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Statistical Supplement | February 2008

Statistical Supplement to the Federal Reserve Bulletin, February 2008

1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2007 2007, week ending
Aug Sept Oct Oct 3 Oct 10 Oct 17 Oct 24 Oct 31 Nov 7 Nov 14 Nov 21
  Net outright positions2
1 U.S. Treasury bills -4,183 1,907 -19,321 -19,609 -16,124 -22,944 -19,352 -18,740 -11,690 10,507 2,843
  Treasury coupon securities by maturity  
2 Three years or less -30,944 -16,154 -15,129 -7,628 -7,801 -15,659 -17,724 -22,547 -13,989 -26,428 -20,523
3 More than three years but less than or equal to six years -21,470 -25,003 -28,039 -29,965 -28,322 -31,528 -30,726 -20,754 -30,335 -33,274 -34,532
4 More than six but less than or equal to eleven years -38,696 -34,105 -39,823 -36,292 -38,318 -38,230 -42,096 -42,163 -39,592 -42,915 -34,673
5 More than eleven -15,130 -12,829 -14,809 -15,661 -14,685 -16,118 -15,530 -12,537 -16,137 -16,476 -12,148
6 Inflation-protected 6,409 4,910 5,645 2,766 3,171 6,571 7,818 6,256 6,794 5,460 5,384
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 51,675 49,035 50,695 53,106 56,903 56,119 42,980 45,744 40,386 50,625 44,822
  Coupon securities, by maturity  
8 Three years or less 34,345 36,908 37,178 36,399 37,639 35,978 36,871 38,556 37,334 39,347 41,190
9 More than three years but less than or equal to six years 5,985 5,146 8,223 5,812 7,185 8,811 8,813 9,115 8,518 7,456 6,371
10 More than six but less than or equal to eleven years 12,025 10,590 10,809 9,789 8,770 9,949 12,352 12,601 12,817 12,055 12,021
11 More than eleven 7,955 8,170 9,017 8,958 8,842 8,818 9,226 9,209 9,302 9,661 9,823
 
12 Mortgage-backed 27,557 47,268 33,863 43,870 37,171 31,077 28,781 34,135 37,107 37,641 39,929
 
  Corporate securities  
13 One year or less 42,047 44,980 47,608 48,344 42,578 43,616 51,513 52,409 43,337 47,102 46,822
14 More than one year 223,878 215,289 232,064 213,676 233,582 235,289 234,512 232,755 234,381 230,538 227,771
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 1,572,167 1,501,539 1,466,501 1,480,362 1,425,227 1,494,016 1,508,785 1,432,036 1,489,752 1,528,584 1,427,863
16 Term 1,167,026 1,094,060 1,168,589 1,061,673 1,108,354 1,147,531 1,226,059 1,238,234 1,289,879 1,320,775 1,312,258
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 223,259 243,298 256,317 252,450 255,742 261,403 271,780 238,000 269,651 242,300 235,773
18 Term 259,489 251,863 247,793 247,929 243,518 247,305 249,373 250,916 248,903 254,267 267,365
  Mortgage-backed securities  
19 Overnight and continuing 174,854 187,223 176,872 180,304 177,028 189,481 190,523 148,983 169,634 182,797 163,730
20 Term 422,772 455,438 468,290 456,212 450,105 466,010 476,491 485,730 471,822 480,259 501,753
  Corporate securities  
21 Overnight and continuing 131,945 130,702 128,489 131,968 132,314 127,516 127,091 125,545 129,131 132,189 128,837
22 Term 92,712 87,402 91,622 89,851 92,699 92,374 90,094 92,079 92,283 91,739 94,413
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 1,086,627 1,047,355 1,019,440 1,032,002 970,242 1,044,873 1,061,007 996,252 1,029,135 1,068,074 964,624
24 Term 1,449,144 1,454,416 1,532,960 1,421,160 1,455,967 1,517,207 1,619,190 1,587,391 1,684,911 1,727,304 1,735,592
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 1,502,390 1,486,795 1,458,046 1,471,213 1,438,868 1,462,551 1,482,138 1,442,983 1,501,432 1,503,626 1,428,296
26 Term 1,028,577 938,258 998,001 885,058 937,039 1,000,014 1,060,695 1,042,658 1,133,764 1,157,737 1,141,159
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 360,727 376,857 406,790 409,013 405,924 417,760 416,068 386,455 402,420 396,452 368,647
28 Term 181,466 179,846 156,629 156,507 154,392 152,348 163,158 156,672 160,792 166,009 191,098
  Mortgage-backed securities  
29 Overnight and continuing 681,660 705,880 757,667 712,131 702,782 768,843 798,385 780,173 763,274 802,086 774,332
30 Term 237,805 246,995 235,700 243,592 225,804 233,304 242,188 238,123 259,445 255,371 297,647
  Corporate securities  
31 Overnight and continuing 353,080 356,307 373,631 354,843 355,057 365,308 382,245 399,965 376,566 391,464 367,191
32 Term 101,364 94,289 93,167 97,118 94,434 105,898 92,380 78,262 93,603 89,686 102,080
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 2,487,392 2,544,178 2,597,999 2,563,395 2,512,064 2,616,497 2,679,304 2,598,959 2,618,398 2,673,580 2,538,816
34 Term 1,448,108 1,372,292 1,395,479 1,298,622 1,322,886 1,401,558 1,469,562 1,429,420 1,565,086 1,588,014 1,627,442

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 2008 | Tips for printing wide tables | Symbols and Abbreviations


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Last update: March 13, 2008