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Statistical Supplement | March 2007

Statistical Supplement to the Federal Reserve Bulletin, March 2007

1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2006 2006, week ending
Sept Oct Nov Nov 1 Nov 8 Nov 15 Nov 22 Nov 29 Dec 6 Dec 13 Dec 20
  Net outright positions2
1 U.S. Treasury bills -3,879 -6,537 1,520 -3,082 3,481 -3,589 -409 7,290 1,257 -799 -2,828
  Treasury coupon securities by maturity  
2 Three years or less -43,956 -42,455 -46,905 -41,299 -40,255 -42,958 -51,243 -54,059 -46,239 -47,281 -48,596
3 More than three years but less than or equal to six years -40,352 -35,394 -36,583 -35,068 -42,872 -38,258 -36,078 -32,481 -14,589 -18,575 -19,385
4 More than six but less than or equal to eleven years -26,468 -29,618 -32,355 -32,787 -30,481 -32,741 -31,456 -33,574 -40,104 -43,222 -47,560
5 More than eleven -16,100 -16,023 -16,750 -15,856 -16,627 -17,564 -16,139 -16,492 -18,877 -19,534 -21,798
6 Inflation-protected -175 839 3,151 3,514 3,134 3,107 3,481 3,016 1,843 2,587 2,870
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 44,102 46,978 45,376 51,953 46,776 44,498 48,978 41,286 38,573 37,973 40,163
  Coupon securities, by maturity  
8 Three years or less 31,277 28,776 30,880 26,378 27,897 29,265 31,980 34,485 34,635 30,014 26,675
9 More than three years but less than or equal to six years 13,458 14,323 15,421 15,089 14,526 16,921 14,573 15,907 14,041 12,321 12,636
10 More than six but less than or equal to eleven years 5,781 6,981 8,894 6,504 8,023 9,684 8,785 9,326 9,590 8,880 8,768
11 More than eleven 8,778 9,311 9,539 9,761 9,717 9,665 9,295 9,437 9,604 10,564 10,029
 
12 Mortgage-backed 39,757 43,204 50,649 45,871 47,083 49,232 56,009 50,649 52,789 49,842 41,734
 
  Corporate securities  
13 One year or less 42,782 44,549 44,492 46,115 42,401 45,862 48,777 40,983 42,470 49,143 43,481
14 More than one year 155,304 156,427 165,916 162,763 163,360 170,706 162,767 167,275 165,962 177,074 173,313
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 1,297,903 1,282,638 1,278,567 1,311,857 1,289,307 1,313,491 1,206,357 1,289,963 1,351,334 1,271,843 1,255,770
16 Term 1,029,197 1,014,288 1,080,195 1,035,667 1,125,507 984,305 1,142,913 1,086,395 996,349 1,043,170 1,075,887
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 191,192 190,400 186,480 183,869 192,529 189,477 181,291 183,047 186,111 193,997 183,063
18 Term 220,135 223,831 236,435 233,967 234,376 229,568 245,658 236,751 234,602 238,185 235,975
  Mortgage-backed securities  
19 Overnight and continuing 136,852 131,304 118,166 118,698 118,346 118,411 117,445 118,973 114,050 119,436 113,485
20 Term 374,251 389,408 400,309 385,234 401,232 390,095 407,373 402,859 413,115 414,691 424,497
  Corporate securities  
21 Overnight and continuing 107,445 110,511 110,491 111,532 113,206 112,323 110,745 106,048 106,951 108,009 108,139
22 Term 93,351 94,279 96,524 96,758 94,647 95,941 99,361 96,039 97,048 97,407 95,915
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 833,743 799,840 800,232 819,004 805,049 831,627 736,255 815,738 867,288 802,702 785,742
24 Term 1,333,816 1,342,730 1,405,094 1,362,226 1,454,917 1,300,203 1,482,816 1,400,055 1,324,652 1,381,932 1,402,769
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 1,278,848 1,262,015 1,276,509 1,284,776 1,280,076 1,305,958 1,213,585 1,292,835 1,363,308 1,273,170 1,271,680
26 Term 818,902 816,518 864,018 839,501 928,115 773,068 919,949 851,846 770,194 829,980 845,037
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 328,304 331,581 337,180 335,853 345,527 340,443 317,013 344,067 350,206 339,257 320,495
28 Term 153,789 164,197 170,513 168,066 167,389 159,664 191,874 164,684 162,040 166,859 174,634
  Mortgage-backed securities  
29 Overnight and continuing 582,080 600,543 601,492 600,656 592,749 615,423 587,486 608,753 613,229 608,812 608,528
30 Term 224,548 245,721 258,298 245,629 255,952 241,574 274,680 263,199 255,485 270,284 264,234
  Corporate securities  
31 Overnight and continuing 283,478 288,918 285,345 301,078 281,926 290,227 280,616 284,819 296,164 297,713 301,296
32 Term 50,943 56,426 61,748 57,462 62,901 62,385 61,400 61,420 58,246 58,518 53,721
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 2,195,960 2,193,779 2,204,452 2,226,021 2,197,387 2,248,499 2,106,987 2,244,813 2,323,723 2,221,223 2,198,810
34 Term 1,162,396 1,199,443 1,273,901 1,229,008 1,331,045 1,160,711 1,366,624 1,258,129 1,172,453 1,260,835 1,269,406

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 | March 2007 | Tips for printing wide tables | Symbols and Abbreviations


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Last update: March 30, 2007