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Statistical Supplement | January 2004

Statistical Supplement to the Federal Reserve Bulletin, January 2004
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2003 2003, week ending
July Aug Sept Sept 3 Sept 10 Sept 17 Sept 24 Oct 1 Oct 8 Oct 15 Oct 22 Oct 29
  By type of security  
1 U.S. Treasury bills 38,948 39,860 39,066 53,104 41,609 34,290 32,770 42,706 48,858 36,715 38,934 38,365
  Treasury coupon securities by maturity  
2 Three years or less 143,806 140,206 151,962 122,982 147,173 142,976 162,411 170,612 137,979 104,392 146,067 168,050
3 More than three but less than or equal to six years 137,381 130,035 144,673 105,559 161,479 159,283 125,444 148,994 157,346 122,214 123,383 111,783
4 More than six but less than or equal to eleven years 131,663 124,686 114,133 80,634 113,108 116,465 125,122 115,515 118,437 84,822 100,526 90,886
5 More than eleven 31,296 28,018 25,285 20,878 26,733 23,054 23,571 30,612 24,289 18,462 24,198 23,832
6 Inflation-indexed2 6,157 3,269 3,047 2,507 2,930 3,054 2,919 3,616 3,663 6,416 4,303 6,459
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 52,616 56,242 55,157 52,731 54,862 55,197 51,199 61,638 50,881 51,613 49,654 48,066
  Coupon securities by maturity  
8 Three years or less 11,854 11,450 10,062 7,521 12,588 9,160 10,934 8,213 10,980 16,350 11,916 7,428
9 More than three years but less than or equal to six years 8,078 4,614 7,191 3,118 8,657 7,463 6,569 7,835 7,363 4,810 8,320 9,662
10 More than six years but less than or equal to eleven years 6,822 5,213 7,352 2,663 4,188 6,996 10,417 10,264 7,861 3,427 7,365 3,948
11 More than eleven years 1,048 808 909 546 653 927 1,057 1,202 679 464 947 484
 
12 Mortgage-backed 242,916 195,712 192,137 116,685 278,078 229,370 131,204 152,063 257,493 281,332 120,951 108,789
 
  Corporate securities  
13 One year or less 129,914 134,241 132,175 135,471 140,254 124,492 130,534 132,085 131,952 140,174 135,872 121,273
14 More than one year 20,616 15,874 22,692 12,296 20,419 24,220 27,170 23,222 19,965 17,326 22,092 21,605
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 222,140 211,840 227,643 177,908 234,443 225,718 228,500 245,344 237,881 173,279 204,771 201,754
16 Federal agency and government-sponsored enterprises 8,211 6,959 9,390 4,484 8,260 8,848 11,649 11,110 10,140 6,746 9,140 8,045
17 Mortgage-backed 64,153 51,205 52,082 36,569 64,171 60,806 38,334 51,009 64,918 67,994 41,102 35,806
18 Corporate 587 568 642 469 581 770 655 628 747 783 776 551
  With other  
19 U.S. Treasury 267,111 254,234 250,524 207,756 258,588 253,404 243,737 266,712 252,690 199,742 232,640 237,622
20 Federal agency and government-sponsored enterprises 72,207 71,367 71,282 62,096 72,689 70,896 68,526 78,042 67,623 69,917 69,061 61,543
21 Mortgage-backed 178,763 144,506 140,055 80,116 213,906 168,564 92,870 101,054 192,574 213,338 79,849 72,983
22 Corporate 149,944 149,546 154,225 147,298 160,092 147,942 157,050 154,679 151,170 156,717 157,189 142,328

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 | January 2004 | Tips for printing wide tables | Symbols and Abbreviations

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Last update: May 25, 2005