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Statistical Supplement | September 2008

Statistical Supplement to the Federal Reserve Bulletin, September 2008
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2008 2008, week ending
Mar Apr May Apr 30 May 7 May 14 May 21 May 28 June 4 June 11 June 18 June 25
  By type of security  
1 U.S. Treasury bills 84,792 57,718 53,197 48,071 49,231 54,967 53,883 50,730 63,134 62,618 62,450 55,300
  Treasury coupon securities by maturity  
2 Three years or less 254,861 183,130 190,183 179,411 179,591 172,508 156,816 207,690 300,496 237,538 205,343 212,122
3 More than three but less than or equal to six years 203,051 159,389 146,319 163,860 144,208 139,785 146,468 133,705 199,093 177,969 142,041 125,103
4 More than six but less than or equal to eleven years 145,925 104,218 117,852 95,115 121,093 130,957 116,176 99,802 126,301 121,047 105,434 79,574
5 More than eleven 35,694 24,772 27,944 22,544 35,124 26,724 26,529 21,062 33,783 35,478 25,938 23,875
6 Inflation-protected2 10,712 8,404 7,007 8,408 6,793 8,372 5,412 6,638 9,044 7,508 8,680 4,543
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 96,944 98,811 89,442 98,693 87,051 91,833 89,333 89,360 89,914 83,562 80,966 94,116
  Coupon securities by maturity  
8 Three years or less 14,020 13,544 9,880 9,681 7,397 9,645 13,564 7,795 12,681 13,983 12,042 9,406
9 More than three years but less than or equal to six years 6,026 5,208 4,707 4,102 3,715 3,642 4,889 5,922 6,355 3,637 4,689 3,421
10 More than six years but less than or equal to eleven years 4,302 2,860 2,310 3,075 2,072 3,225 1,716 2,075 2,690 1,642 4,006 1,277
11 More than eleven years 1,057 472 483 580 285 672 313 613 608 396 384 388
 
12 Mortgage-backed 401,337 306,613 318,447 222,465 483,855 344,319 233,231 202,175 343,971 469,414 220,166 197,296
 
  Corporate securities  
13 One year or less 206,183r 178,305r 166,333r 174,041 186,891 159,500 164,778 157,150 158,868 165,391 170,629 176,597
14 More than one year 16,924 20,510 21,558 22,814 24,242 25,106 23,370 14,930 18,019 15,887 15,009 17,074
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 295,203 224,367 224,346 216,500 228,162 223,472 205,660 211,644 295,457 279,303 244,354 220,684
16 Federal agency and government-sponsored enterprises 8,600 7,955 7,553 6,439 8,982 7,595 7,047 5,918 9,231 7,352 7,189 7,031
17 Mortgage-backed 117,982 93,223 91,287 71,509 133,306 93,863 83,056 59,749 79,224 113,908 63,872 51,290
18 Corporate 516 548 661 633 731 641 686 594 644 590 423 648
  With other  
19 U.S. Treasury 439,833 313,264 318,155 300,909 307,878 309,840 299,624 307,982 436,395 362,856 305,531 279,832
20 Federal agency and government-sponsored enterprises 113,749 112,940 99,268 109,693 91,537 101,422 102,769 99,846 103,017 95,869 94,898 101,577
21 Mortgage-backed 283,354 213,390 227,160 150,955 350,550 250,456 150,174 142,426 264,747 355,506 156,294 146,006
22 Corporate 222,591r 198,267r 187,230r 196,222 210,402 183,964 187,463 171,485 176,244 180,687 185,215 193,023

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

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Last update: October 7, 2008