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Statistical Supplement | April 2008

Statistical Supplement to the Federal Reserve Bulletin, April 2008
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2007 2007, week ending 2008, week ending
Oct Nov Dec Dec 5 Dec 12 Dec 19 Dec 26 Jan 2 Jan 9 Jan 16 Jan 23 Jan 30
  By type of security  
1 U.S. Treasury bills 37,706 55,101 55,350 71,042 57,002 56,595 44,253 53,322 50,024 44,111 47,869 48,279
  Treasury coupon securities by maturity  
2 Three years or less 209,220 244,134 166,632 233,054 228,468 144,081 121,485 109,977 211,093 214,169 227,583 249,278
3 More than three but less than or equal to six years 146,804 175,646 126,737 221,776 160,736 114,278 61,982 103,726 165,513 172,266 180,186 214,177
4 More than six but less than or equal to eleven years 104,846 149,452 110,834 150,869 144,925 126,158 66,623 62,128 128,873 144,963 167,502 169,765
5 More than eleven 25,569 29,682 25,290 37,820 28,401 28,685 16,146 17,159 33,305 30,294 38,168 42,773
6 Inflation-protected2 7,770 8,024 6,745 9,861 8,615 8,738 2,873 3,646 8,882 13,109 9,075 12,162
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 69,338 80,131 87,897 83,740 81,226 93,455 88,750 92,484 87,362 93,702 105,900 102,523
  Coupon securities by maturity  
8 Three years or less 7,411 11,125 7,018 9,652 7,138 10,138 3,786 4,372 15,135 12,779 14,736 12,277
9 More than three years but less than or equal to six years 4,258 4,551 4,455 7,466 4,879 5,218 2,254 3,136 8,431 11,972 4,698 7,776
10 More than six years but less than or equal to eleven years 4,059 4,487 3,927 4,411 5,843 4,378 1,734 3,152 3,966 4,691 4,361 5,948
11 More than eleven years 420 506 756 630 1,271 759 616 250 1,364 1,376 1,346 1,656
 
12 Mortgage-backed 321,370 352,854 292,683 494,775 473,396 244,410 119,110 159,144 666,853 412,151 279,008 400,640
 
  Corporate securities  
13 One year or less 207,579 207,766 192,278 196,833 215,993 210,900 162,852 166,205 193,490 191,359 192,933 217,882
14 More than one year 23,424 17,330 14,667 21,659 19,420 16,958 8,644 5,975 16,737 23,320 18,576 26,406
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 215,744 275,423 201,045 305,632 255,882 194,510 121,976 147,738 246,831 256,238 275,076 309,499
16 Federal agency and government-sponsored enterprises 5,974 7,053 5,886 7,548 6,810 6,551 3,742 5,149 7,865 7,747 6,812 8,336
17 Mortgage-backed 93,128 94,230 88,275 116,662 154,976 93,227 32,201 33,923 163,182 140,439 72,421 111,361
18 Corporate 659 470 340 416 524 370 165 198 434 832 485 710
  With other  
19 U.S. Treasury 316,170 386,616 290,543 418,791 372,264 284,025 191,386 202,220 350,859 362,674 395,307 426,935
20 Federal agency and government-sponsored enterprises 79,512 93,747 98,167 98,352 93,548 107,397 93,399 98,244 108,393 116,773 124,229 121,844
21 Mortgage-backed 228,242 258,624 204,408 378,113 318,420 151,183 86,909 125,222 503,671 271,712 206,587 289,279
22 Corporate 230,343 224,626 206,605 218,075 234,890 227,488 171,330 171,982 209,793 213,846 211,024 243,578

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

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Last update: June 2, 2008