The Federal Reserve Board eagle logo links to home page

Statistical Supplement | December 2007

Statistical Supplement to the Federal Reserve Bulletin, December 2007
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2007 2007, week ending
June July Aug Aug 1 Aug 8 Aug 15 Aug 22 Aug 29 Sept 5 Sept 12 Sept 19 Sept 26
  By type of security  
1 U.S. Treasury bills 38,858 38,590 59,447 48,715 46,693 68,988 66,787 61,059 50,469 47,383 43,968 35,198
  Treasury coupon securities by maturity  
2 Three years or less 216,730 195,357 288,853 332,135 273,828 283,759 319,188 294,310 228,030 228,154 223,728 226,568
3 More than three but less than or equal to six years 165,442 147,735 175,616 252,600 177,463 164,097 186,328 160,156 173,172 160,176 152,492 139,836
4 More than six but less than or equal to eleven years 168,594 134,546 146,352 191,700 162,689 150,626 149,900 129,147 106,292 135,373 136,375 118,891
5 More than eleven 38,515 29,312 37,902 42,215 35,398 43,302 39,702 33,371 35,334 38,024 40,082 39,520
6 Inflation-protected2 8,836 9,217 7,049 10,206 7,669 7,728 8,014 4,516 6,139 7,559 8,766 8,144
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 57,942 63,444 71,460 67,602 60,830 74,249 78,596 72,402 72,800 74,091 66,920 69,877
  Coupon securities by maturity  
8 Three years or less 6,143 5,989 9,794 6,605 8,515 11,951 12,043 8,247 7,439 12,163 7,960 9,906
9 More than three years but less than or equal to six years 4,469 3,245 3,927 5,197 5,141 3,733 3,828 3,190 2,827 7,454 3,849 5,628
10 More than six years but less than or equal to eleven years 4,857 4,386 3,834 7,312 5,735 3,515 3,021 2,985 2,299 2,738 2,243 3,163
11 More than eleven years 808 799 574 1,042 720 501 661 355 483 816 504 524
 
12 Mortgage-backed 378,007 283,499 335,159 278,207 509,064 361,838 283,120 204,801 318,169 540,375 248,002 247,916
 
  Corporate securities  
13 One year or less 233,774 232,483 228,568 229,911 247,719 219,455 215,005 228,496 236,892 232,304 226,843 215,563
14 More than one year 28,480 22,447 24,915 26,997 25,634 27,389 27,429 23,195 13,901 20,046 23,147 29,705
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 271,999 231,909 302,040 364,508 301,110 311,605 318,719 284,937 250,278 255,720 241,615 232,037
16 Federal agency and government-sponsored enterprises 6,019 5,513 6,590 8,793 8,479 6,877 5,894 5,126 5,448 8,758 6,617 6,256
17 Mortgage-backed 81,319 67,878 89,342 73,139 112,058 113,357 88,586 52,388 74,892 143,356 89,019 97,327
18 Corporate 621 475 622 537 611 520 790 669 405 567 657 742
  With other  
19 U.S. Treasury 364,976 322,848 413,179 513,063 402,630 406,894 451,201 397,621 349,160 360,949 363,796 336,120
20 Federal agency and government-sponsored enterprises 68,199 72,350 82,999 78,965 72,462 87,073 92,255 82,052 80,400 88,504 74,858 82,842
21 Mortgage-backed 296,688 215,621 245,817 205,068 397,006 248,481 194,534 152,413 243,277 397,020 158,983 150,589
22 Corporate 261,633 254,455 252,861 256,371 272,742 246,324 241,644 251,022 250,388 251,783 249,333 244,526

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

Accessibility | Contact us
Last update: January 11, 2008