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Statistical Supplement | April 2007

Statistical Supplement to the Federal Reserve Bulletin, April 2007
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2006 2006, week ending 2007, week ending
Oct Nov Dec Dec 6 Dec 13 Dec 20 Dec 27 Jan 3 Jan 10 Jan 17 Jan 24 Jan 31
  By type of security  
1 U.S. Treasury bills 41,879 54,028 52,237 62,367 54,129 46,389 51,295 43,750 36,036 40,108 34,611 43,177
  Treasury coupon securities by maturity  
2 Three years or less 190,332 189,591 177,154 267,332 185,099 159,967 116,576 141,056 192,053 166,962 174,332 223,281
3 More than three but less than or equal to six years 123,697 106,283 112,452 160,900 117,727 96,851 74,799 116,672 130,636 122,877 111,172 162,419
4 More than six but less than or equal to eleven years 110,855 122,619 108,638 149,034 126,669 101,242 67,077 84,379 115,615 108,432 110,265 131,678
5 More than eleven 22,993 25,845 25,140 33,243 32,951 24,025 11,959 18,555 27,542 23,068 24,192 26,318
6 Inflation-protected2 9,015 6,090 6,459 7,047 6,760 8,070 4,060 5,297 9,450 10,831 12,162 11,825
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 55,409 55,085 60,045 57,233 54,235 62,106 66,456 62,216 59,028 66,954 66,218 67,036
  Coupon securities by maturity  
8 Three years or less 7,875 7,784 9,478 11,549 9,716 12,660 4,584 6,576 8,390 12,541 9,749 9,762
9 More than three years but less than or equal to six years 4,737 3,299 3,361 4,939 4,610 2,849 1,618 1,846 2,944 3,878 2,093 3,040
10 More than six years but less than or equal to eleven years 3,208 3,533 3,254 6,344 2,991 3,230 1,236 1,830 7,212 7,396 2,827 4,060
11 More than eleven years 443 467 841 487 1,331 1,121 434 436 344 732 264 1,601
 
12 Mortgage-backed 278,490 276,363 267,620r 438,754 360,764 190,655 107,204 205,738 532,675 237,321 217,425 286,378
 
  Corporate securities  
13 One year or less 198,955 188,255 194,711 199,749 192,972 205,947 177,968 194,375 189,870 194,285 189,157 189,041
14 More than one year 23,386 25,054 22,404r 23,655 25,720 30,185 12,984 10,997 25,546 23,853 35,679 26,422
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 214,674 213,643 203,698 285,233 222,463 186,904 141,070 160,956 202,879 196,093 196,137 240,103
16 Federal agency and government-sponsored enterprises 6,028 5,282 5,743 6,988 6,767 6,116 3,746 3,758 5,317 7,420 5,973 7,452
17 Mortgage-backed 67,369 63,471 57,092r 78,678 80,261 49,675 24,474 39,772 110,471 48,897 50,745 64,937
18 Corporate 572 503 408 539 502 443 170 301 585 754 955 1,158
  With other  
19 U.S. Treasury 284,098 290,813 278,381 394,689 300,872 249,641 184,696 248,754 308,453 276,184 270,596 358,594
20 Federal agency and government-sponsored enterprises 65,645 64,886 71,236 73,565 66,116 75,851 70,584 69,146 72,600 84,082 75,177 78,047
21 Mortgage-backed 211,121 212,891 210,528r 360,076 280,503 140,980 82,730 165,965 422,204 188,424 166,679 221,441
22 Corporate 221,769 212,806 216,707r 222,865 218,191 235,689 190,782 205,071 214,831 217,384 223,881 214,305

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: May 2, 2007