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Statistical Supplement | October 2007

Statistical Supplement to the Federal Reserve Bulletin, October 2007
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2007 2007, week ending
Apr May June May 30 June 6 June 13 June 20 June 27 July 4 July 11 July 18 July 25
  By type of security  
1 U.S. Treasury bills 42,607 37,578 38,858 45,447 45,702 35,035 35,148 40,613 39,616 36,459 32,711 38,300
  Treasury coupon securities by maturity  
2 Three years or less 166,555 172,194 216,730 167,289 212,181 243,087 180,954 240,458 190,058 177,160 132,805 169,864
3 More than three but less than or equal to six years 113,751 123,639 165,442 137,632 169,611 194,801 149,150 160,544 136,682 121,071 121,722 123,152
4 More than six but less than or equal to eleven years 88,318 115,071 168,594 95,490 147,092 245,161 168,991 134,866 103,504 129,997 124,428 122,112
5 More than eleven 26,805 27,533 38,515 29,683 38,470 56,516 34,940 26,217 33,286 26,221 26,649 22,361
6 Inflation-protected2 9,021 8,923 8,836 8,411 7,278 10,772 9,175 8,675 6,665 7,915 12,490 8,007
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 52,870 55,000 57,942 60,653 56,159 46,423 61,433 63,170 68,508 60,526 56,174 67,265
  Coupon securities by maturity  
8 Three years or less 8,379 7,359 6,143 5,693 7,860 5,143 6,432 5,654 5,711 7,927 5,621 4,092
9 More than three years but less than or equal to six years 4,089 4,017 4,469 2,663 2,563 5,146 6,287 4,178 2,774 1,853 1,673 4,930
10 More than six years but less than or equal to eleven years 4,584 3,193 4,857 2,066 5,816 4,880 4,163 5,915 1,969 3,002 2,696 6,570
11 More than eleven years 823 703 808 828 1,255 877 664 709 344 552 1,113 811
 
12 Mortgage-backed 301,901 316,492 378,007 231,628 517,990 572,975 264,614 232,200 258,622 473,690 219,486 176,480
 
  Corporate securities  
13 One year or less 210,930 216,518 233,774 215,396 226,929 224,683 249,551 233,724 230,877 234,190 231,329 234,950
14 More than one year 25,272 28,515 28,480 28,998 27,622 27,900 29,059 30,771 24,474 14,665 23,646 24,173
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 180,317 205,476 271,999 208,690 262,760 337,809 246,924 262,858 211,497 218,609 189,985 193,716
16 Federal agency and government-sponsored enterprises 6,693 4,923 6,019 3,900 5,562 6,019 6,550 6,620 4,103 4,606 4,186 5,995
17 Mortgage-backed 62,872 65,102 81,319 42,508 84,585 132,875 70,220 51,046 49,329 114,779 55,201 40,781
18 Corporate 612 559 621 402 628 633 595 745 337 409 529 575
  With other  
19 U.S. Treasury 266,739 279,463 364,976 275,262 357,575 447,564 331,434 348,515 298,314 280,214 260,820 290,078
20 Federal agency and government-sponsored enterprises 64,052 65,348 68,199 68,002 68,090 56,450 72,428 73,006 75,204 69,254 63,090 77,673
21 Mortgage-backed 239,028 251,389 296,688 189,121 433,405 440,100 194,394 181,154 209,294 358,911 164,285 135,699
22 Corporate 235,590 244,473 261,633 243,991 253,923 251,950 278,014 263,751 255,014 248,446 254,446 258,548

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: November 1, 2007