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Statistical Supplement | September 2007

Statistical Supplement to the Federal Reserve Bulletin, September 2007
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2007 2007, week ending
Mar Apr May May 2 May 9 May 16 May 23 May 30 June 6 June 13 June 20 June 27
  By type of security  
1 U.S. Treasury bills 51,714 42,607 37,578 37,848 30,771 37,071 35,292 45,447 45,702 35,035 35,148 40,613
  Treasury coupon securities by maturity  
2 Three years or less 238,449 166,555 172,194 212,437 172,192 151,431 173,771 167,289 212,181 243,087 180,954 240,458
3 More than three but less than or equal to six years 145,558 113,751 123,639 159,900 101,162 103,848 128,214 137,632 169,611 194,801 149,150 160,544
4 More than six but less than or equal to eleven years 121,426 88,318 115,071 109,023 116,017 110,052 134,742 95,490 147,092 245,161 168,991 134,866
5 More than eleven 32,257 26,805 27,533 30,913 22,001 24,899 30,010 29,683 38,470 56,516 34,940 26,217
6 Inflation-protected2 7,783 9,021 8,923 11,279 8,149 9,365 9,154 8,411 7,278 10,772 9,175 8,675
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 52,903 52,870 55,000 58,503 52,212 53,764 51,736 60,653 56,159 46,423 61,433 63,170
  Coupon securities by maturity  
8 Three years or less 9,952 8,379 7,359 7,227 5,945 6,362 11,389 5,693 7,860 5,143 6,432 5,654
9 More than three years but less than or equal to six years 6,856 4,089 4,017 4,136 3,789 6,242 3,615 2,663 2,563 5,146 6,287 4,178
10 More than six years but less than or equal to eleven years 5,182 4,584 3,193 5,742 2,509 3,413 3,242 2,066 5,816 4,880 4,163 5,915
11 More than eleven years 732 823 703 898 413 540 843 828 1,255 877 664 709
 
12 Mortgage-backed 317,887 301,901 316,492 243,238 436,204 301,995 285,141 231,628 517,990 572,975 264,614 232,200
 
  Corporate securities  
13 One year or less 202,602 210,930 216,518 226,979 212,800 212,340 219,269 215,396 226,929 224,683 249,551 233,724
14 More than one year 28,907 25,272 28,515 31,271 25,148 27,634 31,355 28,998 27,622 27,900 29,059 30,771
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 252,200 180,317 205,476 229,411 194,258 180,162 217,764 208,690 262,760 337,809 246,924 262,858
16 Federal agency and government-sponsored enterprises 7,684 6,693 4,923 6,836 5,046 4,868 4,987 3,900 5,562 6,019 6,550 6,620
17 Mortgage-backed 66,350 62,872 65,102 50,143 78,696 75,536 65,756 42,508 84,585 132,875 70,220 51,046
18 Corporate 739 612 559 645 504 594 690 402 628 633 595 745
  With other  
19 U.S. Treasury 344,986 266,739 279,463 331,988 256,034 256,504 293,420 275,262 357,575 447,564 331,434 348,515
20 Federal agency and government-sponsored enterprises 67,940 64,052 65,348 69,670 59,822 65,453 65,839 68,002 68,090 56,450 72,428 73,006
21 Mortgage-backed 251,536 239,028 251,389 193,095 357,508 226,458 219,385 189,121 433,405 440,100 194,394 181,154
22 Corporate 230,770 235,590 244,473 257,605 237,444 239,380 249,933 243,991 253,923 251,950 278,014 263,751

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 | September 2007 | Tips for printing wide tables | Symbols and Abbreviations

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Last update: October 11, 2007