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Statistical Supplement | March 2004

Statistical Supplement to the Federal Reserve Bulletin, March 2004
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2003 2003, week ending
Sept Oct Nov Nov 5 Nov 12 Nov 19 Nov 26 Dec 3 Dec 10 Dec 17 Dec 24 Dec 31
  By type of security  
1 U.S. Treasury bills 39,066 40,651 40,704 36,986 41,788 41,115 37,073 63,621 44,883 41,964 40,426 43,511
  Treasury coupon securities by maturity  
2 Three years or less 151,962 143,099 152,884 149,763 164,756 163,683 131,222 169,068 150,947 135,325 131,613 70,988
3 More than three but less than or equal to six years 144,673 129,426 130,002 123,483 129,842 169,393 96,700 119,750 138,957 136,945 91,019 41,326
4 More than six but less than or equal to eleven years 114,133 99,758 101,743 95,315 86,937 140,229 81,015 91,469 89,558 91,773 64,187 36,505
5 More than eleven 25,285 23,128 22,049 21,376 24,050 25,439 17,418 22,263 22,890 21,586 16,516 11,817
6 Inflation-indexed2 3,047 4,905 4,003 3,255 5,454 3,717 3,552 4,134 3,106 2,959 1,554 1,136
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 55,157 51,032 52,996 55,809 54,379 52,648 50,521 53,138 51,715 54,433 44,522 51,153
  Coupon securities by maturity  
8 Three years or less 10,062 11,199 8,513 10,577 8,785 8,197 7,065 10,056 9,661 11,112 5,101 3,013
9 More than three years but less than or equal to six years 7,191 7,367 7,404 4,142 4,426 14,569 4,887 5,866 7,497 7,287 3,243 1,668
10 More than six years but less than or equal to eleven years 7,352 6,030 4,596 6,405 5,297 4,118 3,777 2,842 4,708 5,410 2,764 1,386
11 More than eleven years 909 659 562 441 336 647 716 638 822 629 1,087 176
 
12 Mortgage-backed 192,137 185,984 170,861 189,051 277,510 163,176 85,691 153,977 272,283 117,956 73,053 59,397
 
  Corporate securities  
13 One year or less 132,175 130,714 119,434 118,717 120,772 128,445 113,258 102,062 114,558 126,332 112,648 90,494
14 More than one year 22,692 20,626 20,408 21,466 18,244 23,414 19,001 17,892 23,797 22,224 13,074 4,960
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 227,643 207,492 212,698 202,171 208,039 254,149 177,236 232,961 220,901 204,327 154,612 91,424
16 Federal agency and government-sponsored enterprises 9,390 8,505 6,735 6,196 6,701 8,898 5,133 5,682 8,180 8,652 5,034 2,873
17 Mortgage-backed 52,082 51,983 45,384 55,756 61,257 48,343 25,030 37,749 71,692 33,552 21,467 16,107
18 Corporate 642 734 780 1,014 671 893 638 655 753 840 357 237
  With other  
19 U.S. Treasury 250,524 233,475 238,687 228,007 244,788 289,428 189,743 237,346 229,439 226,226 190,703 113,859
20 Federal agency and government-sponsored enterprises 71,282 67,782 67,336 71,180 66,522 71,281 61,833 66,856 66,223 70,220 51,683 54,523
21 Mortgage-backed 140,055 134,001 125,478 133,295 216,253 114,833 60,661 116,228 200,591 84,404 51,587 43,290
22 Corporate 154,225 150,605 139,062 139,169 138,346 150,965 131,621 119,300 137,603 147,716 125,365 95,216

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

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Last update: May 18, 2005