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Statistical Supplement | July 2008

Statistical Supplement to the Federal Reserve Bulletin, July 2008
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2008 2008, week ending
Jan Feb Mar Mar 5 Mar 12 Mar 19 Mar 26 Apr 2 Apr 9 Apr 16 Apr 23 Apr 30
  By type of security  
1 U.S. Treasury bills 48,152 62,803 84,792 77,487 72,076 98,865 95,453 72,068 57,578 65,018 54,464 48,071
  Treasury coupon securities by maturity  
2 Three years or less 215,659 219,804 254,861 282,513 265,196 267,600 226,927 235,310 181,549 156,392 194,295 179,411
3 More than three but less than or equal to six years 176,236 192,218 203,051 248,557 220,695 218,194 152,714 186,795 164,474 146,599 151,660 163,860
4 More than six but less than or equal to eleven years 144,633 158,086 145,925 169,122 158,671 169,571 112,155 118,358 96,048 110,330 109,723 95,115
5 More than eleven 34,515 35,957 35,694 39,827 33,998 40,845 30,539 34,397 25,204 25,994 21,497 22,544
6 Inflation-protected2 10,202 9,418 10,712 10,807 9,629 12,698 10,821 8,927 6,390 10,913 7,695 8,408
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 96,977r 94,128r 96,944r 95,732 82,176r 99,526 105,349 104,457 101,744 93,194 99,355 98,693
  Coupon securities by maturity  
8 Three years or less 13,090 14,242 14,020 18,304 14,034 16,761 10,687 10,697 15,085 16,460 14,087 9,681
9 More than three years but less than or equal to six years 7,697 5,987 6,026 8,293 7,417 6,014 4,208 4,488 5,471 5,655 5,892 4,102
10 More than six years but less than or equal to eleven years 4,545r 3,970r 4,302 4,788r 4,321 4,612 4,347 3,196 2,193 3,813 2,226 3,075
11 More than eleven years 1,331r 1,458 1,057r 1,490r 1,452 867 898 545 408 584 285 580
 
12 Mortgage-backed 417,242 419,968 401,337 541,752 535,934 344,408 295,747 307,458 545,031 245,562 213,055 222,465
 
  Corporate securities  
13 One year or less 196,649 205,461 206,214 199,474 205,451 229,898 201,337 182,884 178,891 177,055 181,993 174,041
14 More than one year 19,785 16,544 16,924 18,894 15,417 16,744 16,286 18,830 17,290 21,537 21,071 22,814
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 261,001 276,011 295,203 337,431 302,543 311,271 261,658 269,870 224,696 216,362 221,709 216,500
16 Federal agency and government-sponsored enterprises 7,415 7,080 8,600 8,863 8,986 8,762 8,044 8,348 8,464 8,790 7,968 6,439
17 Mortgage-backed 114,844 124,822 117,982 155,980 134,123 108,286 104,212 92,195 153,978 80,184 67,630 71,509
18 Corporate 579 516 516 554 541 475 423 662 432 542 541 633
  With other  
19 U.S. Treasury 368,395 402,274 439,833 490,882 457,722 496,503 366,952 385,986 306,546 298,885 317,626 300,909
20 Federal agency and government-sponsored enterprises 116,225 112,705 113,749 119,744 100,414 119,019 117,446 115,035 116,437 110,916 113,878 109,693
21 Mortgage-backed 302,398 295,146 283,354 385,772 401,811 236,122 191,534 215,263 391,053 165,378 145,425 150,955
22 Corporate 215,854 221,490 222,622 217,814 220,326 246,167 217,199 201,052 195,749 198,050 202,523 196,222

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: August 14, 2008