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Statistical Supplement | September 2004

Statistical Supplement to the Federal Reserve Bulletin, September 2004
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2004 2004, week ending
Mar Apr May May 5 May 12 May 19 May 26 June 2 June 9 June 16 June 23 June 30
  By type of security  
1 U.S. Treasury bills 46,512 51,750 46,528 52,523 48,028 42,453 39,199 62,294 60,008 57,922 44,327 51,853
  Treasury coupon securities by maturity  
2 Three years or less 157,493 192,267 194,486 224,831 222,942 167,342 167,287 213,689 154,422 192,539 151,442 185,801
3 More than three but less than or equal to six years 130,042 138,825 155,258 137,235 181,849 164,580 119,340 182,304 149,160 160,820 103,462 128,020
4 More than six but less than or equal to eleven years 107,927 111,502 128,000 120,279 143,902 155,993 98,410 103,818 99,589 115,471 79,337 88,056
5 More than eleven 25,177 25,497 27,107 25,337 33,094 29,190 22,040 22,250 24,161 22,770 20,227 23,927
6 Inflation-indexed2 4,962 5,059 4,140 4,797 4,619 3,834 3,791 3,595 2,772 3,422 2,333 2,939
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 48,508 53,212 55,322 54,238 57,351 54,350 54,194 57,122 45,303 58,448 56,648 60,290
  Coupon securities by maturity  
8 Three years or less 11,352 13,079 8,446 8,113 7,874 10,606 7,797 6,600 7,805 12,361 6,458 6,197
9 More than three years but less than or equal to six years 9,175 7,271 7,169 6,336 9,822 7,902 3,892 8,146 5,965 5,695 5,412 4,699
10 More than six years but less than or equal to eleven years 5,717 4,147 4,816 3,736 5,629 3,879 5,965 3,869 3,658 3,929 3,094 3,969
11 More than eleven years 1,039 588 424 572 479 381 388 260 442 420 413 621
 
12 Mortgage-backed 209,324 234,609 190,638 198,475 311,006 158,959 118,985 136,290 280,742 227,016 124,229 132,231
 
  Corporate securities  
13 One year or less 121,768 130,394 128,772 126,450 130,643 135,847 125,812 117,293 124,948 151,190 138,266 141,847
14 More than one year 22,905 19,725 18,998 17,904 19,360 19,143 20,892 14,634 18,271 20,240 20,324 21,425
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 212,873 241,626 253,377 253,748 286,177 256,103 211,465 268,788 232,994 258,713 184,052 213,170
16 Federal agency and government-sponsored enterprises 8,676 8,216 7,856 6,463 9,880 8,623 6,260 6,960 7,891 10,141 7,316 7,321
17 Mortgage-backed 58,100 70,141 56,856 61,581 84,997 52,213 37,210 40,138 76,256 60,826 35,739 35,959
18 Corporate 861 680 736 755 1,046 609 637 496 533 454 569 496
  With other  
19 U.S. Treasury 259,238 283,275 302,141 311,254 348,257 307,289 238,602 319,162 257,118 294,231 217,077 267,425
20 Federal agency and government-sponsored enterprises 67,115 70,081 68,320 66,532 71,276 68,495 65,974 69,037 55,283 70,712 64,710 68,455
21 Mortgage-backed 151,225 164,468 133,782 136,894 226,009 106,745 81,775 96,152 204,487 166,190 88,490 96,272
22 Corporate 143,812 149,440 147,034 143,599 148,957 154,382 146,066 131,430 142,687 170,976 158,020 162,776

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

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Last update: May 11, 2005