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Statistical Supplement | August 2006

Statistical Supplement to the Federal Reserve Bulletin, August 2006
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2006 2006, week ending
Feb Mar Apr Apr 5 Apr 12 Apr 19 Apr 26 May 3 May 10 May 17 May 24 May 31
  By type of security  
1 U.S. Treasury bills 49,853 51,445 46,670 59,030 48,447 45,362 40,843 40,872 39,075 46,214 38,809 47,512
  Treasury coupon securities by maturity  
2 Three years or less 220,920 212,149 187,621 173,535 145,822 183,102 209,778 266,897 214,127 247,744 269,239 237,450
3 More than three but less than or equal to six years 143,048 135,674 115,331 132,777 88,600 113,888 120,567 145,789 104,425 106,377 135,903 152,972
4 More than six but less than or equal to eleven years 125,047 119,256 117,385 110,742 122,050 117,100 114,711 122,939 106,252 169,331 144,948 104,936
5 More than eleven 42,854 30,660 30,049 28,424 32,057 25,113 33,302 29,204 28,158 31,718 33,136 24,220
6 Inflation-protected2 7,603 6,119 9,164 6,768 9,358 8,540 10,334 10,595 6,172 7,761 5,913 6,261
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 61,720 55,567 56,669 68,366 49,471 60,305 51,513 62,737 51,251 61,923 53,771 71,370
  Coupon securities by maturity  
8 Three years or less 8,737 6,955 8,450 7,816 9,637 6,901 9,213 7,624 7,913 12,249 11,164 7,389
9 More than three years but less than or equal to six years 6,130 5,278 3,925 4,107 2,204 5,526 4,426 3,501 3,342 3,465 2,722 3,362
10 More than six years but less than or equal to eleven years 2,677 1,877 3,628 2,817 5,497 2,498 2,944 4,141 2,736 3,340 2,429 2,090
11 More than eleven years 609 331 358 500 345 222 391 364 234 318 267 538
 
12 Mortgage-backed 269,494 272,801 245,184 241,025 344,564 188,981 190,197 252,849 322,700 194,689 160,844 160,265
 
  Corporate securities  
13 One year or less 183,103 188,676 198,669 196,177 180,127 208,338 205,557 212,206 242,121 241,596 212,542 191,165
14 More than one year 22,999 24,581 23,493r 23,640 21,772 19,359 29,083 21,866 22,388 26,864 24,877 19,578
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 250,460 241,181 225,475 219,572 200,648 215,940 242,815 272,114 230,791 269,909 288,177 258,634
16 Federal agency and government-sponsored enterprises 6,112 5,074 5,666 5,006 4,928 6,052 6,472 5,716 5,946 6,273 6,041 5,325
17 Mortgage-backed 65,395 65,827 60,182 53,575 80,994 50,747 50,310 61,615 80,230 49,265 34,890 34,245
18 Corporate 486 514 562 1,125 394 510 495 412 436 465 386 351
  With other  
19 U.S. Treasury 338,866 314,123 280,745 291,703 245,685 277,166 286,719 344,182 267,418 339,236 339,771 314,718
20 Federal agency and government-sponsored enterprises 73,761 64,933 67,364 78,602 62,227 69,400 62,016 72,652 59,531 75,022 64,311 79,424
21 Mortgage-backed 204,099 206,974 185,002 187,450 263,570 138,234 139,887 191,234 242,470 145,424 125,953 126,020
22 Corporate 205,617 212,743 221,600r 218,691 201,505 227,188 234,145 233,660 264,073 267,995 237,033 210,393

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

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Last update: August 28, 2006