FRB: December 2006 Statistical Supplement--U.S. Government Securities Dealers, Positions and Financing

Statistical Supplement | December 2006

Statistical Supplement to the Federal Reserve Bulletin, December 2006

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Item, by type of security		2006			2006, week ending
Millions of dollars
Item, by type of security		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