The Federal Reserve Board eagle logo links to home page

Statistical Supplement | May 2008

Statistical Supplement to the Federal Reserve Bulletin, May 2008
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2007 2008 2008, week ending
Nov Dec Jan Jan 2 Jan 9 Jan 16 Jan 23 Jan 30 Feb 6 Feb 13 Feb 20 Feb 27
  By type of security  
1 U.S. Treasury bills 55,101 55,350 48,152 53,322 50,024 44,111 47,869 48,279 49,431 57,674 70,802 64,757
  Treasury coupon securities by maturity  
2 Three years or less 244,134 166,632 215,659 109,977 211,093 214,169 227,583 249,278 229,586 166,199 195,214 265,088
3 More than three but less than or equal to six years 175,646 126,737 176,236 103,726 165,513 172,266 180,186 214,177 185,256 162,886 201,180 195,622
4 More than six but less than or equal to eleven years 149,452 110,834 144,633 62,128 128,873 144,963 167,502 169,765 146,792 149,210 182,711 146,957
5 More than eleven 29,682 25,290 34,515 17,159 33,305 30,294 38,168 42,773 36,822 39,711 32,510 33,409
6 Inflation-protected2 8,024 6,745 10,202 3,646 8,882 13,109 9,075 12,162 11,206 7,530 9,306 9,431
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 80,131 87,897 96,980 92,484 87,362 93,702 105,900 102,523 98,139 88,881 93,609 96,049
  Coupon securities by maturity  
8 Three years or less 11,125 7,018 13,090 4,372 15,135 12,779 14,736 12,277 17,693 11,510 11,393 15,436
9 More than three years but less than or equal to six years 4,551 4,455 7,697 3,136 8,431 11,972 4,698 7,776 6,363 5,357 4,966 6,416
10 More than six years but less than or equal to eleven years 4,487 3,927 4,544 3,152 3,966 4,691 4,361 5,948 3,368 3,470 4,730 3,857
11 More than eleven years 506 756 1,330 250 1,364 1,376 1,346 1,656 1,376 1,940 1,496 991
 
12 Mortgage-backed 352,854 292,683 417,242 159,144 666,853 412,151 279,008 400,640 485,012 406,889 384,913 367,352
 
  Corporate securities  
13 One year or less 207,766 192,278 196,649 166,205 193,490 191,359 192,933 217,882 212,188 192,889 208,463 212,044
14 More than one year 17,330 14,667 19,785 5,975 16,737 23,320 18,576 26,406 17,899 16,728 13,598 17,284
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 275,423 201,045 261,001 147,738 246,831 256,238 275,076 309,499 269,328 238,906 281,330 288,574
16 Federal agency and government-sponsored enterprises 7,053 5,886 7,415 5,149 7,865 7,747 6,812 8,336 6,448 6,290 6,163 8,578
17 Mortgage-backed 94,230 88,275 114,844 33,923 163,182 140,439 72,421 111,361 136,554 118,999 127,746 105,871
18 Corporate 470 340 579 198 434 832 485 710 624 490 359 596
  With other  
19 U.S. Treasury 386,616 290,543 368,395 202,220 350,859 362,674 395,307 426,935 389,766 344,304 410,392 426,691
20 Federal agency and government-sponsored enterprises 93,747 98,167 116,225 98,244 108,393 116,773 124,229 121,844 120,491 104,868 110,032 114,170
21 Mortgage-backed 258,624 204,408 302,398 125,222 503,671 271,712 206,587 289,279 348,458 287,890 257,168 261,481
22 Corporate 224,626 206,605 215,854 171,982 209,793 213,846 211,024 243,578 229,464 209,127 221,702 228,733

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

Accessibility | Contact us
Last update: July 2, 2008