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Statistical Supplement | August 2007

Statistical Supplement to the Federal Reserve Bulletin, August 2007
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2007 2007, week ending
Feb Mar Apr Apr 4 Apr 11 Apr 18 Apr 25 May 2 May 9 May 16 May 23 May 30
  By type of security  
1 U.S. Treasury bills 48,534 51,714 42,607 60,357 40,616 47,724 31,685 37,848 30,771 37,071 35,292 45,447
  Treasury coupon securities by maturity  
2 Three years or less 202,307 238,449 166,555 216,434 123,060 143,400 175,748 212,437 172,192 151,431 173,771 167,289
3 More than three but less than or equal to six years 131,604 145,558 113,751 147,927 82,313 104,178 106,569 159,900 101,162 103,848 128,214 137,632
4 More than six but less than or equal to eleven years 140,676 121,426 88,318 99,163 66,676 95,074 84,272 109,023 116,017 110,052 134,742 95,490
5 More than eleven 29,141 32,257 26,805 33,478 19,256 27,321 27,370 30,913 22,001 24,899 30,010 29,683
6 Inflation-protected2 7,026 7,783 9,021 6,833 5,333 11,342 10,347 11,279 8,149 9,365 9,154 8,411
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 58,912 52,903 52,870 57,396 39,239 56,611 56,665 58,503 52,212 53,764 51,736 60,653
  Coupon securities by maturity  
8 Three years or less 10,274 9,952 8,379 9,181 6,295 8,318 10,732 7,227 5,945 6,362 11,389 5,693
9 More than three years but less than or equal to six years 3,846 6,856 4,089 4,868 3,810 5,185 2,777 4,136 3,789 6,242 3,615 2,663
10 More than six years but less than or equal to eleven years 2,971 5,182 4,584 5,364 2,687 6,495 3,409 5,742 2,509 3,413 3,242 2,066
11 More than eleven years 980 732 823 532 834 600 1,164 898 413 540 843 828
 
12 Mortgage-backed 292,927 317,887 301,901 399,285 414,318 234,644 233,508 243,238 436,204 301,995 285,141 231,628
 
  Corporate securities  
13 One year or less 200,554 202,602 210,930 212,066 180,737 227,216 214,524 226,979 212,800 212,340 219,269 215,396
14 More than one year 30,745 28,907 25,272 28,178 21,730 22,739 26,002 31,271 25,148 27,634 31,355 28,998
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 227,439 252,200 180,317 223,026 135,599 175,957 174,312 229,411 194,258 180,162 217,764 208,690
16 Federal agency and government-sponsored enterprises 5,621 7,684 6,693 6,140 4,837 8,450 7,038 6,836 5,046 4,868 4,987 3,900
17 Mortgage-backed 64,717 66,350 62,872 78,531 88,213 50,927 47,720 50,143 78,696 75,536 65,756 42,508
18 Corporate 722 739 612 705 482 550 728 645 504 594 690 402
  With other  
19 U.S. Treasury 331,849 344,986 266,739 341,164 201,653 253,083 261,678 331,988 256,034 256,504 293,420 275,262
20 Federal agency and government-sponsored enterprises 71,362 67,940 64,052 71,200 48,028 68,759 67,710 69,670 59,822 65,453 65,839 68,002
21 Mortgage-backed 228,211 251,536 239,028 320,755 326,105 183,717 185,787 193,095 357,508 226,458 219,385 189,121
22 Corporate 230,576 230,770 235,590 239,540 201,986 249,405 239,798 257,605 237,444 239,380 249,933 243,991

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

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Last update: September 20, 2007