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Statistical Supplement | March 2007

Statistical Supplement to the Federal Reserve Bulletin, March 2007
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2006 2006, week ending
Sept Oct Nov Nov 1 Nov 8 Nov 15 Nov 22 Nov 29 Dec 6 Dec 13 Dec 20 Dec 27
  By type of security  
1 U.S. Treasury bills 46,730 41,879 54,028 50,019 45,165 55,065 50,394 67,528 62,367 54,129 46,389 51,295
  Treasury coupon securities by maturity  
2 Three years or less 197,902 190,332 189,591 196,850 189,920 196,575 158,542 199,755 267,332 185,099 159,967 116,576
3 More than three but less than or equal to six years 137,394 123,697 106,283 154,094 113,625 102,686 91,804 93,195 160,900 117,727 96,851 74,799
4 More than six but less than or equal to eleven years 129,230 110,855 122,619 114,198 114,507 154,911 107,347 115,058 149,034 126,669 101,242 67,077
5 More than eleven 25,945 22,993 25,845 26,030 27,124 25,498 23,818 25,233 33,243 32,951 24,025 11,959
6 Inflation-protected2 8,314 9,015 6,090 7,727 5,323 4,054 8,407 5,539 7,047 6,760 8,070 4,060
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 58,437 55,409 55,085 51,647 55,150 51,190 56,861 57,000 57,233 54,235 62,106 66,456
  Coupon securities by maturity  
8 Three years or less 10,182 7,875 7,784 10,260 7,708 9,109 7,455 5,406 11,549 9,716 12,660 4,584
9 More than three years but less than or equal to six years 3,382 4,737 3,299 6,401 2,869 2,230 3,196 3,849 4,939 4,610 2,849 1,618
10 More than six years but less than or equal to eleven years 2,985 3,208 3,533 3,225 4,003 5,026 2,717 1,849 6,344 2,991 3,230 1,236
11 More than eleven years 348 443 467 694 486 543 468 302 487 1,331 1,121 434
 
12 Mortgage-backed 302,148 278,490 276,363 243,620 430,970 249,983 180,199 197,276 438,754 360,764 190,655 107,204
 
  Corporate securities  
13 One year or less 200,724 198,955 188,255 199,306 194,117 190,811 193,520 166,156 199,749 192,972 205,947 177,968
14 More than one year 24,241 23,386 25,054 26,609 23,976 26,246 25,602 24,485 23,655 25,720 30,185 12,984
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 240,183 214,674 213,643 229,775 211,545 222,725 190,706 213,923 285,233 222,463 186,904 141,070
16 Federal agency and government-sponsored enterprises 6,662 6,028 5,282 6,329 6,118 5,101 4,408 4,824 6,988 6,767 6,116 3,746
17 Mortgage-backed 78,773 67,369 63,471 69,894 96,797 68,332 38,705 42,504 78,678 80,261 49,675 24,474
18 Corporate 455 572 503 635 624 521 404 416 539 502 443 170
  With other  
19 U.S. Treasury 305,331 284,098 290,813 319,142 284,118 316,065 249,606 292,385 394,689 300,872 249,641 184,696
20 Federal agency and government-sponsored enterprises 68,674 65,645 64,886 65,898 64,098 62,998 66,288 63,582 73,565 66,116 75,851 70,584
21 Mortgage-backed 223,375 211,121 212,891 173,726 334,173 181,651 141,494 154,772 360,076 280,503 140,980 82,730
22 Corporate 224,509 221,769 212,806 225,280 217,469 216,537 218,717 190,225 222,865 218,191 235,689 190,782

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: March 30, 2007