FRB: July 2007 Statistical Supplement--U.S. Government Securities Dealers, Positions and Financing

Statistical Supplement | July 2007

Statistical Supplement to the Federal Reserve Bulletin, July 2007

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Millions of dollars
Item, by type of security		2007			2007, week ending
Item, by type of security		Jan	Feb	Mar	Feb 28	Mar 7	Mar 14	Mar 21	Mar 28	Apr 4	Apr 11	Apr 18
		Net outright positions²
1	U.S. Treasury bills	-18,837	-15,998	6,857	-12,643	9,334	3,032	6,831	4,061	16,584	10,679	-8,158
	Treasury coupon securities by maturity
2	Three years or less	-47,548	-39,186	-40,081	-33,029	-39,782	-35,170	-34,900	-46,929	-48,353	-45,143	-55,173
3	More than three years but less than or equal to six years	-23,097	-28,694	-35,781	-29,030	-38,370	-38,735	-37,973	-32,623	-25,105	-27,087	-27,139
4	More than six but less than or equal to eleven years	-46,261	-49,382	-46,976	-50,395	-50,434	-47,170	-45,996	-45,697	-43,721	-45,748	-45,078
5	More than eleven	-20,063	-18,457	-21,822	-21,336	-20,791	-23,418	-22,138	-21,423	-20,696	-20,249	-20,245
6	Inflation-protected	3,468	5,071	4,433	4,877	6,120	4,424	4,342	3,275	3,428	3,725	6,112

	Federal agency and government-sponsored enterprises
7	Discount notes	32,518	45,123	38,450	46,866	43,616	36,446	34,703	40,551	34,914	37,710	31,765
	Coupon securities, by maturity
8	Three years or less	26,388	29,260	37,433	34,651	38,980	41,845	35,434	34,422	35,222	28,114	25,862
9	More than three years but less than or equal to six years	13,052	13,454	16,934	16,774	17,406	17,346	16,594	16,292	17,164	17,583	14,403
10	More than six but less than or equal to eleven years	11,207	12,066	15,453	11,677	15,306	16,701	15,656	14,544	14,527	14,753	15,734
11	More than eleven	10,495	9,285	8,934	9,104	9,358	8,694	8,782	8,755	9,281	9,954	9,625

12	Mortgage-backed	50,148	38,592	31,173	37,039	24,362	30,039	33,462	33,219	39,597	38,732	33,947

	Corporate securities
13	One year or less	42,686	42,532	39,077	46,205	40,597	41,251	37,872	36,238	39,894	42,288	42,514
14	More than one year	161,638	180,948	210,347	201,182	201,174	216,365	209,346	214,037	211,432	208,495	207,937
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,280,252	1,304,338	1,379,446	1,404,644	1,414,375	1,393,645	1,381,436	1,347,429	1,334,873	1,381,292	1,373,890
16	Term	1,105,052	1,161,716	1,117,808	1,097,745	1,069,181	1,140,884	1,109,286	1,168,181	1,079,771	1,116,326	1,156,820
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	177,089	184,128	188,182	184,313	186,679	180,384	203,078	182,471	188,456	199,942	217,415
18	Term	231,173	245,077	249,156	248,622	257,113	246,210	243,505	250,458	247,607	246,919	248,484
	Mortgage-backed securities
19	Overnight and continuing	140,369	161,973	142,793	160,721	150,232	138,103	145,851	138,743	138,693	126,827	132,837
20	Term	405,947	424,857	436,325	413,040	437,768	440,061	430,712	435,687	438,825	449,531	454,941
	Corporate securities
21	Overnight and continuing	107,280	110,550	115,253	108,933	114,991	116,820	115,758	113,269	115,662	125,886	121,391
22	Term	91,109	102,365	105,367	105,405	105,395	107,085	105,413	103,045	106,601	107,152	106,119

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	827,546	876,058	919,436	1,015,371	965,528	913,586	919,096	898,706	874,697	918,129	923,298
24	Term	1,334,816	1,413,187	1,371,853	1,306,153	1,328,352	1,393,711	1,370,003	1,412,955	1,330,764	1,379,549	1,426,279

	Securities out, U.S. Treasury
25	Overnight and continuing	1,277,257	1,278,777	1,320,040	1,367,160	1,349,227	1,334,619	1,300,361	1,304,629	1,299,794	1,356,891	1,334,888
26	Term	874,232	934,405	941,659	872,814	897,541	960,872	941,383	984,442	900,591	911,425	962,452
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	320,146	334,159	349,890	353,863	374,156	342,264	350,866	336,579	339,848	344,718	342,149
28	Term	145,233	163,106	174,012	164,448	168,652	176,942	170,776	181,065	170,778	181,798	174,077
	Mortgage-backed securities
29	Overnight and continuing	604,344	630,959	624,203	603,485	617,354	632,938	628,360	620,214	619,412	620,697	655,306
30	Term	225,430	255,913	274,134	247,541	269,941	276,094	270,944	278,961	275,529	283,764	282,748
	Corporate securities
31	Overnight and continuing	301,524	304,122	331,262	322,990	325,636	334,678	333,198	323,274	350,545	350,737	348,524
32	Term	76,773	87,626	96,237	93,951	94,432	93,413	95,096	99,009	103,233	104,232	107,962

	Memo
	Repurchase agreements
33	Overnight and continuing	2,206,970	2,256,599	2,297,649	2,360,061	2,332,784	2,307,199	2,291,449	2,266,644	2,280,194	2,335,325	2,342,025
34	Term	1,239,395	1,356,991	1,398,643	1,294,972	1,347,035	1,423,409	1,392,976	1,449,539	1,355,744	1,385,518	1,433,842

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: August 13, 2007