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Statistical Supplement | October 2005

Statistical Supplement to the Federal Reserve Bulletin, October 2005
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2005 2005, week ending
Apr May June June 1 June 8 June 15 June 22 June 29 July 6 July 13 July 20 July 27
  By type of security  
1 U.S. Treasury bills 56,628 46,818 48,712 57,774 56,613 42,931 39,263 53,446 52,616 43,947 42,476 44,054
  Treasury coupon securities by maturity  
2 Three years or less 202,529 225,682 187,712 236,250 216,562 198,233 155,713 170,189 189,930 172,380 151,549 158,914
3 More than three but less than or equal to six years 139,265 153,602 145,337 155,038 178,387 156,276 139,249 110,113 122,240 131,930 140,222 136,370
4 More than six but less than or equal to eleven years 123,494 144,941 131,238 161,094 144,347 141,303 120,536 112,503 132,699 120,090 120,387 111,667
5 More than eleven 29,085 31,605 31,508 35,534 41,656 30,109 26,915 27,488 26,801 22,661 21,851 25,598
6 Inflation-protected2 9,081 8,163 8,247 8,632 8,934 8,613 8,918 6,867 6,136 5,937 11,377 10,961
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 53,326 63,491 58,061 59,170 50,507 59,552 58,191 59,857 77,626 59,941 57,675 55,369
  Coupon securities by maturity  
8 Three years or less 8,140 6,618 8,294 7,581 12,620 7,544 6,757 6,922 5,668 8,549 7,808 6,890
9 More than three years but less than or equal to six years 4,295 5,115 6,330 7,232 6,287 5,254 9,697 4,500 3,338 7,014 5,919 4,100
10 More than six years but less than or equal to eleven years 3,421 2,522 3,093 2,508 2,197 4,556 3,427 2,355 2,856 4,853 3,235 2,332
11 More than eleven years 551 500 697 386 652 1,331 412 488 543 273 399 479
 
12 Mortgage-backed 252,731 273,983 269,242 236,252 408,727 301,551 189,250 200,479 187,044 375,333 183,617 200,487
 
  Corporate securities  
13 One year or less 148,748 155,846 158,670 142,234 147,162 151,005 169,942 166,869 173,606 165,881 157,224 159,178
14 More than one year 20,678 20,203 21,548 21,919 24,478 20,513 19,177 23,157 15,521 18,312 21,444 26,463
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 239,768 253,229 228,874 262,712 271,923 237,251 203,251 199,065 215,058 196,793 200,539 196,924
16 Federal agency and government-sponsored enterprises 6,107 5,914 6,109 6,161 7,279 5,851 6,226 4,980 6,551 6,179 5,711 4,189
17 Mortgage-backed 64,409 66,119 67,102 55,274 99,619 83,157 47,250 45,419 43,737 99,736 52,745 53,492
18 Corporate 591 561 581 664 686 583 508 567 398 495 462 685
  With other  
19 U.S. Treasury 320,316 357,582 323,880 391,611 374,577 340,214 287,344 281,541 315,364 300,153 287,323 290,639
20 Federal agency and government-sponsored enterprises 63,626 72,331 70,366 70,717 64,984 72,385 72,258 69,142 83,479 74,451 69,326 64,982
21 Mortgage-backed 188,322 207,863 202,141 180,978 309,108 218,394 141,999 155,061 143,307 275,597 130,872 146,995
22 Corporate 168,836 175,488 179,637 163,488 170,953 170,935 188,611 189,459 188,730 183,698 178,206 184,957

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

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Last update: November 7, 2005