4,922 5,885 6,953 11,175 10,884
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 56,669 59,473 60,948 71,370 58,608 55,144 61,551 63,741 72,814 54,751 56,320 53,742
  Coupon securities by maturity  
8 Three years or less 8,450 9,503 8,057 7,389 9,632 10,865 5,855 5,923 7,943 7,732 7,236 7,556
9 More than three years but less than or equal to six years 3,925 3,254 5,873 3,362 11,369 3,456 5,643 3,727 4,115 2,584 5,076 6,331
10 More than six years but less than or equal to eleven years 3,628 2,878 3,904 2,090 3,289 5,393 2,938 4,050 3,772 5,579 2,566 1,973
11 More than eleven years 358 334 282 538 273 137 407 305 294 437 1,516 302
 
12 Mortgage-backed 245,184 217,762 208,046 160,265 295,028 236,975 161,019 165,097 143,206 361,801 176,320 176,361
 
  Corporate securities  
13 One year or less 198,669 221,935 213,965 191,165 201,551 198,694 222,783 231,969 216,118 210,551 191,566 204,873
14 More than one year 23,493 23,389 22,905 19,578 27,977 20,498 22,939 23,607 14,406 17,165 18,870 19,834
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 225,475 263,421 227,386 258,634 263,947 233,809 193,311 225,395 210,088 193,351 232,932 210,924
16 Federal agency and government-sponsored enterprises 5,666 5,898 5,428 5,325 6,914 5,262 5,163 4,492 5,133 5,105 6,037 5,630
17 Mortgage-backed 60,182 51,989 48,851 34,245 57,936 66,665 39,261 39,920 27,901 100,235 53,815 34,778
18 Corporate 562 413 362 351 430 425 354 282 258 384 458 475
  With other  
19 U.S. Treasury 280,745 319,252 283,999 314,718 332,309 276,510 245,551 282,308 282,290 225,391 274,480 276,853
20 Federal agency and government-sponsored enterprises 67,364 69,544 73,636 79,424 76,256 69,733 71,232 73,254 83,805 65,978 66,677 64,275
21 Mortgage-backed 185,002 165,774 159,195 126,020 237,092 170,310 121,757 125,177 115,305 261,566 122,505 141,583
22 Corporate 221,600 244,912 236,507 210,393 229,097 218,766 245,367 255,294 230,267 227,332 209,978 224,232

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

Statistical Supplement | October 2006 | Tips for printing wide tables | Symbols and Abbreviations

Accessibility | Contact us
Last update: November 1, 2006