The Federal Reserve Board eagle logo links to home page

Statistical Supplement | June 2004

Statistical Supplement to the Federal Reserve Bulletin, June 2004
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2003 2004 2004, week ending
Dec Jan Feb Feb 4 Feb 11 Feb 18 Feb 25 Mar 3 Mar 10 Mar 17 Mar 24 Mar 31
  By type of security  
1 U.S. Treasury bills 45,512 39,597 42,541 36,707 40,426 44,050 41,364 56,500 38,765 48,890 42,404 49,994
  Treasury coupon securities by maturity  
2 Three years or less 130,936 166,458 178,535 204,662 201,492 131,044 174,956 185,879 174,237 149,347 131,519 157,839
3 More than three but less than or equal to six years 107,235 141,009 135,792 139,580 156,366 124,522 118,072 145,513 163,187 141,507 95,775 110,415
4 More than six but less than or equal to eleven years 74,910 107,705 103,032 100,555 102,853 124,064 89,586 98,748 126,227 120,876 87,438 102,673
5 More than eleven 19,046 24,134 22,806 21,538 27,689 20,459 20,895 21,971 29,780 27,533 19,515 25,802
6 Inflation-indexed2 2,502 6,813 5,172 6,609 5,675 3,742 4,503 6,294 4,645 5,456 3,945 5,001
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 50,790 53,660 51,909 53,166 49,156 57,540 50,149 50,047 41,726 50,047 50,168 51,168
  Coupon securities by maturity  
8 Three years or less 7,800 12,122 13,369 10,906 15,200 11,833 14,134 13,647 9,527 10,015 10,178 14,310
9 More than three years but less than or equal to six years 5,200 8,527 7,163 6,911 7,508 5,032 6,527 12,528 12,728 6,919 7,063 7,980
10 More than six years but less than or equal to eleven years 3,567 5,965 4,426 4,042 4,831 3,393 5,294 3,886 4,256 4,783 9,176 5,751
11 More than eleven years 696 831 643 640 713 441 445 1,374 1,389 1,055 605 908
 
12 Mortgage-backed 137,090 203,546 227,430 211,455 316,448 191,696 191,038 191,294 293,663 268,473 140,941 145,038
 
  Corporate securities  
13 One year or less 110,721 119,205 119,028 100,188 110,160 138,487 122,994 120,629 114,645 125,912 126,714 120,485
14 More than one year 16,772 24,908 21,872 21,185 20,617 23,625 22,521 20,914 19,701 22,737 24,539 25,837
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 180,172 225,938 227,094 239,693 248,598 210,315 210,962 228,327 239,254 229,999 173,138 199,829
16 Federal agency and government-sponsored enterprises 6,267 8,095 7,636 6,768 8,663 6,282 8,284 7,458 9,247 7,994 9,603 8,593
17 Mortgage-backed 36,874 61,185 60,504 71,082 72,967 51,536 49,529 58,853 74,909 77,643 40,572 38,822
18 Corporate 576 754 701 800 890 493 639 655 904 815 847 1,000
  With other  
19 U.S. Treasury 199,969 259,779 260,783 269,958 285,903 237,566 238,414 286,578 297,586 263,610 207,458 251,895
20 Federal agency and government-sponsored enterprises 61,786 73,008 69,874 68,897 68,745 71,956 68,265 74,024 60,379 64,826 67,587 71,524
21 Mortgage-backed 100,216 142,361 166,926 140,373 243,481 140,160 141,510 132,441 218,754 190,831 100,369 106,216
22 Corporate 126,917 143,359 140,199 120,574 129,886 161,619 144,875 140,888 133,442 147,834 150,406 145,322

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-indexed securities (TIIS) 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 | June 2004 | Tips for printing wide tables | Symbols and Abbreviations

Accessibility | Contact us
Last update: May 16, 2005