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Statistical Supplement | June 2007

Statistical Supplement to the Federal Reserve Bulletin, June 2007

1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2006 2007 2007, week ending
Dec Jan Feb Jan 31 Feb 7 Feb 14 Feb 21 Feb 28 Mar 7 Mar 14 Mar 21 Mar 28
  By type of security  
1 U.S. Treasury bills 52,237 39,170 48,534 43,177 42,389 44,043 53,153 54,552 52,792 51,614 46,584 52,407
  Treasury coupon securities by maturity  
2 Three years or less 177,154 182,883 202,307 223,281 188,909 178,725 164,059 277,536 316,779 240,041 167,553 238,227
3 More than three but less than or equal to six years 112,452 129,806 131,604 162,419 122,838 109,766 108,323 185,487 180,575 158,154 106,447 136,108
4 More than six but less than or equal to eleven years 108,638 112,308 140,676 131,678 138,829 140,817 122,318 160,741 147,614 136,525 94,654 115,817
5 More than eleven 25,140 24,403 29,141 26,318 22,251 34,020 25,328 34,964 34,109 38,038 22,265 34,127
6 Inflation-protected2 6,459 10,314 7,026 11,825 8,295 4,952 6,058 8,799 5,708 8,466 6,771 10,568
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 60,045 64,471 58,912 67,036 60,701 57,912 60,351 56,685 49,888 49,352 54,412 56,161
  Coupon securities by maturity  
8 Three years or less 9,478 9,649 10,274 9,762 7,839 15,420 7,486 10,350 13,273 9,732 9,097 8,013
9 More than three years but less than or equal to six years 3,361 2,840 3,846 3,040 2,933 4,997 2,757 4,696 12,842 8,444 2,657 4,278
10 More than six years but less than or equal to eleven years 3,254 4,912 2,971 4,060 2,694 3,701 1,993 3,496 6,129 7,327 2,811 4,387
11 More than eleven years 841 696 980 1,601 1,668 831 776 646 644 847 829 686
 
12 Mortgage-backed 267,620 303,748 292,927 286,378 433,309 310,337 172,298 255,765 453,438 382,840 217,759 184,950
 
  Corporate securities  
13 One year or less 194,711 191,082 200,554 189,041 197,851 190,998 209,629 203,737 201,357 196,068 206,072 203,127
14 More than one year 22,404 25,674 30,745 26,422 26,307 31,025 23,689 41,958 27,134 29,439 31,348 27,998
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 203,698 202,562 227,439 240,103 214,551 209,444 190,726 295,036 318,695 264,982 185,925 250,868
16 Federal agency and government-sponsored enterprises 5,743 6,178 5,621 7,452 6,239 6,699 4,204 5,343 11,482 9,878 4,817 5,175
17 Mortgage-backed 57,092 64,981 64,717 64,937 78,110 74,954 39,204 66,599 78,164 90,388 55,059 36,918
18 Corporate 408 790 722 1,158 759 838 545 746 975 911 579 506
  With other  
19 U.S. Treasury 278,381 296,322 331,849 358,594 308,960 302,878 288,513 427,043 418,881 367,856 258,349 336,387
20 Federal agency and government-sponsored enterprises 71,236 76,390 71,362 78,047 69,597 76,162 69,159 70,531 71,293 65,824 64,988 68,349
21 Mortgage-backed 210,528 238,767 228,211 221,441 355,199 235,384 133,094 189,166 375,274 292,451 162,699 148,032
22 Corporate 216,707 215,966 230,576 214,305 223,398 221,186 232,773 244,948 227,516 224,596 236,841 230,619

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 | June 2007 | Tips for printing wide tables | Symbols and Abbreviations


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Last update: July 6, 2007