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Statistical Supplement | December 2006

Statistical Supplement to the Federal Reserve Bulletin, December 2006

1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2006 2006, week ending
June July Aug Aug 2 Aug 9 Aug 16 Aug 23 Aug 30 Sept 6 Sept 13 Sept 20
  Net outright positions2
1 U.S. Treasury bills -21,412 -19,218 -5,409 -13,603 -9,957 -6,549 -3,927 227 955 6,687 -3,729
  Treasury coupon securities by maturity  
2 Three years or less -34,485 -38,728 -38,641 -38,697 -28,818 -35,315 -39,120 -51,043 -40,407 -40,644 -44,314
3 More than three years but less than or equal to six years -35,657 -38,002 -35,851 -37,302 -33,383 -35,759 -38,279 -35,635 -35,385 -41,514 -41,364
4 More than six but less than or equal to eleven years -39,886 -41,469 -34,201 -40,925 -35,102 -33,732 -34,502 -32,183 -29,746 -25,238 -28,738
5 More than eleven -16,297 -13,276 -12,943 -13,304 -14,162 -11,577 -12,948 -12,676 -15,081 -16,028 -17,297
6 Inflation-protected 1,007 501 -2,216 616 -1,351 -2,793 -3,169 -2,463 -1,484 -389 1,196
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 49,670 40,607 43,309 40,905 37,549 42,637 46,181 47,249 45,463 47,077 41,910
  Coupon securities, by maturity  
8 Three years or less 42,731 41,372 34,472 35,193 37,526 36,171 33,552 31,413 27,619 29,654 34,277
9 More than three years but less than or equal to six years 13,858 13,590 12,493 13,869 12,312 11,785 12,837 12,732 11,879 12,438 13,034
10 More than six but less than or equal to eleven years 4,963 6,248 3,774 4,663 2,330 4,138 4,227 4,099 4,096 5,372 5,970
11 More than eleven 7,567 8,327 8,349 8,708 8,321 8,161 8,363 8,426 8,513 8,485 8,649
 
12 Mortgage-backed 36,829 32,666 32,887 27,766 30,893 27,802 30,598 43,358 35,418 29,302 38,292
 
  Corporate securities  
13 One year or less 41,588 41,943 41,341 46,539 45,849 42,794 37,078 38,162 41,304 40,060 46,463
14 More than one year 134,766 139,702 148,230 143,140 145,331 147,263 146,130 154,894 153,535 150,055 152,807
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 1,278,869 1,282,047 1,304,509 1,312,042 1,303,649 1,289,687 1,301,197 1,321,496 1,303,479 1,336,794 1,303,375
16 Term 1,173,745 974,766 993,600 1,013,511 1,040,804 926,612 975,144 1,031,133 958,739 1,037,969 1,016,434
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 195,306 190,837 208,706 193,469 206,967 210,975 205,829 216,942 197,954 196,351 192,019
18 Term 238,865 211,048 208,412 207,009 193,846 204,242 215,889 218,875 216,776 221,214 220,057
  Mortgage-backed securities  
19 Overnight and continuing 124,683 129,655 141,996 126,130 139,680 136,848 144,702 151,864 137,967 152,185 129,771
20 Term 391,005 377,443 371,674 359,594 361,948 363,933 376,125 388,877 366,510 365,890 373,729
  Corporate securities  
21 Overnight and continuing 113,302 113,378 109,456 111,600 111,678 109,913 108,288 107,703 106,867 107,065 106,763
22 Term 90,627 91,896 95,782 95,326 96,427 96,934 97,208 92,980 93,748 95,406 93,383
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 822,752 804,846 846,966 820,945 816,307 831,609 853,637 893,195 850,827 877,654 829,597
24 Term 1,552,385 1,303,600 1,300,898 1,317,363 1,340,726 1,222,963 1,284,342 1,357,977 1,251,060 1,330,506 1,335,427
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 1,211,080 1,232,418 1,273,351 1,269,450 1,261,141 1,280,920 1,277,036 1,271,121 1,303,436 1,323,398 1,250,743
26 Term 1,020,507 801,923 809,818 838,938 870,168 734,617 786,084 849,484 744,008 832,573 826,723
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 332,648 331,064 341,831 336,945 342,427 336,306 348,543 343,191 329,593 334,081 332,403
28 Term 181,703 145,879 143,564 135,156 129,565 141,868 146,527 158,001 148,448 150,093 154,485
  Mortgage-backed securities  
29 Overnight and continuing 526,341 554,137 568,483 555,373 559,079 589,512 569,141 561,540 557,335 610,993 575,645
30 Term 235,898 211,969 215,161 193,254 203,933 210,890 219,073 233,418 212,276 219,509 225,874
  Corporate securities  
31 Overnight and continuing 270,947 281,880 281,496 288,574 281,018 285,100 277,269 280,683 280,725 283,996 282,843
32 Term 52,763 48,717 49,203 50,308 48,556 49,193 49,090 49,729 48,712 49,655 51,293
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 2,080,953 2,116,218 2,183,573 2,163,228 2,158,155 2,204,757 2,196,202 2,179,081 2,196,939 2,270,977 2,173,601
34 Term 1,409,984 1,127,579 1,134,743 1,132,436 1,167,204 1,053,685 1,117,044 1,210,173 1,075,417 1,163,604 1,172,234

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

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Last update: December 21, 2006