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Primary Dealers
The Federal Reserve Bank of New York trades U.S. government and select other securities with designated primary dealers, which include banks and securities broker-dealers. Weekly transaction, market share data and primary dealer lists are updated periodically. Much of the information is submitted voluntarily. The Bank expects primary dealers to submit accurate data, but the Bank itself does not audit the data.
 
Features

Daily Report of Specific Issues (Form FR 2004 SD) PDF
All Primary Dealers should submit a FR 2004SD report for their FNMA and FHLMC 30-year MBS TBA fails and total TBA transactions for as-of date Friday July 30, 2010 (close of business). Report these data using the attached Daily Report of Specific Issues (Form FR 2004 SD) and the Instructions for Preparing the FR 2004 Primary Government Securities Dealers Reports. Offsite

Report failed transactions and failed financing transactions that occurred on the as-of date only. Do not report security fails on a cumulative basis. However, do report cumulative TBA transactions. Dealers should report all TBA transactions for July settlement (not just TBA dollar rolls).

Reports must be received by the Government Securities Dealer Statistical Unit of the Federal Reserve Bank of New York by 4:00 P.M. (EST) on Monday August 9, 2010. FR 2004SD Reports may be faxed to (212) 720-5030 or delivered to the Bank at 33 Liberty Street, 4th floor.

Dealers will be notified of any additions or removal of securities to the FR 2004SD. If you need assistance in completing the schedule, please contact Justin McAvoy at (212) 720-7993 or your regular New York Fed analyst.
New York Fed publishes revised policy for administration of primary dealer relationships »
Administration of Relationships with Primary Dealers »
FAQS »

Weekly Release of Primary Dealer Transactions
Primary dealer transactions in U.S. government, federal agency, government sponsored enterprise, mortgage-backed, and corporate securities
Choose file type: PDF, EXCEL or txt
Updated each week with the previous week's transactions
Reporting Forms and Instructions
Approved Revisions to FR 2004 pdf
The Board of Governors has approved revisions to the FR 2004 Government Securities Dealer reports forms and instructions effective for the 3/3/2010 as of date. The final form and instructions can be found on the Board of Governors' website. offsite
FR 2004 Forms and Instructions
For primary dealers who provide information to the Federal Reserve Systems regarding their positions, transactions and financing

FR 2004SI
The weekly report of specific issues collects information on specific U.S. Treasury securities

FR 2004WI
The daily report of dealer positions in treasury financings collects data on the position of U.S. Treasury notes and bonds that the U.S. Treasury has offered for sale but has not yet issued (when-issued securities).
 
Tools
Primary Dealer Statistics Historical Search (January 1998 to present)

External links
Bureau of the Public Debt
SIFMA
Treasury Market Practices Group

Fed Education
Primary Dealers

Historical Data
Primary Dealer Statistics Search
Primary Dealer Statistics XML Time Series Data (July 2001 to present) XML
Settlement Fails Data

 
 
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