The Federal Reserve Board eagle logo links to home page

Statistical Supplement | June 2008

Statistical Supplement to the Federal Reserve Bulletin, June 2008
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2007 2008 2008, week ending
Dec Jan Feb Jan 30 Feb 6 Feb 13 Feb 20 Feb 27 Mar 5 Mar 12 Mar 19 Mar 26
  By type of security  
1 U.S. Treasury bills 55,350 48,152 62,803 48,279 49,431 57,674 70,802 64,757 77,487 72,076 98,865 95,453
  Treasury coupon securities by maturity  
2 Three years or less 166,632 215,659 219,804 249,278 229,586 166,199 195,214 265,088 282,513 265,196 267,600 226,927
3 More than three but less than or equal to six years 126,737 176,236 192,218 214,177 185,256 162,886 201,180 195,622 248,557 220,695 218,194 152,714
4 More than six but less than or equal to eleven years 110,834 144,633 158,086 169,765 146,792 149,210 182,711 146,957 169,122 158,671 169,571 112,155
5 More than eleven 25,290 34,515 35,957 42,773 36,822 39,711 32,510 33,409 39,827 33,998 40,845 30,539
6 Inflation-protected2 6,745 10,202 9,418 12,162 11,206 7,530 9,306 9,431 10,807 9,629 12,698 10,821
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 87,897 96,980 94,129 102,523 98,139 88,881 93,609 96,049 95,732 82,177 99,526 105,354
  Coupon securities by maturity  
8 Three years or less 7,018 13,090 14,242 12,277 17,693 11,510 11,393 15,436 18,304 14,034 16,761 10,687
9 More than three years but less than or equal to six years 4,455 7,697 5,987 7,776 6,363 5,357 4,966 6,416 8,293 7,417 6,014 4,208
10 More than six years but less than or equal to eleven years 3,927 4,544 3,968 5,948 3,368 3,470 4,730 3,857 4,787 4,321 4,612 4,344
11 More than eleven years 756 1,330 1,458 1,656 1,376 1,940 1,496 991 1,491 1,452 867 896
 
12 Mortgage-backed 292,683 417,242 419,968 400,640 485,012 406,889 384,913 367,352 541,752 535,934 344,408 295,747
 
  Corporate securities  
13 One year or less 192,278 196,649 205,461 217,882 212,188 192,889 208,463 212,044 199,474 205,451 229,898 201,337
14 More than one year 14,667 19,785 16,544 26,406 17,899 16,728 13,598 17,284 18,894 15,417 16,744 16,286
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 201,045 261,001 276,011 309,499 269,328 238,906 281,330 288,574 337,431 302,543 311,271 261,658
16 Federal agency and government-sponsored enterprises 5,886 7,415 7,080 8,336 6,448 6,290 6,163 8,578 8,863 8,986 8,762 8,044
17 Mortgage-backed 88,275 114,844 124,822 111,361 136,554 118,999 127,746 105,871 155,980 134,123 108,286 104,212
18 Corporate 340 579 516 710 624 490 359 596 554 541 475 423
  With other  
19 U.S. Treasury 290,543 368,395 402,274 426,935 389,766 344,304 410,392 426,691 490,882 457,722 496,503 366,952
20 Federal agency and government-sponsored enterprises 98,167 116,225 112,705 121,844 120,491 104,868 110,032 114,170 119,744 100,414 119,019 117,446
21 Mortgage-backed 204,408 302,398 295,146 289,279 348,458 287,890 257,168 261,481 385,772 401,811 236,122 191,534
22 Corporate 206,605 215,854 221,490 243,578 229,464 209,127 221,702 228,733 217,814 220,326 246,167 217,199

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

Accessibility | Contact us
Last update: July 31, 2008