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Statistical Supplement | June 2005

Statistical Supplement to the Federal Reserve Bulletin, June 2005
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2004 2005 2005, week ending
Dec Jan Feb Feb 2 Feb 9 Feb 16 Feb 23 Mar 2 Mar 9 Mar 16 Mar 23 Mar 30
  By type of security  
1 U.S. Treasury bills 54,098 53,882 52,774 51,602 50,392 50,689 54,967 58,076 57,825 58,495 66,266 64,572
  Treasury coupon securities by maturity  
2 Three years or less 147,780 179,412 203,113 191,569 200,292 185,602 206,371 240,349 194,534 215,862 157,483 168,884
3 More than three but less than or equal to six years 129,830 143,456 149,040 123,019 150,125 158,580 143,558 155,991 172,610 180,411 131,871 103,675
4 More than six but less than or equal to eleven years 104,716 108,399 145,431 119,514 138,164 164,351 141,452 148,595 150,153 150,686 122,591 93,128
5 More than eleven 25,191 30,726 37,033 32,551 44,483 35,970 36,179 30,512 37,633 38,712 31,410 22,760
6 Inflation-protected2 5,168 10,962 9,870 13,552 9,579 8,871 9,334 10,278 8,033 7,455 8,889 5,684
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 58,623 58,929 61,582 59,950 61,807 65,547 56,078 63,027 49,878 57,735 53,945 63,782
  Coupon securities by maturity  
8 Three years or less 5,565 9,848 8,834 11,593 6,022 8,665 10,320 9,982 11,177 9,625 7,117 8,158
9 More than three years but less than or equal to six years 6,654 8,758 7,476 6,768 4,880 7,336 10,381 8,635 5,941 10,116 3,163 4,948
10 More than six years but less than or equal to eleven years 3,761 4,915 5,031 4,228 5,590 4,572 4,856 5,635 4,588 3,721 2,007 5,916
11 More than eleven years 600 435 655 542 576 620 734 813 450 326 204 368
 
12 Mortgage-backed 198,011 260,457 249,936 241,467 382,979 195,949 174,576 224,301 381,231 266,131 223,734 216,728
 
  Corporate securities  
13 One year or less 149,183 143,522 146,403 141,425 149,717 141,937 151,100 145,381 136,219 157,306 182,368 167,936
14 More than one year 19,700 23,435 21,767 24,226 21,032 22,155 18,757 24,720 28,253 22,518 22,715 21,075
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 210,185 237,509 267,602 239,907 272,259 273,077 259,968 279,358 271,342 284,456 228,721 190,538
16 Federal agency and government-sponsored enterprises 6,861 8,668 8,500 8,545 8,756 8,078 7,482 10,102 8,305 8,070 4,326 6,630
17 Mortgage-backed 54,134 67,620 66,187 57,901 97,447 62,098 42,944 57,417 91,440 75,866 61,223 64,633
18 Corporate 638 763 709 907 626 759 652 708 705 732 591 603
  With other  
19 U.S. Treasury 256,597 289,329 329,658 291,900 320,776 330,986 331,891 364,443 349,446 367,166 289,789 268,165
20 Federal agency and government-sponsored enterprises 68,342 74,218 75,078 74,536 70,119 78,662 74,886 77,990 63,729 73,453 62,111 76,542
21 Mortgage-backed 143,877 192,837 183,749 183,565 285,532 133,851 131,633 166,884 289,790 190,265 162,511 152,095
22 Corporate 168,246 166,193 167,461 164,744 170,123 163,332 169,204 169,393 163,767 179,092 204,492 188,408

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

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Last update: July 14, 2005