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Statistical Supplement | January 2005

Statistical Supplement to the Federal Reserve Bulletin, January 2005
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2004 2004, week ending
July Aug Sept Sept 1 Sept 8 Sept 15 Sept 22 Sept 29 Oct 6 Oct 13 Oct 20 Oct 27
  By type of security  
1 U.S. Treasury bills 53,839 53,544 61,588 55,731 68,814 63,145 51,941 65,586 59,007 54,487 45,711 49,783
  Treasury coupon securities by maturity  
2 Three years or less 146,288 168,154 170,510 123,337 172,691 158,890 158,971 199,865 177,978 145,064 136,710 164,595
3 More than three but less than or equal to six years 113,857 121,852 142,642 104,667 152,456 142,083 142,916 142,365 144,168 129,614 131,732 114,273
4 More than six but less than or equal to eleven years 94,952 110,692 128,750 93,773 122,205 110,230 150,803 138,591 123,041 115,063 110,439 105,752
5 More than eleven 20,740 21,197 29,390 19,809 23,933 26,041 33,686 35,437 25,831 24,155 23,278 25,679
6 Inflation-protected2 7,197 5,452 6,470 4,727 4,546 4,373 8,245 8,331 8,218 12,341 5,744 18,704
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 56,216 60,041 60,230 54,826 53,072 56,471 67,720 62,665 63,443 59,484 55,801 47,299
  Coupon securities by maturity  
8 Three years or less 6,282 7,422 9,133 6,328 7,691 10,104 9,654 9,464 8,584 12,171 7,125 10,786
9 More than three years but less than or equal to six years 5,575 5,433 6,267 5,870 6,262 5,780 6,752 5,996 8,043 8,335 10,089 6,714
10 More than six years but less than or equal to eleven years 3,749 2,806 5,816 2,588 4,210 6,832 5,972 6,636 5,517 6,406 5,768 4,858
11 More than eleven years 501 629 452 377 378 437 448 556 402 393 702 440
 
12 Mortgage-backed 199,374 192,939 208,021 143,624 213,015 287,510 164,604 175,970 232,337 335,586 199,780 159,723
 
  Corporate securities  
13 One year or less 124,462 119,615 136,302 104,791 115,529 132,364 150,957 149,471 131,485 131,778 132,797 125,005
14 More than one year 20,413 19,645 21,947 15,607 14,719 26,732 20,669 25,755 20,630 17,356 23,744 29,883
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 195,573 210,180 247,860 178,725 252,654 233,716 253,018 268,097 241,572 217,727 213,773 218,835
16 Federal agency and government-sponsored enterprises 7,083 6,509 8,437 4,969 6,818 7,275 10,426 9,207 10,386 10,286 9,626 7,623
17 Mortgage-backed 58,856 56,362 58,623 44,369 54,382 80,436 51,406 49,126 64,349 92,917 65,640 51,294
18 Corporate 547 484 686 329 464 839 781 670 761 689 956 947
  With other  
19 U.S. Treasury 241,299 270,711 291,491 223,319 291,992 271,046 293,545 322,078 296,671 262,996 239,840 259,952
20 Federal agency and government-sponsored enterprises 65,241 69,822 73,462 65,020 64,795 72,348 80,120 76,111 75,604 76,502 69,859 62,474
21 Mortgage-backed 140,517 136,578 149,398 99,256 158,633 207,075 113,198 126,844 167,988 242,668 134,141 108,429
22 Corporate 144,328 138,776 157,565 120,070 129,784 158,258 170,845 174,556 151,355 148,444 155,585 153,941

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 | January 2005 | Tips for printing wide tables | Symbols and Abbreviations

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Last update: May 5, 2005