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Statistical Supplement | May 2007

Statistical Supplement to the Federal Reserve Bulletin, May 2007
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2006 2007 2007, week ending
Nov Dec Jan Jan 3 Jan 10 Jan 17 Jan 24 Jan 31 Feb 7 Feb 14 Feb 21 Feb 28
  By type of security  
1 U.S. Treasury bills 54,028 52,237 39,170 43,750 36,036 40,108 34,611 43,177 42,389 44,043 53,153 54,552
  Treasury coupon securities by maturity  
2 Three years or less 189,591 177,154 182,883 141,056 192,053 166,962 174,332 223,281 188,909 178,725 164,059 277,536
3 More than three but less than or equal to six years 106,283 112,452 129,806 116,672 130,636 122,877 111,172 162,419 122,838 109,766 108,323 185,487
4 More than six but less than or equal to eleven years 122,619 108,638 112,308 84,379 115,615 108,432 110,265 131,678 138,829 140,817 122,318 160,741
5 More than eleven 25,845 25,140 24,403 18,555 27,542 23,068 24,192 26,318 22,251 34,020 25,328 34,964
6 Inflation-protected2 6,090 6,459 10,314 5,297 9,450 10,831 12,162 11,825 8,295 4,952 6,058 8,799
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 55,085 60,045 64,471 62,216 59,028 66,954 66,218 67,036 60,701 57,912 60,351 56,685
  Coupon securities by maturity  
8 Three years or less 7,784 9,478 9,649 6,576 8,390 12,541 9,749 9,762 7,839 15,420 7,486 10,350
9 More than three years but less than or equal to six years 3,299 3,361 2,840 1,846 2,944 3,878 2,093 3,040 2,933 4,997 2,757 4,696
10 More than six years but less than or equal to eleven years 3,533 3,254 4,912 1,830 7,212 7,396 2,827 4,060 2,694 3,701 1,993 3,496
11 More than eleven years 467 841 696 436 344 732 264 1,601 1,668 831 776 646
 
12 Mortgage-backed 276,363 267,620 303,748 205,738 532,675 237,321 217,425 286,378 433,309 310,337 172,298 255,765
 
  Corporate securities  
13 One year or less 188,255 194,711 191,082 194,375 189,870 194,285 189,157 189,041 197,851 190,998 209,629 203,737
14 More than one year 25,054 22,404 25,674 10,997 25,546 23,853 35,679 26,422 26,307 31,025 23,689 41,958
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 213,643 203,698 202,562 160,956 202,879 196,093 196,137 240,103 214,551 209,444 190,726 295,036
16 Federal agency and government-sponsored enterprises 5,282 5,743 6,178 3,758 5,317 7,420 5,973 7,452 6,239 6,699 4,204 5,343
17 Mortgage-backed 63,471 57,092 64,981 39,772 110,471 48,897 50,745 64,937 78,110 74,954 39,204 66,599
18 Corporate 503 408 790 301 585 754 955 1,158 759 838 545 746
  With other  
19 U.S. Treasury 290,813 278,381 296,322 248,754 308,453 276,184 270,596 358,594 308,960 302,878 288,513 427,043
20 Federal agency and government-sponsored enterprises 64,886 71,236 76,390 69,146 72,600 84,082 75,177 78,047 69,597 76,162 69,159 70,531
21 Mortgage-backed 212,891 210,528 238,767 165,965 422,204 188,424 166,679 221,441 355,199 235,384 133,094 189,166
22 Corporate 212,806 216,707 215,966 205,071 214,831 217,384 223,881 214,305 223,398 221,186 232,773 244,948

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

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Last update: June 4, 2007