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Statistical Supplement | December 2005

Statistical Supplement to the Federal Reserve Bulletin, December 2005

1.42  U.S. Government Securities Dealers, Transactions1
Millions of dollars, daily averages
Item 2005 2005, week ending
June July Aug Aug 3 Aug 10 Aug 17 Aug 24 Aug 31 Sept 7 Sept 14 Sept 21 Sept 28
  By type of security  
1 U.S. Treasury bills 48,712 44,369 46,692 38,576 46,069 44,000 50,785 50,782 53,459 51,247 46,025 44,683
  Treasury coupon securities by maturity  
2 Three years or less 187,712 167,459 175,112 182,589 188,465 147,619 154,118 205,762 318,401 173,485 196,120 214,233
3 More than three but less than or equal to six years 145,337 135,097 140,448 146,304 148,402 164,510 108,639 136,728 192,506 147,769 152,955 135,902
4 More than six but less than or equal to eleven years 131,238 120,093 120,808 121,517 118,030 151,979 96,847 115,949 150,542 125,978 147,056 117,503
5 More than eleven 31,508 24,378 27,748 28,305 27,266 29,450 21,262 32,680 38,830 40,356 38,798 31,208
6 Inflation-protected2 8,247 9,086 7,250 10,970 6,909 6,058 5,257 8,543 11,390 12,058 10,046 7,609
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 58,061 60,599 61,082 57,085 65,417 64,079 58,427 58,803 56,703 56,403 69,294 68,466
  Coupon securities by maturity  
8 Three years or less 8,294 7,410 6,867 7,478 7,772 7,875 6,424 5,032 6,131 6,672 7,811 13,194
9 More than three years but less than or equal to six years 6,330 5,412 4,232 6,533 6,230 4,408 2,073 2,837 4,120 6,810 3,481 3,969
10 More than six years but less than or equal to eleven years 3,093 3,386 1,904 3,530 1,993 1,594 1,229 1,823 3,129 5,453 2,872 3,630
11 More than eleven years 697 408 472 387 285 906 390 356 503 721 426 372
 
12 Mortgage-backed 269,242 242,122 242,035 242,065 383,987 225,573 171,486 187,078 263,059 355,269 182,482 191,496
 
  Corporate securities  
13 One year or less 158,670 162,124 169,031 155,123 184,931 181,981 167,206 150,352 161,391 163,826 206,165 192,022
14 More than one year 21,548 20,917 20,143 20,338 21,691 20,740 18,451 19,575 12,518 19,776 19,508 27,357
 
  By type of counterparty  
  With interdealer broker  
15 U.S. Treasury 228,874 203,082 214,364 222,590 221,017 215,791 184,554 231,160 319,578 226,619 254,398 230,078
16 Federal agency and government-sponsored enterprises 6,109 5,595 4,679 5,922 5,594 4,853 3,354 4,171 6,532 6,787 5,629 6,354
17 Mortgage-backed 67,102 63,481 58,914 54,269 81,992 64,474 46,870 45,108 49,004 80,239 46,495 51,172
18 Corporate 581 519 399 488 431 413 347 352 351 616 470 477
  With other  
19 U.S. Treasury 323,880 297,400 303,694 305,671 314,125 327,826 252,354 319,285 445,550 324,274 336,602 321,059
20 Federal agency and government-sponsored enterprises 70,366 71,621 69,877 69,090 76,103 74,010 65,189 64,680 64,054 69,272 78,254 83,277
21 Mortgage-backed 202,141 178,642 183,121 187,796 301,995 161,099 124,617 141,970 214,055 275,030 135,987 140,324
22 Corporate 179,637 182,522 188,776 174,973 206,191 202,308 185,310 169,575 173,558 182,986 225,202 218,902

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: January 5, 2006