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Statistical Supplement | October 2008

Statistical Supplement to the Federal Reserve Bulletin, October 2008
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2008 2008, week ending
Apr May June June 4 June 11 June 18 June 25 July 2 July 9 July 16 July 23 July 30
  By type of security  
1 U.S. Treasury bills 57,718 53,197 61,827 63,134 62,618 62,450 55,300 69,044 61,352 72,854 62,979 63,849
  Treasury coupon securities by maturity  
2 Three years or less 183,130 190,183 227,557 300,496 237,538 205,343 212,122 200,729 192,368 185,748 188,626 180,937
3 More than three but less than or equal to six years 159,389 146,319 160,239 199,093 177,969 142,041 125,103 180,722 146,954 151,740 137,309 156,891
4 More than six but less than or equal to eleven years 104,218 117,852 106,303 126,301 121,047 105,434 79,574 107,728 101,123 118,016 97,853 85,834
5 More than eleven 24,772 27,944 29,340 33,783 35,478 25,938 23,875 29,447 24,506 23,582 20,576 21,355
6 Inflation-protected2 8,404 7,007 7,464 9,044 7,508 8,680 4,543 8,655 8,634 11,365 10,461 7,591
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 98,811 89,442 88,570 89,914 83,562 80,966 94,116 99,003 89,286 89,400 82,941 81,732
  Coupon securities by maturity  
8 Three years or less 13,544 9,880 11,966 12,681 13,983 12,042 9,406 12,027 9,447 9,035 11,023 7,970
9 More than three years but less than or equal to six years 5,208 4,707 3,998 6,355 3,637 4,689 3,421 2,054 2,634 4,607 3,835 3,189
10 More than six years but less than or equal to eleven years 2,860 2,310 2,493 2,690 1,642 4,006 1,277 3,219 2,304 4,588 1,858 1,856
11 More than eleven years 472 483 407 608 396 384 388 294 186 562 516 586
 
12 Mortgage-backed 306,613 318,447 307,425 343,971 469,414 220,166 197,296 329,879 530,212 268,715 224,140 228,232
 
  Corporate securities  
13 One year or less 178,305 166,333 169,488 158,868 165,391 170,629 176,597 173,188 173,337 168,795 153,151 145,744
14 More than one year 20,510 21,558 15,550 18,019 15,887 15,009 17,074 10,878 8,010 10,601 13,288 12,192
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 224,367 224,346 255,267 295,457 279,303 244,354 220,684 250,845 227,505 242,077 223,157 218,873
16 Federal agency and government-sponsored enterprises 7,955 7,553 7,465 9,231 7,352 7,189 7,031 7,072 7,756 7,373 7,641 5,974
17 Mortgage-backed 93,223 91,287 79,189 79,224 113,908 63,872 51,290 93,315 153,467 91,833 58,357 78,113
18 Corporate 548 661 556 644 590 423 648 481 396 428 435 475
  With other  
19 U.S. Treasury 313,264 318,155 337,463 436,395 362,856 305,531 279,832 345,481 307,431 321,228 294,648 297,584
20 Federal agency and government-sponsored enterprises 112,940 99,268 99,969 103,017 95,869 94,898 101,577 109,526 96,100 100,821 92,531 89,358
21 Mortgage-backed 213,390 227,160 228,236 264,747 355,506 156,294 146,006 236,565 376,745 176,882 165,783 150,119
22 Corporate 198,267 187,230 184,481 176,244 180,687 185,215 193,023 183,584 180,952 178,969 166,003 157,460

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: October 31, 2008