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Statistical Supplement | February 2007

Statistical Supplement to the Federal Reserve Bulletin, February 2007
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2006 2006, week ending
Aug Sept Oct Oct 4 Oct 11 Oct 18 Oct 25 Nov 1 Nov 8 Nov 15 Nov 22 Nov 29
  By type of security  
1 U.S. Treasury bills 46,482r 46,730 41,879 47,891 39,618 39,342 36,105 50,019 45,165 55,065 50,394 67,528
  Treasury coupon securities by maturity  
2 Three years or less 190,335 197,902r 190,332 222,011 214,086 167,637 169,804 196,850 189,920 196,575 158,542 199,755
3 More than three but less than or equal to six years 108,684 137,394r 123,697 153,873 140,850 99,967 91,281 154,094 113,625 102,686 91,804 93,195
4 More than six but less than or equal to eleven years 118,568 129,230r 110,855 117,769 131,258 108,719 89,847 114,198 114,507 154,911 107,347 115,058
5 More than eleven 27,122r 25,945r 22,993 26,649 24,218 18,128 22,255 26,030 27,124 25,498 23,818 25,233
6 Inflation-protected2 7,886 8,314 9,015 7,727 6,644 9,731 12,001 7,727 5,323 4,054 8,407 5,539
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 51,122 58,437 55,409 67,647 55,895 53,369 52,727 51,647 55,150 51,190 56,861 57,000
  Coupon securities by maturity  
8 Three years or less 8,149 10,182 7,875 8,480 7,539 7,637 6,111 10,260 7,708 9,109 7,455 5,406
9 More than three years but less than or equal to six years 3,786 3,382 4,737 3,675 2,519 7,268 3,285 6,401 2,869 2,230 3,196 3,849
10 More than six years but less than or equal to eleven years 4,115 2,985 3,208 2,181 2,206 5,693 2,128 3,225 4,003 5,026 2,717 1,849
11 More than eleven years 530 348 443 354 330 329 502 694 486 543 468 302
 
12 Mortgage-backed 244,992 302,148 278,490 267,536 530,207 223,291 166,785 243,620 430,970 249,983 180,199 197,276
 
  Corporate securities  
13 One year or less 215,883r 200,724 198,955 201,172 198,085 194,834 202,163 199,306 194,117 190,811 193,520 166,156
14 More than one year 19,047 24,241r 23,386 20,324 21,505 23,591 23,943 26,609 23,976 26,246 25,602 24,485
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 211,331 240,183 214,674 251,964 251,043 188,979 176,820 229,775 211,545 222,725 190,706 213,923
16 Federal agency and government-sponsored enterprises 5,415 6,662 6,028 7,636 4,451 6,848 5,265 6,329 6,118 5,101 4,408 4,824
17 Mortgage-backed 57,389 78,773 67,369 60,999 119,078 63,470 31,702 69,894 96,797 68,332 38,705 42,504
18 Corporate 440 455 572 515 527 552 612 635 624 521 404 416
  With other  
19 U.S. Treasury 287,746r 305,331r 284,098 323,956 305,631 254,545 244,473 319,142 284,118 316,065 249,606 292,385
20 Federal agency and government-sponsored enterprises 62,287 68,674 65,645 74,701 64,039 67,448 59,489 65,898 64,098 62,998 66,288 63,582
21 Mortgage-backed 187,603 223,375 211,121 206,537 411,128 159,821 135,083 173,726 334,173 181,651 141,494 154,772
22 Corporate 234,490r 224,509r 221,769 220,981 219,062 217,873 225,493 225,280 217,469 216,537 218,717 190,225

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: February 22, 2007