The Federal Reserve Board eagle logo links to home page

Statistical Supplement | January 2008

Statistical Supplement to the Federal Reserve Bulletin, January 2008
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2007 2007, week ending
July Aug Sept Sept 5 Sept 12 Sept 19 Sept 26 Oct 3 Oct 10 Oct 17 Oct 24 Oct 31
  By type of security  
1 U.S. Treasury bills 38,590 59,447 42,905 50,469 47,383 43,968 35,198 36,973 38,600 36,417 31,639 44,881
  Treasury coupon securities by maturity  
2 Three years or less 195,357 288,853 226,050 228,030 228,154 223,728 226,568 222,327 184,078 217,857 216,894 210,186
3 More than three but less than or equal to six years 147,735 175,616 154,632 173,172 160,176 152,492 139,836 155,297 124,488 151,399 151,381 154,850
4 More than six but less than or equal to eleven years 134,546 146,352 123,835 106,292 135,373 136,375 118,891 102,319 92,350 111,291 119,879 97,378
5 More than eleven 29,312 37,902 37,984 35,334 38,024 40,082 39,520 32,774 22,037 28,877 23,690 23,347
6 Inflation-protected2 9,217 7,049 7,876 6,139 7,559 8,766 8,144 8,382 5,188 7,927 7,904 9,696
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 63,444 71,460 70,360 72,800 74,091 66,920 69,877 67,178 68,563 69,584 71,674 68,828
  Coupon securities by maturity  
8 Three years or less 5,989 9,794 9,320 7,439 12,163 7,960 9,906 6,972 6,137 6,271 6,185 11,313
9 More than three years but less than or equal to six years 3,245 3,927 5,136 2,827 7,454 3,849 5,628 4,790 3,458 6,327 3,254 3,676
10 More than six years but less than or equal to eleven years 4,386 3,834 2,779 2,299 2,738 2,243 3,163 3,982 3,103 5,040 5,180 2,961
11 More than eleven years 799 574 597 483 816 504 524 633 616 266 401 268
 
12 Mortgage-backed 283,499 335,159 349,639 318,169 540,375 248,002 247,916 428,403 473,250 215,583 285,758 246,668
 
  Corporate securities  
13 One year or less 232,483 228,568 225,308 236,892 232,304 226,843 215,563 210,971 211,035 206,421 206,909 203,914
14 More than one year 22,447 24,915 22,595 13,901 20,046 23,147 29,705 22,853 26,984 25,038 20,935 21,080
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 231,909 302,040 242,279 250,278 255,720 241,615 232,037 223,939 184,361 215,936 237,605 220,159
16 Federal agency and government-sponsored enterprises 5,513 6,590 6,812 5,448 8,758 6,617 6,256 5,869 4,438 7,156 6,321 6,046
17 Mortgage-backed 67,878 89,342 103,439 74,892 143,356 89,019 97,327 97,793 132,156 74,842 88,673 74,043
18 Corporate 475 622 607 405 567 657 742 548 715 900 576 513
  With other  
19 U.S. Treasury 322,848 413,179 351,004 349,160 360,949 363,796 336,120 334,133 282,380 337,832 313,783 320,178
20 Federal agency and government-sponsored enterprises 72,350 82,999 81,380 80,400 88,504 74,858 82,842 77,685 77,439 80,332 80,373 81,000
21 Mortgage-backed 215,621 245,817 246,201 243,277 397,020 158,983 150,589 330,610 341,094 140,741 197,085 172,625
22 Corporate 254,455 252,861 247,296 250,388 251,783 249,333 244,526 233,275 237,304 230,559 227,267 224,481

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 | January 2008 | Tips for printing wide tables | Symbols and Abbreviations

Accessibility | Contact us
Last update: February 11, 2008