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Statistical Supplement | November 2004

Statistical Supplement to the Federal Reserve Bulletin, November 2004
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2004 2004, week ending
May June July June 30 July 7 July 14 July 21 July 28 Aug 4 Aug 11 Aug 18 Aug 25
  By type of security  
1 U.S. Treasury bills 46,528 54,324 53,839 51,853 68,745 57,184 46,634 49,401 44,777 53,321 61,443 49,378
  Treasury coupon securities by maturity  
2 Three years or less 194,486 174,927 146,288 185,801 167,042 115,530 137,421 160,704 167,802 248,123 147,631 144,774
3 More than three but less than or equal to six years 155,258 139,633 113,857 128,020 153,174 96,100 114,282 103,887 103,473 146,175 144,417 99,740
4 More than six but less than or equal to eleven years 128,000 96,359 94,952 88,056 110,777 76,594 102,880 93,792 92,275 133,067 138,474 85,119
5 More than eleven 27,107 22,724 20,740 23,927 23,390 20,288 21,814 18,545 19,372 26,463 21,875 17,458
6 Inflation-indexed2 4,140 2,933 7,197 2,939 4,870 7,354 5,416 10,614 7,369 5,535 6,409 3,840
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 55,322 55,350 56,216 60,290 71,765 49,383 53,891 53,110 55,775 58,124 74,524 54,206
  Coupon securities by maturity  
8 Three years or less 8,446 8,059 6,282 6,197 4,686 5,929 5,505 7,552 9,129 6,772 8,953 6,392
9 More than three years but less than or equal to six years 7,169 5,689 5,575 4,699 4,865 4,207 6,442 7,263 4,031 5,883 4,493 6,415
10 More than six years but less than or equal to eleven years 4,816 3,681 3,749 3,969 3,620 5,014 4,322 2,666 2,119 4,038 2,774 2,194
11 More than eleven years 424 455 501 621 550 632 521 270 602 531 421 1,154
 
12 Mortgage-backed 190,638 186,076 199,374 132,231 193,462 298,014 186,021 135,009 158,891 329,348 186,363 122,988
 
  Corporate securities  
13 One year or less 128,772 137,084 134,178 141,847 159,542 133,912 134,639 118,893 121,178 135,560 139,837 124,637
14 More than one year 18,998 19,571 20,893 21,425 13,140 21,173 24,343 23,782 19,849 18,242 21,983 21,816
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 253,377 226,465 195,573 213,170 232,075 166,324 193,595 197,337 196,229 264,744 219,470 179,860
16 Federal agency and government-sponsored enterprises 7,856 8,058 7,083 7,321 7,334 6,256 8,611 6,839 5,434 8,584 7,844 4,974
17 Mortgage-backed 56,856 51,099 58,856 35,959 44,596 85,596 54,649 52,941 45,836 85,586 62,571 36,837
18 Corporate 736 511 547 496 614 499 475 646 470 656 489 440
  With other  
19 U.S. Treasury 302,141 264,435 241,299 267,425 295,923 206,726 234,852 239,606 238,838 347,941 300,779 220,449
20 Federal agency and government-sponsored enterprises 68,320 65,176 65,241 68,455 78,152 58,909 62,071 64,023 66,221 66,763 83,320 65,387
21 Mortgage-backed 133,782 134,977 140,517 96,272 148,866 212,418 131,372 82,068 113,056 243,762 123,791 86,151
22 Corporate 147,034 156,143 154,523 162,776 172,068 154,585 158,507 142,029 140,557 153,146 161,331 146,014

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 5, 2005