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Statistical Supplement | August 2008

Statistical Supplement to the Federal Reserve Bulletin, August 2008
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2008 2008, week ending
Feb Mar Apr Apr 2 Apr 9 Apr 16 Apr 23 Apr 30 May 7 May 14 May 21 May 28
  By type of security  
1 U.S. Treasury bills 62,803 84,792 57,718 72,068 57,578 65,018 54,464 48,071 49,231 54,967 53,883 50,730
  Treasury coupon securities by maturity  
2 Three years or less 219,804 254,861 183,130 235,310 181,549 156,392 194,295 179,411 179,591 172,508 156,816 207,690
3 More than three but less than or equal to six years 192,218 203,051 159,389 186,795 164,474 146,599 151,660 163,860 144,208 139,785 146,468 133,705
4 More than six but less than or equal to eleven years 158,086 145,925 104,218 118,358 96,048 110,330 109,723 95,115 121,093 130,957 116,176 99,802
5 More than eleven 35,957 35,694 24,772 34,397 25,204 25,994 21,497 22,544 35,124 26,724 26,529 21,062
6 Inflation-protected2 9,418 10,712 8,404 8,927 6,390 10,913 7,695 8,408 6,793 8,372 5,412 6,638
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 94,128 96,944 98,811 104,457 101,744 93,194 99,355 98,693 87,051 91,833 89,333 89,360
  Coupon securities by maturity  
8 Three years or less 14,242 14,020 13,544 10,697 15,085 16,460 14,087 9,681 7,397 9,645 13,564 7,795
9 More than three years but less than or equal to six years 5,987 6,026 5,208 4,488 5,471 5,655 5,892 4,102 3,715 3,642 4,889 5,922
10 More than six years but less than or equal to eleven years 3,970 4,302 2,860 3,196 2,193 3,813 2,226 3,075 2,072 3,225 1,716 2,075
11 More than eleven years 1,458 1,057 472 545 408 584 285 580 285 672 313 613
 
12 Mortgage-backed 419,968 401,337 306,613 307,458 545,031 245,562 213,055 222,465 483,855 344,319 233,231 202,175
 
  Corporate securities  
13 One year or less 205,461 206,214 178,439 182,884 178,891 177,055 181,993 174,041 186,891 159,980 164,778 157,150
14 More than one year 16,544 16,924 20,510 18,830 17,290 21,537 21,071 22,814 24,242 25,106 23,370 14,930
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 276,011 295,203 224,367 269,870 224,696 216,362 221,709 216,500 228,162 223,472 205,660 211,644
16 Federal agency and government-sponsored enterprises 7,080 8,600 7,955 8,348 8,464 8,790 7,968 6,439 8,982 7,595 7,047 5,918
17 Mortgage-backed 124,822 117,982 93,223 92,195 153,978 80,184 67,630 71,509 133,306 93,863 83,056 59,749
18 Corporate 516 516 548 662 432 542 541 633 731 641 686 594
  With other  
19 U.S. Treasury 402,274 439,833 313,264 385,986 306,546 298,885 317,626 300,909 307,878 309,840 299,624 307,982
20 Federal agency and government-sponsored enterprises 112,705 113,749 112,940 115,035 116,437 110,916 113,878 109,693 91,537 101,422 102,769 99,846
21 Mortgage-backed 295,146 283,354 213,390 215,263 391,053 165,378 145,425 150,955 350,550 250,456 150,174 142,426
22 Corporate 221,490 222,622 198,401 201,052 195,749 198,050 202,523 196,222 210,402 184,444 187,463 171,485

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 29, 2008