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Statistical Supplement | November 2006

Statistical Supplement to the Federal Reserve Bulletin, November 2006
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2006 2006, week ending
May June July July 5 July 12 July 19 July 26 Aug 2 Aug 9 Aug 16 Aug 23 Aug 30
  By type of security  
1 U.S. Treasury bills 42,416 42,972 42,201 41,756 40,620 37,926 46,714 44,734 45,429 44,181 42,981 54,032
  Treasury coupon securities by maturity  
2 Three years or less 245,729 207,051 193,286 201,850 150,338 214,799 203,680 205,980 258,362 167,057 138,826 188,613
3 More than three but less than or equal to six years 126,490 118,620 117,609 127,542 99,936 118,301 115,930 142,088 124,590 92,998 90,294 106,704
4 More than six but less than or equal to eleven years 131,419 111,273 96,619 93,576 97,540 102,845 91,277 95,639 139,737 127,942 111,819 101,159
5 More than eleven 29,525 25,452 22,304 21,768 23,356 22,366 19,293 25,821 27,377 34,877 24,722 22,082
6 Inflation-protected2 7,094 6,016 9,305 5,885 6,953 11,175 10,884 9,754 9,172 8,838 5,009 8,075
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 59,473 60,948 56,650 72,814 54,751 56,320 53,742 54,435 48,768 47,328 51,765 54,975
  Coupon securities by maturity  
8 Three years or less 9,503 8,057 7,982 7,943 7,732 7,236 7,556 10,378 11,290 9,271 6,170 5,455
9 More than three years but less than or equal to six years 3,254 5,873 4,406 4,115 2,584 5,076 6,331 3,312 3,654 2,520 6,541 2,844
10 More than six years but less than or equal to eleven years 2,878 3,904 3,342 3,772 5,579 2,566 1,973 2,899 3,370 6,740 3,762 2,814
11 More than eleven years 334 282 709 294 437 1,516 302 771 1,071 289 375 354
 
12 Mortgage-backed 217,762 208,046 222,666 143,206 361,801 176,320 176,361 198,169 370,326 257,228 207,777 158,793
 
  Corporate securities  
13 One year or less 221,935 213,965 205,637 216,118 210,551 191,566 204,873 215,183 248,606 219,294 207,272 191,619
14 More than one year 23,389 22,905 18,529 14,406 17,165 18,870 19,834 20,810 20,087 19,981 20,223 16,171
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 263,421 227,386 213,162 210,088 193,351 232,932 210,924 219,009 264,936 197,384 182,398 193,852
16 Federal agency and government-sponsored enterprises 5,898 5,428 5,561 5,133 5,105 6,037 5,630 5,700 6,789 5,061 5,513 4,336
17 Mortgage-backed 51,989 48,851 56,456 27,901 100,235 53,815 34,778 43,059 87,046 68,199 47,477 31,338
18 Corporate 413 362 418 258 384 458 475 421 448 437 452 444
  With other  
19 U.S. Treasury 319,252 283,999 268,161 282,290 225,391 274,480 276,853 305,006 339,731 278,509 231,253 286,814
20 Federal agency and government-sponsored enterprises 69,544 73,636 67,527 83,805 65,978 66,677 64,275 66,094 61,362 61,087 63,100 62,106
21 Mortgage-backed 165,774 159,195 166,211 115,305 261,566 122,505 141,583 155,110 283,280 189,030 160,300 127,455
22 Corporate 244,912 236,507 223,748 230,267 227,332 209,978 224,232 235,572 268,245 238,839 227,043 207,345

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 2006 | Tips for printing wide tables | Symbols and Abbreviations

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Last update: November 29, 2006