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Statistical Supplement | April 2007

Statistical Supplement to the Federal Reserve Bulletin, April 2007

1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2006 2006, week ending 2007, week ending
Oct Nov Dec Dec 6 Dec 13 Dec 20 Dec 27 Jan 3 Jan 10 Jan 17 Jan 24
  Net outright positions2
1 U.S. Treasury bills -6,537 1,520 -5,995 1,257 -799 -2,828 -14,021 -17,461 -14,136 -13,732 -23,980
  Treasury coupon securities by maturity  
2 Three years or less -42,455 -46,905 -48,199 -46,239 -47,281 -48,596 -47,289 -53,640 -49,692 -43,376 -41,822
3 More than three years but less than or equal to six years -35,394 -36,583 -17,373 -14,589 -18,575 -19,385 -17,694 -15,365 -17,836 -23,434 -27,038
4 More than six but less than or equal to eleven years -29,618 -32,355 -44,108 -40,104 -43,222 -47,560 -44,904 -44,233 -45,979 -43,349 -46,260
5 More than eleven -16,023 -16,750 -20,610 -18,877 -19,534 -21,798 -22,231 -20,179 -20,984 -20,120 -19,865
6 Inflation-protected 839 3,151 2,716 1,843 2,587 2,870 3,516 2,579 3,789 2,559 3,687
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 46,978 45,376 38,111r 38,573 37,973 40,163 36,280 37,269 30,167 35,544 31,085
  Coupon securities, by maturity  
8 Three years or less 28,776 30,880 29,408r 34,635 30,014 26,675 26,722 29,994 26,687 26,863 24,584
9 More than three years but less than or equal to six years 14,323 15,421 12,653r 14,041 12,321 12,636 12,117 12,118 13,223 13,918 13,647
10 More than six but less than or equal to eleven years 6,981 8,894 9,124r 9,590 8,880 8,768 8,667 10,277 9,559 11,299 11,803
11 More than eleven 9,311 9,539 10,223r 9,604 10,564 10,029 10,129 11,056 10,813 10,519 10,491
 
12 Mortgage-backed 43,204 50,649 46,483r 52,789 49,842 41,734 44,124 43,584 45,662 44,586 54,839
 
  Corporate securities  
13 One year or less 44,549 44,492 42,764r 42,470 49,143 43,481 36,357 41,997 38,153 43,358 44,064
14 More than one year 156,427 165,916 172,716r 165,962 177,074 173,313 174,114 171,731 164,628 160,125 153,591
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 1,282,638 1,278,567 1,271,697 1,351,334 1,271,843 1,255,770 1,223,290 1,264,568 1,284,341 1,286,009 1,251,798
16 Term 1,014,288 1,080,195 1,045,345 996,349 1,043,170 1,075,887 1,110,089 955,891 1,049,574 1,093,971 1,172,717
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 190,400 186,480 181,681 186,111 193,997 183,063 169,873 171,729 181,862 182,974 173,790
18 Term 223,831 236,435 235,952 234,602 238,185 235,975 245,440 217,425 224,287 228,817 228,017
  Mortgage-backed securities  
19 Overnight and continuing 131,304 118,166 113,177r 114,050 119,436 113,485 101,892 120,127 132,078 140,776 142,557
20 Term 389,408 400,309 413,186r 413,115 414,691 424,497 421,529 376,261 398,283 398,867 418,648
  Corporate securities  
21 Overnight and continuing 110,511 110,491 108,043r 106,951 108,009 108,139 109,283 107,400 108,431 108,146 107,481
22 Term 94,279 96,524 97,346r 97,048 97,407 95,915 101,776 92,441 91,533 90,046 89,403
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 799,840 800,232 798,145r 867,288 802,702 785,742 755,957 781,990 815,226 827,417 787,172
24 Term 1,342,730 1,405,094 1,359,169r 1,324,652 1,381,932 1,402,769 1,423,743 1,181,801 1,283,185 1,328,107 1,409,891
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 1,262,015 1,276,509 1,284,706 1,363,308 1,273,170 1,271,680 1,239,428 1,289,022 1,285,241 1,286,407 1,230,327
26 Term 816,518 864,018 820,367 770,194 829,980 845,037 888,375 716,615 818,651 870,871 955,412
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 331,581 337,180 325,381 350,206 339,257 320,495 304,737 308,537 313,024 325,532 316,950
28 Term 164,197 170,513 166,868 162,040 166,859 174,634 178,539 140,110 146,230 142,601 146,454
  Mortgage-backed securities  
29 Overnight and continuing 600,543 601,492 597,636r 613,229 608,812 608,528 578,433 569,236 580,629 611,414 622,172
30 Term 245,721 258,298 259,963r 255,485 270,284 264,234 275,243 214,407 230,889 216,745 228,722
  Corporate securities  
31 Overnight and continuing 288,918 285,345 298,760r 296,164 297,713 301,296 292,194 311,542 305,165 305,820 292,359
32 Term 56,426 61,748 59,528r 58,246 58,518 53,721 59,038 74,240 75,731 76,039 78,510
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 2,193,779 2,204,452 2,210,498r 2,323,723 2,221,223 2,198,810 2,130,730 2,181,939 2,188,148 2,234,034 2,167,517
34 Term 1,199,443 1,273,901 1,233,796r 1,172,453 1,260,835 1,269,406 1,317,670 1,069,396 1,189,372 1,221,798 1,329,139

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


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Last update: May 2, 2007