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Statistical Supplement | February 2008

Statistical Supplement to the Federal Reserve Bulletin, February 2008
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2007 2007, week ending
Aug Sept Oct Oct 3 Oct 10 Oct 17 Oct 24 Oct 31 Nov 7 Nov 14 Nov 21 Nov 28
  By type of security  
1 U.S. Treasury bills 59,447 42,905 37,706r 36,973 38,600 36,417 31,639 44,881 48,309 58,339 52,974 54,405
  Treasury coupon securities by maturity  
2 Three years or less 288,853 226,050 209,220 222,327 184,078 217,857 216,894 210,186 256,669 235,176 273,593 215,530
3 More than three but less than or equal to six years 175,616 154,632 146,804 155,297 124,488 151,399 151,381 154,850 160,105 175,667 167,626 180,734
4 More than six but less than or equal to eleven years 146,352 123,835 104,846 102,319 92,350 111,291 119,879 97,378 155,214 151,438 137,429 153,158
5 More than eleven 37,902 37,984 25,569 32,774 22,037 28,877 23,690 23,347 24,666 28,306 26,710 35,792
6 Inflation-protected2 7,049 7,876 7,770 8,382 5,188 7,927 7,904 9,696 8,748 7,228 9,178 6,209
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 71,460 70,360 69,338 67,178 68,563 69,584 71,674 68,828 67,089 75,587 89,108 87,295
  Coupon securities by maturity  
8 Three years or less 9,794 9,320 7,411 6,972 6,137 6,271 6,185 11,313 10,868 12,636 12,599 8,984
9 More than three years but less than or equal to six years 3,927 5,136 4,258 4,790 3,458 6,327 3,254 3,676 4,220 4,288 5,277 3,254
10 More than six years but less than or equal to eleven years 3,834 2,779 4,059 3,982 3,103 5,040 5,180 2,961 3,510 5,617 4,698 4,154
11 More than eleven years 574 597 420 633 616 266 401 268 470 442 604 459
 
12 Mortgage-backed 335,159 349,639 321,370 428,403 473,250 215,583 285,758 246,668 522,079 340,069 247,890 244,610
 
  Corporate securities  
13 One year or less 228,568 225,308 207,579 210,971 211,035 206,421 206,909 203,914 212,684 215,442 228,433 178,880
14 More than one year 24,915 22,595 23,424 22,853 26,984 25,038 20,935 21,080 16,695 17,412 15,326 18,156
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 302,040 242,279 215,744 223,939 184,361 215,936 237,605 220,159 271,032 267,866 276,149 274,562
16 Federal agency and government-sponsored enterprises 6,590 6,812 5,974 5,869 4,438 7,156 6,321 6,046 6,825 7,472 7,852 5,865
17 Mortgage-backed 89,342 103,439 93,128 97,793 132,156 74,842 88,673 74,043 130,637 99,258 73,977 64,075
18 Corporate 622 607 659 548 715 900 576 513 488 548 359 508
  With other  
19 U.S. Treasury 413,179 351,004 316,170r 334,133 282,380 337,832 313,783 320,178 382,678 388,288 391,362 371,265
20 Federal agency and government-sponsored enterprises 82,999 81,380 79,512 77,685 77,439 80,332 80,373 81,000 79,331 91,098 104,434 98,282
21 Mortgage-backed 245,817 246,201 228,242 330,610 341,094 140,741 197,085 172,625 391,441 240,811 173,913 180,535
22 Corporate 252,861 247,296 230,343 233,275 237,304 230,559 227,267 224,481 228,891 232,306 243,400 196,528

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

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Last update: March 13, 2008