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Statistical Supplement | November 2007

Statistical Supplement to the Federal Reserve Bulletin, November 2007
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2007 2007, week ending
May June July July 4 July 11 July 18 July 25 Aug 1 Aug 8 Aug 15 Aug 22 Aug 29
  By type of security  
1 U.S. Treasury bills 37,578 38,858 38,590r 39,616 36,459 32,711 38,300 48,715 46,693 68,988 66,787 61,059
  Treasury coupon securities by maturity  
2 Three years or less 172,194 216,730 195,357 190,058 177,160 132,805 169,864 332,135 273,828 283,759 319,188 294,310
3 More than three but less than or equal to six years 123,639 165,442 147,735 136,682 121,071 121,722 123,152 252,600 177,463 164,097 186,328 160,156
4 More than six but less than or equal to eleven years 115,071 168,594 134,546r 103,504 129,997 124,428 122,112 191,700 162,689 150,626 149,900 129,147
5 More than eleven 27,533 38,515 29,312 33,286 26,221 26,649 22,361 42,215 35,398 43,302 39,702 33,371
6 Inflation-protected2 8,923 8,836 9,217r 6,665 7,915 12,490 8,007 10,206 7,669 7,728 8,014 4,516
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 55,000 57,942 63,444 68,508 60,526 56,174 67,265 67,602 60,830 74,249 78,596 72,402
  Coupon securities by maturity  
8 Three years or less 7,359 6,143 5,989 5,711 7,927 5,621 4,092 6,605 8,515 11,951 12,043 8,247
9 More than three years but less than or equal to six years 4,017 4,469 3,245 2,774 1,853 1,673 4,930 5,197 5,141 3,733 3,828 3,190
10 More than six years but less than or equal to eleven years 3,193 4,857 4,386 1,969 3,002 2,696 6,570 7,312 5,735 3,515 3,021 2,985
11 More than eleven years 703 808 799 344 552 1,113 811 1,042 720 501 661 355
 
12 Mortgage-backed 316,492 378,007 283,499 258,622 473,690 219,486 176,480 278,207 509,064 361,838 283,120 204,801
 
  Corporate securities  
13 One year or less 216,518 233,774 232,483 230,877 234,190 231,329 234,950 229,911 247,719 219,455 215,005 228,496
14 More than one year 28,515 28,480 22,447 24,474 14,665 23,646 24,173 26,997 25,634 27,389 27,429 23,195
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 205,476 271,999 231,909r 211,497 218,609 189,985 193,716 364,508 301,110 311,605 318,719 284,937
16 Federal agency and government-sponsored enterprises 4,923 6,019 5,513r 4,103 4,606 4,186 5,995 8,793 8,479 6,877 5,894 5,126
17 Mortgage-backed 65,102 81,319 67,878r 49,329 114,779 55,201 40,781 73,139 112,058 113,357 88,586 52,388
18 Corporate 559 621 475r 337 409 529 575 537 611 520 790 669
  With other  
19 U.S. Treasury 279,463 364,976 322,848r 298,314 280,214 260,820 290,078 513,063 402,630 406,894 451,201 397,621
20 Federal agency and government-sponsored enterprises 65,348 68,199 72,350r 75,204 69,254 63,090 77,673 78,965 72,462 87,073 92,255 82,052
21 Mortgage-backed 251,389 296,688 215,621r 209,294 358,911 164,285 135,699 205,068 397,006 248,481 194,534 152,413
22 Corporate 244,473 261,633 254,455r 255,014 248,446 254,446 258,548 256,371 272,742 246,324 241,644 251,022

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

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Last update: December 27, 2007