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

Statistical Supplement | March 2006

Statistical Supplement to the Federal Reserve Bulletin, March 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		Sept	Oct	Nov	Nov 2	Nov 9	Nov 16	Nov 23	Nov 30	Dec 7	Dec 14	Dec 21
		Net outright positions²
1	U.S. Treasury bills	-4,848	-2,444	10,674	-3,897	9,822	2,721	5,943	28,372	40,131	35,469	21,516
	Treasury coupon securities by maturity
2	Three years or less	-42,218	-50,292	-48,100	-49,864	-50,056	-47,680	-43,481	-50,679	-51,303	-45,003	-49,332
3	More than three years but less than or equal to six years	-43,808	-50,526	-46,390	-54,153	-50,804	-49,284	-44,176	-39,077	-45,398	-42,754	-41,239
4	More than six but less than or equal to eleven years	-21,049	-25,033	-27,219	-25,251	-29,464	-25,107	-24,274	-30,593	-30,986	-28,172	-29,785
5	More than eleven	-9,436	-9,505	-10,773	-11,232	-10,265	-8,508	-11,122	-13,064	-13,631	-10,391	-10,827
6	Inflation-protected	-307	396	1,606	1,318	1,966	1,596	2,050	894	1,107	574	404

	Federal agency and government-sponsored enterprises
7	Discount notes	43,150	47,920	50,353	47,324	47,458	49,246	56,013	49,559	59,618	56,885	43,197
	Coupon securities, by maturity
8	Three years or less	28,937	30,134	27,242	30,472	27,973	24,991	27,394	27,689	28,207	28,034	26,438
9	More than three years but less than or equal to six years	12,436	11,440	12,538	13,497	14,025	12,603	12,773	10,475	9,827	8,321	10,092
10	More than six but less than or equal to eleven years	2,969	1,965	2,011	-159	827	2,165	2,939	2,733	2,230	2,165	1,305
11	More than eleven	4,359	4,246	4,598	4,276	4,425	4,442	4,907	4,708	4,777	5,112	5,066

12	Mortgage-backed	29,395	29,276	18,924	29,278	20,583	18,282	14,651	19,222	9,525	15,252	13,147

	Corporate securities
13	One year or less	34,452	36,407	38,830	38,072	32,293	34,695	45,783	42,767	46,442	45,945	45,141
14	More than one year	132,621	134,434	140,269	137,357	138,126	137,702	139,698	146,381	144,557	145,644	145,264
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,153,469	1,166,856	1,164,093	1,189,153	1,195,423	1,183,749	1,093,305	1,176,736	1,186,608	1,167,555	1,109,858
16	Term	1,383,137	1,234,077	1,364,186	1,254,439	1,412,241	1,289,965	1,449,367	1,336,528	1,412,346	1,443,869	1,508,324
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	156,866	160,726	159,993	170,027	165,567	177,222	142,160	152,157	164,608	182,877	153,143
18	Term	196,121	202,995	240,013	208,293	235,788	233,516	256,391	243,420	237,043	219,519	232,891
	Mortgage-backed securities
19	Overnight and continuing	82,582	91,148	106,109	103,317	96,831	103,719	102,046	122,636	109,081	105,933	94,091
20	Term	414,306	400,892	412,678	408,691	422,064	407,532	421,999	400,258	390,036	416,251	422,108
	Corporate securities
21	Overnight and continuing	108,693	109,470	108,408	109,131	110,995	109,126	108,561	104,745	111,249	112,042	110,717
22	Term	89,218	90,240	96,637	92,901	97,802	97,656	95,809	96,350	92,779	90,850	91,907

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	742,389	727,664	752,551	735,166	770,255	780,562	648,905	815,448	781,121	762,727	683,768
24	Term	1,755,400	1,598,290	1,769,310	1,657,167	1,828,859	1,690,611	1,892,186	1,697,624	1,783,421	1,842,162	1,896,131

	Securities out, U.S. Treasury
25	Overnight and continuing	1,095,545	1,126,877	1,122,688	1,135,991	1,147,870	1,159,516	1,006,087	1,173,477	1,165,298	1,156,557	1,128,121
26	Term	1,223,932	1,045,827	1,189,421	1,081,883	1,245,775	1,100,639	1,310,979	1,131,017	1,220,859	1,262,833	1,314,758
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	298,371	302,317	300,403	312,954	304,460	305,530	283,805	304,230	333,260	340,797	308,278
28	Term	138,664	141,878	174,550	151,383	171,652	171,413	198,728	163,028	174,389	157,999	157,363
	Mortgage-backed securities
29	Overnight and continuing	528,936	538,975	519,731	530,304	502,330	537,662	492,380	543,530	515,824	536,042	521,464
30	Term	243,214	223,668	261,053	241,400	253,435	251,726	309,552	235,113	250,264	254,149	257,415
	Corporate securities
31	Overnight and continuing	234,137	244,678	250,712	251,800	245,784	248,876	248,850	259,025	254,281	252,545	258,701
32	Term	52,610	54,762	62,483	57,782	63,770	60,368	67,909	59,226	57,950	57,582	56,361

	Memo
	Repurchase agreements
33	Overnight and continuing	1,907,304	1,945,698	1,928,515	1,967,289	1,941,346	1,990,005	1,759,358	2,012,273	2,009,364	2,019,378	1,944,629
34	Term	1,573,123	1,380,883	1,614,497	1,450,368	1,655,844	1,505,526	1,820,954	1,522,558	1,619,396	1,649,216	1,705,156

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: April 4, 2006