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Statistical Supplement | December 2008

Statistical Supplement to the Federal Reserve Bulletin, December 2008
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2008 2008, week ending
June July Aug July 30 Aug 6 Aug 13 Aug 20 Aug 27 Sept 3 Sept 10 Sept 17 Sept 24
  By type of security  
1 U.S. Treasury bills 61,827 65,406 66,098 63,849 61,090 58,155 69,550 73,358 69,188 66,199 113,615 149,069
  Treasury coupon securities by maturity  
2 Three years or less 227,557 185,916 137,407 180,937 136,218 128,931 119,613 145,722 184,672 197,721 258,272 259,145
3 More than three but less than or equal to six years 160,239 150,371 129,538 156,891 132,615 125,935 115,755 120,547 189,330 209,695 211,518 169,862
4 More than six but less than or equal to eleven years 106,303 101,767 88,665 85,834 111,065 99,684 69,623 76,710 93,815 136,253 170,762 134,116
5 More than eleven 29,340 23,323 24,810 21,355 27,442 34,426 21,536 17,423 22,163 30,526 45,179 42,872
6 Inflation-protected2 7,464 9,354 6,958 7,591 7,584 6,513 7,541 6,000 7,752 7,549 12,644 10,993
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 88,570 86,911 78,465 81,732 84,154 79,593 78,905 73,614 75,293 78,609 96,766 127,863
  Coupon securities by maturity  
8 Three years or less 11,966 9,542 8,090 7,970 8,046 10,418 8,767 5,764 6,482 11,193 10,397 14,960
9 More than three years but less than or equal to six years 3,998 3,543 4,359 3,189 6,063 2,945 4,657 4,991 2,158 2,947 6,368 3,281
10 More than six years but less than or equal to eleven years 2,493 2,653 1,491 1,856 1,557 1,457 1,288 1,761 1,281 2,139 2,788 3,679
11 More than eleven years 407 447 423 586 453 324 374 584 326 508 1,590 2,562
 
12 Mortgage-backed 307,425 313,398 261,225 228,232 291,904 408,136 174,321 161,211 299,881 664,535 327,153 246,606
 
  Corporate securities  
13 One year or less 169,488 160,939 150,365 145,744 150,084 151,429 144,284 154,680 152,683 158,050 136,190 196,290
14 More than one year 15,550 10,989 9,536 12,192 10,531 10,719 10,575 6,479 9,634 10,013 9,393 14,496
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 255,267 228,546 191,296 218,873 196,816 193,047 172,234 185,746 237,412 273,993 331,653 297,433
16 Federal agency and government-sponsored enterprises 7,465 7,131 5,522 5,974 6,147 7,300 5,340 4,169 3,661 6,652 6,093 4,692
17 Mortgage-backed 79,189 93,820 68,778 78,113 62,373 121,837 46,181 41,102 74,628 152,476 74,346 50,649
18 Corporate 556 447 428 475 660 402 349 415 261 690 283 465
  With other  
19 U.S. Treasury 337,463 307,592 262,180 297,584 279,198 260,597 231,385 254,013 329,508 373,950 480,337 468,624
20 Federal agency and government-sponsored enterprises 99,969 95,966 87,305 89,358 94,125 87,435 88,650 82,546 81,880 88,746 111,816 147,652
21 Mortgage-backed 228,236 219,579 192,446 150,119 229,531 286,299 128,140 120,109 225,253 512,059 252,807 195,957
22 Corporate 184,481 171,480 159,473 157,460 159,955 161,746 154,510 160,744 162,056 167,373 145,299 210,321

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: January 9, 2009