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Statistical Supplement | November 2006

Statistical Supplement to the Federal Reserve Bulletin, November 2006

1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2006 2006, week ending
May June July July 5 July 12 July 19 July 26 Aug 2 Aug 9 Aug 16 Aug 23
  Net outright positions2
1 U.S. Treasury bills -14,690 -21,412 -19,218 -25,334 -18,222 -23,302 -15,771 -13,603 -9,957 -6,549 -3,927
  Treasury coupon securities by maturity  
2 Three years or less -41,969 -34,485 -38,728 -38,149 -36,547 -42,711 -37,363 -38,697 -28,818 -35,315 -39,120
3 More than three years but less than or equal to six years -42,707 -35,657 -38,002 -38,863 -39,086 -36,030 -38,775 -37,302 -33,383 -35,759 -38,279
4 More than six but less than or equal to eleven years -37,581 -39,886 -41,469 -42,016 -43,916 -42,201 -38,289 -40,925 -35,102 -33,732 -34,502
5 More than eleven -16,693 -16,297 -13,276 -16,397 -11,788 -13,691 -12,100 -13,304 -14,162 -11,577 -12,948
6 Inflation-protected 1,653 1,007 501 127 -822 850 1,660 616 -1,351 -2,793 -3,169
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 52,218 49,670 40,607 42,317 45,322 34,285 40,779 40,905 37,549 42,637 46,181
  Coupon securities, by maturity  
8 Three years or less 38,257 42,731 41,372 44,645 44,771 40,618 40,803 35,193 37,526 36,171 33,552
9 More than three years but less than or equal to six years 12,673 13,858 13,590 12,875 12,771 13,574 14,735 13,869 12,312 11,785 12,837
10 More than six but less than or equal to eleven years 3,723 4,963 6,248 6,836 7,534 6,321 5,602 4,663 2,330 4,138 4,227
11 More than eleven 7,027 7,567 8,327 7,979 7,867 8,594 8,498 8,708 8,321 8,161 8,363
 
12 Mortgage-backed 37,865 36,829 32,666 40,068 34,093 31,463 30,654 27,766 30,893 27,802 30,598
 
  Corporate securities  
13 One year or less 38,812 41,588 41,943 38,645 33,963 45,002 45,936 46,539 45,849 42,794 37,078
14 More than one year 159,780 134,766 139,702 142,721 141,045 136,133 137,316 143,140 145,331 147,263 146,130
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 1,303,786 1,278,869 1,282,047 1,287,534 1,281,734 1,270,110 1,268,950 1,312,042 1,303,649 1,289,687 1,301,197
16 Term 1,132,988 1,173,745 974,766 852,059 933,544 998,245 1,052,484 1,013,511 1,040,804 926,612 975,144
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 190,257 195,306 190,837 192,509 192,108 183,086 194,241 193,469 206,967 210,975 205,829
18 Term 224,086 238,865 211,048 191,135 208,781 221,835 219,636 207,009 193,846 204,242 215,889
  Mortgage-backed securities  
19 Overnight and continuing 117,786 124,683 129,655 129,673 124,871 131,406 135,193 126,130 139,680 136,848 144,702
20 Term 384,359 391,005 377,443 374,638 377,570 384,869 384,643 359,594 361,948 363,933 376,125
  Corporate securities  
21 Overnight and continuing 111,356 113,302 113,378 116,216 113,531 112,956 112,891 111,600 111,678 109,913 108,288
22 Term 95,587 90,627 91,896 88,624 91,211 91,377 92,987 95,326 96,427 96,934 97,208
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 835,023 822,752 804,846 814,450 799,555 795,479 801,146 820,945 816,307 831,609 853,637
24 Term 1,487,485 1,552,385 1,303,600 1,179,783 1,263,116 1,338,091 1,388,202 1,317,363 1,340,726 1,222,963 1,284,342
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 1,213,054 1,211,080 1,232,418 1,230,340 1,222,901 1,231,732 1,217,653 1,269,450 1,261,141 1,280,920 1,277,036
26 Term 999,245 1,020,507 801,923 683,248 760,098 821,343 882,657 838,938 870,168 734,617 786,084
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 321,146 332,648 331,064 318,502 340,200 322,175 335,589 336,945 342,427 336,306 348,543
28 Term 173,310 181,703 145,879 142,891 142,965 149,186 155,280 135,156 129,565 141,868 146,527
  Mortgage-backed securities  
29 Overnight and continuing 517,720 526,341 554,137 537,366 532,800 569,106 571,600 555,373 559,079 589,512 569,141
30 Term 249,114 235,898 211,969 211,206 210,459 225,044 214,316 193,254 203,933 210,890 219,073
  Corporate securities  
31 Overnight and continuing 266,573 270,947 281,880 286,411 276,541 283,275 277,808 288,574 281,018 285,100 277,269
32 Term 55,916 52,763 48,717 46,485 48,061 47,716 50,833 50,308 48,556 49,193 49,090
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 2,063,970 2,080,953 2,116,218 2,097,364 2,096,263 2,126,409 2,105,869 2,163,228 2,158,155 2,204,757 2,196,202
34 Term 1,391,241 1,409,984 1,127,579 1,003,723 1,082,716 1,161,786 1,223,234 1,132,436 1,167,204 1,053,685 1,117,044

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 | November 2006 | Tips for printing wide tables | Symbols and Abbreviations


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Last update: November 29, 2006