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

Statistical Supplement | February 2006

Statistical Supplement to the Federal Reserve Bulletin, February 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		Aug	Sept	Oct	Oct 5	Oct 12	Oct 19	Oct 26	Nov 2	Nov 9	Nov 16	Nov 23
		Net outright positions²
1	U.S. Treasury bills	-2,079	-4,848	-2,444	2,561	-2,594	-3,922	-3,355	-3,897	9,822	2,721	5,943
	Treasury coupon securities by maturity
2	Three years or less	-41,787	-42,218	-50,292	-48,843	-50,738	-53,439	-48,038	-49,864	-50,056	-47,680	-43,481
3	More than three years but less than or equal to six years	-49,062	-43,808	-50,526	-47,532	-47,230	-52,911	-50,985	-54,153	-50,804	-49,284	-44,176
4	More than six but less than or equal to eleven years	-32,058	-21,049	-25,033	-24,157	-25,082	-25,753	-24,736	-25,251	-29,464	-25,107	-24,274
5	More than eleven	-7,745	-9,436	-9,505	-8,379	-8,342	-8,361	-11,384	-11,232	-10,265	-8,508	-11,122
6	Inflation-protected	-479	-307	396	160	-450	818	331	1,318	1,966	1,596	2,050

	Federal agency and government-sponsored enterprises
7	Discount notes	48,076	43,150	47,920	42,946	46,231	49,853	51,655	47,324	47,458	49,246	56,013
	Coupon securities, by maturity
8	Three years or less	28,904	28,937	30,134	27,517	27,605	32,657	31,770	30,472	27,973	24,991	27,394
9	More than three years but less than or equal to six years	10,502	12,436	11,440	10,651	9,956	10,667	12,792	13,497	14,025	12,603	12,773
10	More than six but less than or equal to eleven years	841	2,969	1,965	2,867	1,758	2,939	2,069	-159	827	2,165	2,939
11	More than eleven	3,802	4,359	4,246	4,264	4,361	4,305	4,037	4,276	4,425	4,442	4,907

12	Mortgage-backed	30,844	29,395	29,276	30,840	27,629	26,997	32,082	29,278	20,583	18,282	14,651

	Corporate securities
13	One year or less	33,591	34,452	36,407	34,843	32,368	37,957	38,825	38,072	32,293	34,695	45,783
14	More than one year	124,182	132,621	134,434	136,313	133,311	129,943	136,619	137,357	138,126	137,702	139,698
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,097,150	1,153,469	1,166,856	1,163,820	1,128,639	1,166,760	1,191,409	1,189,153	1,195,423	1,183,749	1,093,305
16	Term	1,259,667	1,383,137	1,234,077	1,160,338	1,218,641	1,230,746	1,290,970	1,254,439	1,412,241	1,289,965	1,449,367
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	156,993	156,866	160,726	152,994	156,472	154,299	170,285	170,027	165,567	177,222	142,160
18	Term	210,391	196,121	202,995	191,910	194,650	206,867	211,602	208,293	235,788	233,516	256,391
	Mortgage-backed securities
19	Overnight and continuing	80,566	82,582	91,148	82,347	92,396	85,791	92,850	103,317	96,831	103,719	102,046
20	Term	407,289	414,306	400,892	390,692	397,810	403,381	403,199	408,691	422,064	407,532	421,999
	Corporate securities
21	Overnight and continuing	107,104	108,693	109,470	109,588	109,634	108,730	110,204	109,131	110,995	109,126	108,561
22	Term	81,086	89,218	90,240	88,508	89,514	90,105	90,437	92,901	97,802	97,656	95,809

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	730,309	742,389	727,664	717,021	693,230	722,324	769,680	735,166	770,255	780,562	648,905
24	Term	1,621,632	1,755,400	1,598,290	1,501,857	1,569,181	1,596,251	1,656,262	1,657,167	1,828,859	1,690,611	1,892,186

	Securities out, U.S. Treasury
25	Overnight and continuing	1,065,384	1,095,545	1,126,877	1,120,440	1,104,365	1,119,133	1,155,222	1,135,991	1,147,870	1,159,516	1,006,087
26	Term	1,059,290	1,223,932	1,045,827	972,378	1,027,359	1,036,776	1,100,055	1,081,883	1,245,775	1,100,639	1,310,979
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	298,300	298,371	302,317	295,614	294,555	295,338	314,249	312,954	304,460	305,530	283,805
28	Term	142,249	138,664	141,878	129,015	128,548	144,483	155,003	151,383	171,652	171,413	198,728
	Mortgage-backed securities
29	Overnight and continuing	493,961	528,936	538,975	526,374	547,308	540,278	544,531	530,304	502,330	537,662	492,380
30	Term	244,753	243,214	223,668	215,948	216,093	221,488	226,272	241,400	253,435	251,726	309,552
	Corporate securities
31	Overnight and continuing	221,604	234,137	244,678	241,369	236,572	247,187	247,551	251,800	245,784	248,876	248,850
32	Term	46,793	52,610	54,762	52,491	54,035	54,187	55,528	57,782	63,770	60,368	67,909

	Memo
	Repurchase agreements
33	Overnight and continuing	1,847,325	1,907,304	1,945,698	1,919,373	1,916,654	1,934,746	1,989,077	1,967,289	1,941,346	1,990,005	1,759,358
34	Term	1,413,373	1,573,123	1,380,883	1,279,569	1,336,747	1,375,666	1,452,971	1,450,368	1,655,844	1,505,526	1,820,954

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: March 2, 2006