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Statistical Supplement | November 2008

Statistical Supplement to the Federal Reserve Bulletin, November 2008
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2008 2008, week ending
May June July July 2 July 9 July 16 July 23 July 30 Aug 6 Aug 13 Aug 20 Aug 27
  By type of security  
1 U.S. Treasury bills 53,197 61,827 65,406 69,044 61,352 72,854 62,979 63,849 61,090 58,155 69,550 73,358
  Treasury coupon securities by maturity  
2 Three years or less 190,183 227,557 185,916 200,729 192,368 185,748 188,626 180,937 136,218 128,931 119,613 145,722
3 More than three but less than or equal to six years 146,319 160,239 150,371 180,722 146,954 151,740 137,309 156,891 132,615 125,935 115,755 120,547
4 More than six but less than or equal to eleven years 117,852 106,303 101,767 107,728 101,123 118,016 97,853 85,834 111,065 99,684 69,623 76,710
5 More than eleven 27,944 29,340 23,323 29,447 24,506 23,582 20,576 21,355 27,442 34,426 21,536 17,423
6 Inflation-protected2 7,007 7,464 9,354 8,655 8,634 11,365 10,461 7,591 7,584 6,513 7,541 6,000
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 89,442 88,570 86,911 99,003 89,286 89,400 82,941 81,732 84,154 79,593 78,905 73,614
  Coupon securities by maturity  
8 Three years or less 9,880 11,966 9,542 12,027 9,447 9,035 11,023 7,970 8,046 10,418 8,767 5,764
9 More than three years but less than or equal to six years 4,707 3,998 3,543 2,054 2,634 4,607 3,835 3,189 6,063 2,945 4,657 4,991
10 More than six years but less than or equal to eleven years 2,310 2,493 2,653 3,219 2,304 4,588 1,858 1,856 1,557 1,457 1,288 1,761
11 More than eleven years 483 407 447 294 186 562 516 586 453 324 374 584
 
12 Mortgage-backed 318,447 307,425 313,398 329,879 530,212 268,715 224,140 228,232 291,904 408,136 174,321 161,211
 
  Corporate securities  
13 One year or less 166,333 169,488 160,939 173,188 173,337 168,795 153,151 145,744 150,084 151,429 144,284 154,680
14 More than one year 21,558 15,550 10,989 10,878 8,010 10,601 13,288 12,192 10,531 10,719 10,575 6,479
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 224,346 255,267 228,546 250,845 227,505 242,077 223,157 218,873 196,816 193,047 172,234 185,746
16 Federal agency and government-sponsored enterprises 7,553 7,465 7,131 7,072 7,756 7,373 7,641 5,974 6,147 7,300 5,340 4,169
17 Mortgage-backed 91,287 79,189 93,820 93,315 153,467 91,833 58,357 78,113 62,373 121,837 46,181 41,102
18 Corporate 661 556 447 481 396 428 435 475 660 402 349 415
  With other  
19 U.S. Treasury 318,155 337,463 307,592 345,481 307,431 321,228 294,648 297,584 279,198 260,597 231,385 254,013
20 Federal agency and government-sponsored enterprises 99,268 99,969 95,966 109,526 96,100 100,821 92,531 89,358 94,125 87,435 88,650 82,546
21 Mortgage-backed 227,160 228,236 219,579 236,565 376,745 176,882 165,783 150,119 229,531 286,299 128,140 120,109
22 Corporate 187,230 184,481 171,480 183,584 180,952 178,969 166,003 157,460 159,955 161,746 154,510 160,744

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: November 26, 2008