FRB: June 2007 Statistical Supplement--U.S. Government Securities Dealers, Transactions

Statistical Supplement | June 2007

Statistical Supplement to the Federal Reserve Bulletin, June 2007

1.42 U.S. Government Securities Dealers, Transactions¹
Millions of dollars, daily averages
Item		2006	2007		2007, week ending
Item		Dec	Jan	Feb	Jan 31	Feb 7	Feb 14	Feb 21	Feb 28	Mar 7	Mar 14	Mar 21	Mar 28
	By type of security
1	U.S. Treasury bills	52,237	39,170	48,534	43,177	42,389	44,043	53,153	54,552	52,792	51,614	46,584	52,407
	Treasury coupon securities by maturity
2	Three years or less	177,154	182,883	202,307	223,281	188,909	178,725	164,059	277,536	316,779	240,041	167,553	238,227
3	More than three but less than or equal to six years	112,452	129,806	131,604	162,419	122,838	109,766	108,323	185,487	180,575	158,154	106,447	136,108
4	More than six but less than or equal to eleven years	108,638	112,308	140,676	131,678	138,829	140,817	122,318	160,741	147,614	136,525	94,654	115,817
5	More than eleven	25,140	24,403	29,141	26,318	22,251	34,020	25,328	34,964	34,109	38,038	22,265	34,127
6	Inflation-protected²	6,459	10,314	7,026	11,825	8,295	4,952	6,058	8,799	5,708	8,466	6,771	10,568

	Federal agency and government-sponsored enterprises
7	Discount notes	60,045	64,471	58,912	67,036	60,701	57,912	60,351	56,685	49,888	49,352	54,412	56,161
	Coupon securities by maturity
8	Three years or less	9,478	9,649	10,274	9,762	7,839	15,420	7,486	10,350	13,273	9,732	9,097	8,013
9	More than three years but less than or equal to six years	3,361	2,840	3,846	3,040	2,933	4,997	2,757	4,696	12,842	8,444	2,657	4,278
10	More than six years but less than or equal to eleven years	3,254	4,912	2,971	4,060	2,694	3,701	1,993	3,496	6,129	7,327	2,811	4,387
11	More than eleven years	841	696	980	1,601	1,668	831	776	646	644	847	829	686

12	Mortgage-backed	267,620	303,748	292,927	286,378	433,309	310,337	172,298	255,765	453,438	382,840	217,759	184,950

	Corporate securities
13	One year or less	194,711	191,082	200,554	189,041	197,851	190,998	209,629	203,737	201,357	196,068	206,072	203,127
14	More than one year	22,404	25,674	30,745	26,422	26,307	31,025	23,689	41,958	27,134	29,439	31,348	27,998

	By type of counterparty
	With interdealer broker
15	U.S. Treasury	203,698	202,562	227,439	240,103	214,551	209,444	190,726	295,036	318,695	264,982	185,925	250,868
16	Federal agency and government-sponsored enterprises	5,743	6,178	5,621	7,452	6,239	6,699	4,204	5,343	11,482	9,878	4,817	5,175
17	Mortgage-backed	57,092	64,981	64,717	64,937	78,110	74,954	39,204	66,599	78,164	90,388	55,059	36,918
18	Corporate	408	790	722	1,158	759	838	545	746	975	911	579	506
	With other
19	U.S. Treasury	278,381	296,322	331,849	358,594	308,960	302,878	288,513	427,043	418,881	367,856	258,349	336,387
20	Federal agency and government-sponsored enterprises	71,236	76,390	71,362	78,047	69,597	76,162	69,159	70,531	71,293	65,824	64,988	68,349
21	Mortgage-backed	210,528	238,767	228,211	221,441	355,199	235,384	133,094	189,166	375,274	292,451	162,699	148,032
22	Corporate	216,707	215,966	230,576	214,305	223,398	221,186	232,773	244,948	227,516	224,596	236,841	230,619

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 6, 2007