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Statistical Supplement | April 2006

Statistical Supplement to the Federal Reserve Bulletin, April 2006
1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2005 2005, week ending 2006, week ending
Oct Nov Dec Nov 30 Dec 7 Dec 14 Dec 21 Dec 28 Jan 4 Jan 11 Jan 18
  Net outright positions2
1 U.S. Treasury bills -2,444 10,674 25,642 28,372 40,131 35,469 21,516 11,881 10,644 -2,221 -9,084
  Treasury coupon securities by maturity  
2 Three years or less -50,292 -48,100 -47,602 -50,679 -51,303 -45,003 -49,332 -46,208 -44,250 -40,600 -45,066
3 More than three years but less than or equal to six years -50,526 -46,390 -42,206 -39,077 -45,398 -42,754 -41,239 -38,729 -43,848 -38,790 -41,004
4 More than six but less than or equal to eleven years -25,033 -27,219 -29,774 -30,593 -30,986 -28,172 -29,785 -30,220 -29,615 -32,652 -36,396
5 More than eleven -9,505 -10,773 -10,822 -13,064 -13,631 -10,391 -10,827 -9,043 -9,413 -12,557 -10,203
6 Inflation-protected 396 1,606 525 894 1,107 574 404 208 75 -444 60
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 47,920 50,353 49,834 49,559 59,618 56,885 43,197 41,188 46,216 50,644 50,403
  Coupon securities, by maturity  
8 Three years or less 30,134 27,242 27,005 27,689 28,207 28,034 26,438 25,797 25,944 28,340 31,672
9 More than three years but less than or equal to six years 11,440 12,538 9,815 10,475 9,827 8,321 10,092 10,951 9,971 10,660 12,790
10 More than six but less than or equal to eleven years 1,965 2,011 1,785 2,733 2,230 2,165 1,305 1,806 926 -103 1,457
11 More than eleven 4,246 4,598 5,063 4,708 4,777 5,112 5,066 5,231 5,212 5,404 5,454
 
12 Mortgage-backed 29,276 18,924 13,222 19,222 9,525 15,252 13,147 16,028 10,741 9,083 13,526
 
  Corporate securities  
13 One year or less 36,407 38,830 41,402 42,767 46,442 45,945 45,141 32,187 31,819 34,029 41,980
14 More than one year 134,434 140,269 148,561 146,381 144,557 145,644 145,264 155,168 156,985 151,140 148,204
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 1,166,856 1,164,093 1,155,589 1,176,736 1,186,608 1,167,555 1,109,858 1,148,605 1,178,292 1,142,518 1,191,861
16 Term 1,234,077 1,364,186 1,426,954 1,336,528 1,412,346 1,443,869 1,508,324 1,524,268 1,004,645 1,081,642 1,089,270
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 160,726 159,993 163,191 152,157 164,608 182,877 153,143 157,073 151,676 152,748 160,216
18 Term 202,995 240,013 228,429 243,420 237,043 219,519 232,891 232,115 210,108 216,335 213,172
  Mortgage-backed securities  
19 Overnight and continuing 91,148 106,109 95,215 122,636 109,081 105,933 94,091 71,764 95,194 110,654 106,105
20 Term 400,892 412,678 408,338 400,258 390,036 416,251 422,108 421,221 370,391 379,674 377,108
  Corporate securities  
21 Overnight and continuing 109,470 108,408 111,185 104,745 111,249 112,042 110,717 110,469 111,797 112,410 114,039
22 Term 90,240 96,637 92,078 96,350 92,779 90,850 91,907 92,736 92,167 93,597 94,176
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 727,664 752,551 738,216 815,448 781,121 762,727 683,768 715,803 760,254 719,703 763,515
24 Term 1,598,290 1,769,310 1,803,926 1,697,624 1,783,421 1,842,162 1,896,131 1,907,616 1,305,464 1,391,659 1,387,320
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 1,126,877 1,122,688 1,152,377 1,173,477 1,165,298 1,156,557 1,128,121 1,148,416 1,178,311 1,148,658 1,184,377
26 Term 1,045,827 1,189,421 1,232,735 1,131,017 1,220,859 1,262,833 1,314,758 1,322,951 788,327 865,047 877,441
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 302,317 300,403 315,989 304,230 333,260 340,797 308,278 294,501 285,932 296,027 304,393
28 Term 141,878 174,550 161,471 163,028 174,389 157,999 157,363 164,983 140,820 142,611 134,026
  Mortgage-backed securities  
29 Overnight and continuing 538,975 519,731 520,055 543,530 515,824 536,042 521,464 508,078 517,286 519,281 556,302
30 Term 223,668 261,053 252,129 235,113 250,264 254,149 257,415 257,359 227,228 239,421 227,021
  Corporate securities  
31 Overnight and continuing 244,678 250,712 255,755 259,025 254,281 252,545 258,701 258,734 252,862 255,192 266,580
32 Term 54,762 62,483 56,332 59,226 57,950 57,582 56,361 53,528 56,110 57,353 55,526
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 1,945,698 1,928,515 1,977,104 2,012,273 2,009,364 2,019,378 1,944,629 1,942,962 1,958,628 1,941,546 2,042,657
34 Term 1,380,883 1,614,497 1,621,354 1,522,558 1,619,396 1,649,216 1,705,156 1,718,716 1,138,193 1,221,475 1,210,218

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: May 1, 2006