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Statistical Supplement | July 2005

Statistical Supplement to the Federal Reserve Bulletin, July 2005
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2005 2005, week ending
Jan Feb Mar Mar 2 Mar 9 Mar 16 Mar 23 Mar 30 Apr 6 Apr 13 Apr 20 Apr 27
  By type of security  
1 U.S. Treasury bills 53,882 52,774 61,512 58,076 57,825 58,495 66,266 64,572 65,896 55,195 59,110 50,202
  Treasury coupon securities by maturity  
2 Three years or less 179,412 203,113 190,446 240,349 194,534 215,862 157,483 168,884 194,186 163,691 232,433 214,362
3 More than three but less than or equal to six years 143,456 149,040 149,419 155,991 172,610 180,411 131,871 103,675 136,071 137,685 171,063 120,715
4 More than six but less than or equal to eleven years 108,399 145,431 132,387 148,595 150,153 150,686 122,591 93,128 125,655 115,046 147,446 109,953
5 More than eleven 30,726 37,033 32,750 30,512 37,633 38,712 31,410 22,760 29,670 25,648 31,770 26,466
6 Inflation-protected2 10,962 9,870 7,828 10,278 8,033 7,455 8,889 5,684 7,040 7,275 11,000 10,750
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 58,929 61,582 56,370 63,027 49,878 57,735 53,945 63,782 51,160 45,410 56,213 55,429
  Coupon securities by maturity  
8 Three years or less 9,848 8,834 9,060 9,982 11,177 9,625 7,117 8,158 7,134 7,945 9,621 7,922
9 More than three years but less than or equal to six years 8,758 7,476 6,234 8,635 5,941 10,116 3,163 4,948 3,990 6,003 3,958 3,748
10 More than six years but less than or equal to eleven years 4,915 5,031 4,099 5,635 4,588 3,721 2,007 5,916 3,664 4,852 3,954 2,018
11 More than eleven years 435 655 377 813 450 326 204 368 290 246 568 1,102
 
12 Mortgage-backed 260,457 249,936 269,687 224,301 381,231 266,131 223,734 216,728 262,110 301,010 248,862 208,620
 
  Corporate securities  
13 One year or less 143,522 146,403 158,935 145,381 136,219 157,306 182,368 167,936 154,588 138,561 149,098 149,681
14 More than one year 23,435 21,767 23,609 24,720 28,253 22,518 22,715 21,075 18,221 22,224 21,080 21,068
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 237,509 267,602 249,456 279,358 271,342 284,456 228,721 190,538 244,568 218,040 272,113 230,467
16 Federal agency and government-sponsored enterprises 8,668 8,500 7,083 10,102 8,305 8,070 4,326 6,630 5,605 6,629 6,820 5,593
17 Mortgage-backed 67,620 66,187 71,945 57,417 91,440 75,866 61,223 64,633 66,776 79,666 67,011 48,796
18 Corporate 763 709 664 708 705 732 591 603 632 577 556 578
  With other  
19 U.S. Treasury 289,329 329,658 324,886 364,443 349,446 367,166 289,789 268,165 313,950 286,500 380,711 301,981
20 Federal agency and government-sponsored enterprises 74,218 75,078 69,057 77,990 63,729 73,453 62,111 76,542 60,634 57,826 67,495 64,626
21 Mortgage-backed 192,837 183,749 197,741 166,884 289,790 190,265 162,511 152,095 195,334 221,344 181,850 159,824
22 Corporate 166,193 167,461 181,880 169,393 163,767 179,092 204,492 188,408 172,176 160,208 169,621 170,171

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

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Last update: August 17, 2005