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Statistical Supplement | January 2007

Statistical Supplement to the Federal Reserve Bulletin, January 2007
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2006 2006, week ending
July Aug Sept Aug 30 Sept 6 Sept 13 Sept 20 Sept 27 Oct 4 Oct 11 Oct 18 Oct 25
  By type of security  
1 U.S. Treasury bills 42,201 46,777 46,730 54,032 53,289 50,044 40,175 45,573 47,891 39,618 39,342 36,105
  Treasury coupon securities by maturity  
2 Three years or less 193,286 190,335 199,934 188,613 201,444 164,874 170,740 254,451 222,011 214,086 167,637 169,804
3 More than three but less than or equal to six years 117,609 108,684 138,915 106,704 142,632 138,080 108,384 162,066 153,873 140,850 99,967 91,281
4 More than six but less than or equal to eleven years 96,619 118,568 130,420 101,159 132,511 110,804 123,218 161,043 117,769 131,258 108,719 89,847
5 More than eleven 22,304 27,107 26,165 22,082 26,520 21,944 25,756 30,387 26,649 24,218 18,128 22,255
6 Inflation-protected2 9,305 7,886 8,314 8,075 6,396 9,228 9,254 7,844 7,727 6,644 9,731 12,001
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 56,650 51,122 58,437 54,975 52,766 52,176 55,351 67,504 67,647 55,895 53,369 52,727
  Coupon securities by maturity  
8 Three years or less 7,982 8,149 10,182 5,455 5,738 11,601 12,942 9,351 8,480 7,539 7,637 6,111
9 More than three years but less than or equal to six years 4,406 3,786 3,382 2,844 2,651 3,019 3,420 4,028 3,675 2,519 7,268 3,285
10 More than six years but less than or equal to eleven years 3,342 4,115 2,985 2,814 5,412 3,039 2,022 2,761 2,181 2,206 5,693 2,128
11 More than eleven years 709 530 348 354 203 371 419 340 354 330 329 502
 
12 Mortgage-backed 222,666 244,992 302,148 158,793 267,854 389,402 215,773 335,689 267,536 530,207 223,291 166,785
 
  Corporate securities  
13 One year or less 205,637 215,588 200,724 191,619 194,200 189,458 207,586 208,862 201,172 198,085 194,834 202,163
14 More than one year 18,529 19,047 24,225 16,171 14,143 23,254 26,581 30,449 20,324 21,505 23,591 23,943
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 213,162 211,331 240,183 193,852 229,742 215,239 215,740 291,121 251,964 251,043 188,979 176,820
16 Federal agency and government-sponsored enterprises 5,561 5,415 6,662 4,336 4,642 6,312 6,772 7,725 7,636 4,451 6,848 5,265
17 Mortgage-backed 56,456 57,389 78,773 31,338 63,521 92,185 73,384 87,012 60,999 119,078 63,470 31,702
18 Corporate 418 440 455 444 366 450 479 466 515 527 552 612
  With other  
19 U.S. Treasury 268,161 288,026 310,294 286,814 333,050 279,734 261,786 370,242 323,956 305,631 254,545 244,473
20 Federal agency and government-sponsored enterprises 67,527 62,287 68,674 62,106 62,128 63,895 67,383 76,259 74,701 64,039 67,448 59,489
21 Mortgage-backed 166,211 187,603 223,375 127,455 204,332 297,217 142,389 248,678 206,537 411,128 159,821 135,083
22 Corporate 223,748 234,195 224,493 207,345 207,977 212,262 233,688 238,844 220,981 219,062 217,873 225,493

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 | January 2007 | Tips for printing wide tables | Symbols and Abbreviations

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Last update: January 26, 2007