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Statistical Supplement | February 2006

Statistical Supplement to the Federal Reserve Bulletin, February 2006

1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2005 2005, week ending
Aug Sept Oct Oct 5 Oct 12 Oct 19 Oct 26 Nov 2 Nov 9 Nov 16 Nov 23
  Net outright positions2
1 U.S. Treasury bills -2,079 -4,848 -2,444 2,561 -2,594 -3,922 -3,355 -3,897 9,822 2,721 5,943
  Treasury coupon securities by maturity  
2 Three years or less -41,787 -42,218 -50,292 -48,843 -50,738 -53,439 -48,038 -49,864 -50,056 -47,680 -43,481
3 More than three years but less than or equal to six years -49,062 -43,808 -50,526 -47,532 -47,230 -52,911 -50,985 -54,153 -50,804 -49,284 -44,176
4 More than six but less than or equal to eleven years -32,058 -21,049 -25,033 -24,157 -25,082 -25,753 -24,736 -25,251 -29,464 -25,107 -24,274
5 More than eleven -7,745 -9,436 -9,505 -8,379 -8,342 -8,361 -11,384 -11,232 -10,265 -8,508 -11,122
6 Inflation-protected -479 -307 396 160 -450 818 331 1,318 1,966 1,596 2,050
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 48,076 43,150 47,920 42,946 46,231 49,853 51,655 47,324 47,458 49,246 56,013
  Coupon securities, by maturity  
8 Three years or less 28,904 28,937 30,134 27,517 27,605 32,657 31,770 30,472 27,973 24,991 27,394
9 More than three years but less than or equal to six years 10,502 12,436 11,440 10,651 9,956 10,667 12,792 13,497 14,025 12,603 12,773
10 More than six but less than or equal to eleven years 841 2,969 1,965 2,867 1,758 2,939 2,069 -159 827 2,165 2,939
11 More than eleven 3,802 4,359 4,246 4,264 4,361 4,305 4,037 4,276 4,425 4,442 4,907
 
12 Mortgage-backed 30,844 29,395 29,276 30,840 27,629 26,997 32,082 29,278 20,583 18,282 14,651
 
  Corporate securities  
13 One year or less 33,591 34,452 36,407 34,843 32,368 37,957 38,825 38,072 32,293 34,695 45,783
14 More than one year 124,182 132,621 134,434 136,313 133,311 129,943 136,619 137,357 138,126 137,702 139,698
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 1,097,150 1,153,469 1,166,856 1,163,820 1,128,639 1,166,760 1,191,409 1,189,153 1,195,423 1,183,749 1,093,305
16 Term 1,259,667 1,383,137 1,234,077 1,160,338 1,218,641 1,230,746 1,290,970 1,254,439 1,412,241 1,289,965 1,449,367
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 156,993 156,866 160,726 152,994 156,472 154,299 170,285 170,027 165,567 177,222 142,160
18 Term 210,391 196,121 202,995 191,910 194,650 206,867 211,602 208,293 235,788 233,516 256,391
  Mortgage-backed securities  
19 Overnight and continuing 80,566 82,582 91,148 82,347 92,396 85,791 92,850 103,317 96,831 103,719 102,046
20 Term 407,289 414,306 400,892 390,692 397,810 403,381 403,199 408,691 422,064 407,532 421,999
  Corporate securities  
21 Overnight and continuing 107,104 108,693 109,470 109,588 109,634 108,730 110,204 109,131 110,995 109,126 108,561
22 Term 81,086 89,218 90,240 88,508 89,514 90,105 90,437 92,901 97,802 97,656 95,809
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 730,309 742,389 727,664 717,021 693,230 722,324 769,680 735,166 770,255 780,562 648,905
24 Term 1,621,632 1,755,400 1,598,290 1,501,857 1,569,181 1,596,251 1,656,262 1,657,167 1,828,859 1,690,611 1,892,186
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 1,065,384 1,095,545 1,126,877 1,120,440 1,104,365 1,119,133 1,155,222 1,135,991 1,147,870 1,159,516 1,006,087
26 Term 1,059,290 1,223,932 1,045,827 972,378 1,027,359 1,036,776 1,100,055 1,081,883 1,245,775 1,100,639 1,310,979
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 298,300 298,371 302,317 295,614 294,555 295,338 314,249 312,954 304,460 305,530 283,805
28 Term 142,249 138,664 141,878 129,015 128,548 144,483 155,003 151,383 171,652 171,413 198,728
  Mortgage-backed securities  
29 Overnight and continuing 493,961 528,936 538,975 526,374 547,308 540,278 544,531 530,304 502,330 537,662 492,380
30 Term 244,753 243,214 223,668 215,948 216,093 221,488 226,272 241,400 253,435 251,726 309,552
  Corporate securities  
31 Overnight and continuing 221,604 234,137 244,678 241,369 236,572 247,187 247,551 251,800 245,784 248,876 248,850
32 Term 46,793 52,610 54,762 52,491 54,035 54,187 55,528 57,782 63,770 60,368 67,909
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 1,847,325 1,907,304 1,945,698 1,919,373 1,916,654 1,934,746 1,989,077 1,967,289 1,941,346 1,990,005 1,759,358
34 Term 1,413,373 1,573,123 1,380,883 1,279,569 1,336,747 1,375,666 1,452,971 1,450,368 1,655,844 1,505,526 1,820,954

Note. Major changes in the report form filed by primary dealers included a break in many 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. Data for positions and financing are obtained from reports submitted to the Federal Reserve Bank of New York by the U.S. government securities dealers on its published list of primary dealers. Weekly figures are close-of-business Wednesday data. Positions for calendar days of the report week are assumed to be constant. Monthly averages are based on the number of calendar days in the month.   Return to table

2. Net outright positions include all U.S. government, federal agency, government-sponsored enterprise, mortgage-backed, and corporate securities scheduled for immediate and forward delivery, as well as U.S. government securities traded on a when-issued basis between the announcement and issue date.   Return to table

3. Figures cover financing U.S. government, federal agency, government-sponsored enterprise, mortgage-backed, and corporate securities. Financing transactions for Treasury inflation-protected securities (TIPS) are reported in actual funds paid or received, except for pledged securities. TIPS that are issued as pledged securities are reported at par value, which is the value of the security at original issuance (unadjusted for inflation).   Return to table

Statistical Supplement | February 2006 | Tips for printing wide tables | Symbols and Abbreviations


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Last update: March 2, 2006