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Statistical Supplement | November 2005

Statistical Supplement to the Federal Reserve Bulletin, November 2005
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2005 2005, week ending
May June July July 6 July 13 July 20 July 27 Aug 3 Aug 10 Aug 17 Aug 24 Aug 31
  By type of security  
1 U.S. Treasury bills 46,818 48,712 44,369 52,616 43,947 42,476 44,054 38,576 46,069 44,000 50,785 50,782
  Treasury coupon securities by maturity  
2 Three years or less 225,682 187,712 167,459 189,930 172,380 151,549 158,914 182,589 188,465 147,619 154,118 205,762
3 More than three but less than or equal to six years 153,602 145,337 135,097 122,240 131,930 140,222 136,370 146,304 148,402 164,510 108,639 136,728
4 More than six but less than or equal to eleven years 144,941 131,238 120,093 132,699 120,090 120,387 111,667 121,517 118,030 151,979 96,847 115,949
5 More than eleven 31,605 31,508 24,378 26,801 22,661 21,851 25,598 28,305 27,266 29,450 21,262 32,680
6 Inflation-protected2 8,163 8,247 9,086 6,136 5,937 11,377 10,961 10,970 6,909 6,058 5,257 8,543
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 63,491 58,061 60,599 77,626 59,941 57,675 55,369 57,085 65,417 64,079 58,427 58,803
  Coupon securities by maturity  
8 Three years or less 6,618 8,294 7,410 5,668 8,549 7,808 6,890 7,478 7,772 7,875 6,424 5,032
9 More than three years but less than or equal to six years 5,115 6,330 5,412 3,338 7,014 5,919 4,100 6,533 6,230 4,408 2,073 2,837
10 More than six years but less than or equal to eleven years 2,522 3,093 3,386 2,856 4,853 3,235 2,332 3,530 1,993 1,594 1,229 1,823
11 More than eleven years 500 697 408 543 273 399 479 387 285 906 390 356
 
12 Mortgage-backed 273,983 269,242 242,122 187,044 375,333 183,617 200,487 242,065 383,987 225,573 171,486 187,078
 
  Corporate securities  
13 One year or less 155,846 158,670 162,124 173,606 165,881 157,224 159,178 155,123 184,931 181,981 167,206 150,352
14 More than one year 20,203 21,548 20,917 15,521 18,312 21,444 26,463 20,338 21,691 20,740 18,451 19,575
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 253,229 228,874 203,082 215,058 196,793 200,539 196,924 222,590 221,017 215,791 184,554 231,160
16 Federal agency and government-sponsored enterprises 5,914 6,109 5,595 6,551 6,179 5,711 4,189 5,922 5,594 4,853 3,354 4,171
17 Mortgage-backed 66,119 67,102 63,481 43,737 99,736 52,745 53,492 54,269 81,992 64,474 46,870 45,108
18 Corporate 561 581 519 398 495 462 685 488 431 413 347 352
  With other  
19 U.S. Treasury 357,582 323,880 297,400 315,364 300,153 287,323 290,639 305,671 314,125 327,826 252,354 319,285
20 Federal agency and government-sponsored enterprises 72,331 70,366 71,621 83,479 74,451 69,326 64,982 69,090 76,103 74,010 65,189 64,680
21 Mortgage-backed 207,863 202,141 178,642 143,307 275,597 130,872 146,995 187,796 301,995 161,099 124,617 141,970
22 Corporate 175,488 179,637 182,522 188,730 183,698 178,206 184,957 174,973 206,191 202,308 185,310 169,575

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

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Last update: December 8, 2005