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Statistical Supplement | November 2006

Statistical Supplement to the Federal Reserve Bulletin, November 2006
1.17  Federal Reserve Open Market Transactions1
Millions of dollars
Type of transaction and maturity 2003 2004 2005 2006
Jan Feb Mar Apr May June July
U.S. Treasury Securities2  
  Outright transactions  
  Treasury bills  
1 Gross purchases 18,150 18,138 8,300 1,563 1,308 1,228 0 0 0 1,649
2 Gross sales 0 0 0 0 0 0 0 0 0 0
3 Exchanges 738,886 821,685 871,661 67,302 68,077 79,509 64,886 75,196 95,728 70,972
4 For new bills 738,886 821,685 871,661 67,302 68,077 79,509 64,886 75,196 95,728 70,972
5 Redemptions 0 0 0 0 0 0 0 0 0 0
  Others within one year  
6 Gross purchases 6,565 7,994 2,894 0 1,200 0 0 1,375 0 0
7 Gross sales 0 0 0 0 0 0 0 0 0 0
8 Maturity shifts 96,433 103,380 109,557 13,599 11,858 8,000 0 24,441 6,667 6,614
9 Exchanges -103,153 -118,373 -108,098 -13,594 -10,989 -8,334 -834 -15,746 -7,997 -10,078
10 Redemptions 0 0 2,795 1,321 0 0 0 1,217 0 3,931
  One to five years  
11 Gross purchases 7,814 17,249 11,309 2,809 2,498 2,136 1,096 2,317 2,650 549
12 Gross sales 0 0 0 0 0 0 0 0 0 0
13 Maturity shifts -76,364 -84,844 -91,121 -13,599 -4,775 -4,500 0 -21,298 -3,167 -3,784
14 Exchanges 97,256 110,819 97,723 11,830 9,306 8,334 834 13,452 7,997 7,254
  Five to ten years  
15 Gross purchases 4,107 5,763 3,626 1,505 25 174 0 101 1,080 0
16 Gross sales 0 0 0 0 0 0 0 0 0 0
17 Maturity shifts -11,131 -8,012 -7,041 0 -5,205 -3,500 0 949 -3,500 -2,830
18 Exchanges 5,897 7,554 7,375 0 841 0 0 2,294 0 1,588
  More than ten years  
19 Gross purchases 220 1,364 2,007 205 924 90 0 0 0 0
20 Gross sales 0 0 0 0 0 0 0 0 0 0
21 Maturity shifts -8,938 -10,524 -11,395 0 -1,878 0 0 -4,092 0 0
22 Exchanges 0 0 3,000 1,765 841 0 0 0 0 1,235
  All maturities  
23 Gross purchases 36,856 50,507 28,136 6,082 5,955 3,628 1,096 3,793 3,730 2,198
24 Gross sales 0 0 0 0 0 0 0 0 0 0
25 Redemptions 0 0 2,795 1,321 0 0 0 1,217 0 3,931
 
26 Net change in U.S. Treasury securities 36,856 50,507 25,341 4,761 5,955 3,628 1,096 2,576 3,730 -1,733
 
Federal Agency Obligations  
  Outright transactions  
27 Gross purchases 0 0 0 0 0 0 0 0 0 0
28 Gross sales 0 0 0 0 0 0 0 0 0 0
29 Redemptions 10 0 0 0 0 0 0 0 0 0
 
30 Net change in federal agency obligations -10 0 0 0 0 0 0 0 0 0
 
Temporary Transactions  
  Repurchase agreements3  
31 Gross purchases 1,522,888 1,876,900 2,097,050 185,750 157,000 204,250 163,750 200,750 182,000 177,000
32 Gross sales 1,518,638 1,887,650 2,083,300 206,750 151,250 209,000 166,250 194,250 181,500 178,000
 
  Matched sale-purchase agreements  
33 Gross purchases 0 0 0 0 0 0 0 0 0 0
34 Gross sales 0 0 0 0 0 0 0 0 0 0
 
  Reverse repurchase agreements4  
35 Gross purchases 4,942,131 5,621,153 6,421,223 504,837 445,563 558,568 488,091 531,844 567,926 584,190
36 Gross sales 4,946,691 5,626,285 6,420,945 498,351 446,346 560,306 485,659 532,338 572,488 584,959
 
37 Net change in temporary transactions -310 -15,882 14,028 -14,514 4,967 -6,488 -68 6,006 -4,061 -1,769
 
38 Total net change in System Open Market Account 36,536 34,626 39,369 -9,752 10,922 -2,860 1,028 8,582 -331 -3,502

1. Sales, redemptions, and negative figures reduce holdings of the System Open Market Account; all other figures increase such holdings.   Return to table

2. Transactions exclude changes in compensation for the effects of inflation on the principal of inflation-indexed securities. Transactions include the rollover of inflation compensation into new securities.   Return to table

3. Cash value of agreements, which are collateralized by U.S. government and federal agency obligations.   Return to table

4. Cash value of agreements, which are collateralized by U.S. Treasury securities.   Return to table

Statistical Supplement | November 2006 | Tips for printing wide tables | Symbols and Abbreviations

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Last update: November 29, 2006