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

Statistical Supplement | January 2006

Statistical Supplement to the Federal Reserve Bulletin, January 2006

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Item, by type of security		2005			2005, week ending
Millions of dollars
Item, by type of security		July	Aug	Sept	Aug 31	Sept 7	Sept 14	Sept 21	Sept 28	Oct 5	Oct 12	Oct 19
		Net outright positions²
1	U.S. Treasury bills	-1,304	-2,079	-4,848	-497	7,333	-7,303	-14,972	-6,565	2,561	-2,594	-3,922
	Treasury coupon securities by maturity
2	Three years or less	-50,908	-41,787	-42,218	-40,192	-26,488	-40,610	-45,740	-54,139	-48,843	-50,738	-53,439
3	More than three years but less than or equal to six years	-44,176	-49,062	-43,808	-51,911	-45,579	-43,307	-41,841	-43,440	-47,532	-47,230	-52,911
4	More than six but less than or equal to eleven years	-38,222	-32,058	-21,049	-28,661	-32,330	-17,701	-14,919	-18,356	-24,157	-25,082	-25,753
5	More than eleven	-5,395	-7,745	-9,436	-9,047	-10,726	-11,459	-8,596	-7,267	-8,379	-8,342	-8,361
6	Inflation-protected	-328	-479	-307	109	307	-820	-367	-481	160	-450	818

	Federal agency and government-sponsored enterprises
7	Discount notes	47,540	48,076	43,150	44,417	48,158	45,453	39,128	39,920	42,946	46,231	49,853
	Coupon securities, by maturity
8	Three years or less	30,547	28,904	28,937	28,474	29,549	30,666	29,450	26,487	27,517	27,605	32,657
9	More than three years but less than or equal to six years	9,375	10,502	12,436	10,743	9,822	12,871	14,108	13,453	10,651	9,956	10,667
10	More than six but less than or equal to eleven years	1,930	841	2,969	1,280	1,855	3,596	3,326	3,129	2,867	1,758	2,939
11	More than eleven	3,907	3,802	4,359	4,082	4,385	4,540	4,377	4,159	4,264	4,361	4,305

12	Mortgage-backed	27,977	30,844	29,395	27,637	27,009	28,728	30,506	30,922	30,840	27,629	26,997

	Corporate securities
13	One year or less	33,175	33,591	34,452	31,575	31,440	35,125	38,807	32,323	34,843	32,368	37,957
14	More than one year	124,537	124,182	132,621	135,473	132,329	129,394	128,627	139,078	136,313	133,311	129,943
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,107,551	1,097,150	1,153,469	1,095,188	1,166,040	1,138,703	1,186,281	1,119,893	1,163,820	1,128,639	1,166,760
16	Term	1,147,434	1,259,667	1,383,137	1,291,749	1,309,073	1,404,898	1,389,576	1,492,656	1,160,338	1,218,641	1,230,746
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	168,581	156,993	156,866	150,783	157,822	162,538	156,046	152,166	152,994	156,472	154,299
18	Term	205,433	210,391	196,121	223,163	207,446	200,745	187,559	189,936	191,910	194,650	206,867
	Mortgage-backed securities
19	Overnight and continuing	70,282	80,566	82,582	68,142	81,147	85,668	91,512	72,070	82,347	92,396	85,791
20	Term	405,031	407,289	414,306	413,149	412,723	411,089	413,826	426,332	390,692	397,810	403,381
	Corporate securities
21	Overnight and continuing	108,236	107,104	108,693	104,092	108,114	110,147	108,395	107,861	109,588	109,634	108,730
22	Term	75,899	81,086	89,218	88,993	85,876	86,608	92,226	92,363	88,508	89,514	90,105

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	725,844	730,309	742,389	762,408	799,556	735,478	748,089	693,683	717,021	693,230	722,324
24	Term	1,507,834	1,621,632	1,755,400	1,635,607	1,681,696	1,765,416	1,777,947	1,868,983	1,501,857	1,569,181	1,596,251

	Securities out, U.S. Treasury
25	Overnight and continuing	1,053,779	1,065,384	1,095,545	1,074,957	1,132,818	1,089,412	1,096,465	1,056,371	1,120,440	1,104,365	1,119,133
26	Term	980,179	1,059,290	1,223,932	1,079,080	1,139,324	1,244,767	1,252,160	1,331,349	972,378	1,027,359	1,036,776
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	305,954	298,300	298,371	300,387	303,514	317,870	291,716	281,173	295,614	294,555	295,338
28	Term	145,230	142,249	138,664	138,449	145,542	142,097	133,080	136,693	129,015	128,548	144,483
	Mortgage-backed securities
29	Overnight and continuing	488,457	493,961	528,936	486,833	497,764	528,127	549,199	541,385	526,374	547,308	540,278
30	Term	260,845	244,753	243,214	236,734	246,442	251,372	239,473	243,361	215,948	216,093	221,488
	Corporate securities
31	Overnight and continuing	217,694	221,604	234,137	233,588	229,890	232,448	236,994	235,151	241,369	236,572	247,187
32	Term	44,892	46,793	52,610	51,118	50,532	50,561	56,292	53,090	52,491	54,035	54,187

	Memo
	Repurchase agreements
33	Overnight and continuing	1,836,827	1,847,325	1,907,304	1,859,114	1,932,490	1,907,272	1,924,635	1,861,372	1,919,373	1,916,654	1,934,746
34	Term	1,352,550	1,413,373	1,573,123	1,421,928	1,497,340	1,607,591	1,593,173	1,678,260	1,279,569	1,336,747	1,375,666

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: January 26, 2006