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Statistical Supplement | March 2008

Statistical Supplement to the Federal Reserve Bulletin, March 2008
1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2007 2007, week ending
Sept Oct Nov Oct 31 Nov 7 Nov 14 Nov 21 Nov 28 Dec 5 Dec 12 Dec 19 Dec 26
  By type of security  
1 U.S. Treasury bills 42,905 37,706 55,101 44,881 48,309 58,339 52,974 54,405 71,042 57,002 56,595 44,253
  Treasury coupon securities by maturity  
2 Three years or less 226,050 209,220 244,134 210,186 256,669 235,176 273,593 215,530 233,054 228,468 144,081 121,485
3 More than three but less than or equal to six years 154,632 146,804 175,646 154,850 160,105 175,667 167,626 180,734 221,776 160,736 114,278 61,982
4 More than six but less than or equal to eleven years 123,835 104,846 149,452 97,378 155,214 151,438 137,429 153,158 150,869 144,925 126,158 66,623
5 More than eleven 37,984 25,569 29,682 23,347 24,666 28,306 26,710 35,792 37,820 28,401 28,685 16,146
6 Inflation-protected2 7,876 7,770 8,024 9,696 8,748 7,228 9,178 6,209 9,861 8,615 8,738 2,873
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 70,360 69,338 80,131 68,828 67,089 75,587 89,108 87,295 83,740 81,226 93,455 88,750
  Coupon securities by maturity  
8 Three years or less 9,320 7,411 11,125 11,313 10,868 12,636 12,599 8,984 9,652 7,138 10,138 3,786
9 More than three years but less than or equal to six years 5,136 4,258 4,551 3,676 4,220 4,288 5,277 3,254 7,466 4,879 5,218 2,254
10 More than six years but less than or equal to eleven years 2,779 4,059 4,487 2,961 3,510 5,617 4,698 4,154 4,411 5,843 4,378 1,734
11 More than eleven years 597 420 506 268 470 442 604 459 630 1,271 759 616
 
12 Mortgage-backed 349,639 321,370 352,854 246,668 522,079 340,069 247,890 244,610 494,775 473,396 244,410 119,110
 
  Corporate securities  
13 One year or less 225,308 207,579 207,766 203,914 212,684 215,442 228,433 178,880 196,833 215,993 210,900 162,852
14 More than one year 22,595 23,424 17,330 21,080 16,695 17,412 15,326 18,156 21,659 19,420 16,958 8,644
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 242,279 215,744 275,423 220,159 271,032 267,866 276,149 274,562 305,632 255,882 194,510 121,976
16 Federal agency and government-sponsored enterprises 6,812 5,974 7,053 6,046 6,825 7,472 7,852 5,865 7,548 6,810 6,551 3,742
17 Mortgage-backed 103,439 93,128 94,230 74,043 130,637 99,258 73,977 64,075 116,662 154,976 93,227 32,201
18 Corporate 607 659 470 513 488 548 359 508 416 524 370 165
  With other  
19 U.S. Treasury 351,004 316,170 386,616 320,178 382,678 388,288 391,362 371,265 418,791 372,264 284,025 191,386
20 Federal agency and government-sponsored enterprises 81,380 79,512 93,747 81,000 79,331 91,098 104,434 98,282 98,352 93,548 107,397 93,399
21 Mortgage-backed 246,201 228,242 258,624 172,625 391,441 240,811 173,913 180,535 378,113 318,420 151,183 86,909
22 Corporate 247,296 230,343 224,626 224,481 228,891 232,306 243,400 196,528 218,075 234,890 227,488 171,330

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: April 11, 2008