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Statistical Supplement | May 2006

Statistical Supplement to the Federal Reserve Bulletin, May 2006
1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2005 2006 2005, week ending 2006, week ending
Nov Dec Jan Dec 28 Jan 4 Jan 11 Jan 18 Jan 25 Feb 1 Feb 8 Feb 15
  Net outright positions2
1 U.S. Treasury bills 10,674 25,642 -5,489 11,881 10,644 -2,221 -9,084 -10,517 -9,999 -1,797 3,270
  Treasury coupon securities by maturity  
2 Three years or less -48,100 -47,602 -42,542 -46,208 -44,250 -40,600 -45,066 -37,183 -46,974 -36,852 -46,607
3 More than three years but less than or equal to six years -46,390 -42,206 -41,375 -38,729 -43,848 -38,790 -41,004 -42,305 -42,092 -42,651 -37,755
4 More than six but less than or equal to eleven years -27,219 -29,774 -37,597 -30,220 -29,615 -32,652 -36,396 -41,511 -45,522 -39,892 -39,352
5 More than eleven -10,773 -10,822 -11,375 -9,043 -9,413 -12,557 -10,203 -11,093 -13,001 -12,075 -10,053
6 Inflation-protected 1,606 525 288 208 75 -444 60 679 1,094 1,155 944
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 50,353 49,834 49,293 41,188 46,216 50,644 50,403 48,657 49,215 49,098 46,652
  Coupon securities, by maturity  
8 Three years or less 27,242 27,005 29,611 25,797 25,944 28,340 31,672 27,667 33,403 35,497 36,888
9 More than three years but less than or equal to six years 12,538 9,815 12,072 10,951 9,971 10,660 12,790 12,247 14,076 13,068 11,284
10 More than six but less than or equal to eleven years 2,011 1,785 599 1,806 926 -103 1,457 551 256 1,096 1,877
11 More than eleven 4,598 5,063 5,359 5,231 5,212 5,404 5,454 5,302 5,359 5,031 5,006
 
12 Mortgage-backed 18,924 13,222 11,971 16,028 10,741 9,083 13,526 12,701 13,497 11,698 13,336
 
  Corporate securities  
13 One year or less 38,830 41,402 39,449 32,187 31,819 34,029 41,980 44,277 42,271 34,914 42,372
14 More than one year 140,269 148,561 147,371 155,168 156,985 151,140 148,204 142,839 140,882 140,313 134,607
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 1,164,093 1,155,589 1,182,966 1,148,605 1,178,292 1,142,518 1,191,861 1,195,460 1,208,317 1,195,305 1,245,402
16 Term 1,364,186 1,426,954 1,098,745 1,524,268 1,004,645 1,081,642 1,089,270 1,142,643 1,141,272 1,250,314 1,151,140
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 159,993 163,191 158,404 157,073 151,676 152,748 160,216 158,560 167,194 160,665 148,463
18 Term 240,013 228,429 215,725 232,115 210,108 216,335 213,172 219,006 217,908 228,650 232,224
  Mortgage-backed securities  
19 Overnight and continuing 106,109 95,215 103,132 71,764 95,194 110,654 106,105 93,662 107,228 105,231 95,301
20 Term 412,678 408,338 380,033 421,221 370,391 379,674 377,108 389,311 379,467 385,607 400,364
  Corporate securities  
21 Overnight and continuing 108,408 111,185 112,873 110,469 111,797 112,410 114,039 114,336 111,065 111,701 110,229
22 Term 96,637 92,078 93,464 92,736 92,167 93,597 94,176 93,429 93,386 95,012 94,112
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 752,551 738,216 754,595 715,803 760,254 719,703 763,515 751,234 785,044 761,840 794,528
24 Term 1,769,310 1,803,926 1,407,148 1,907,616 1,305,464 1,391,659 1,387,320 1,457,348 1,457,576 1,574,395 1,496,481
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 1,122,688 1,152,377 1,174,763 1,148,416 1,178,311 1,148,658 1,184,377 1,183,184 1,181,810 1,162,104 1,226,348
26 Term 1,189,421 1,232,735 886,633 1,322,951 788,327 865,047 877,441 930,303 937,128 1,063,130 954,581
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 300,403 315,989 297,967 294,501 285,932 296,027 304,393 299,412 299,069 305,880 289,297
28 Term 174,550 161,471 143,737 164,983 140,820 142,611 134,026 146,922 154,609 165,140 168,545
  Mortgage-backed securities  
29 Overnight and continuing 519,731 520,055 539,724 508,078 517,286 519,281 556,302 555,245 541,085 541,059 561,216
30 Term 261,053 252,129 229,291 257,359 227,228 239,421 227,021 227,702 223,348 218,739 227,475
  Corporate securities  
31 Overnight and continuing 250,712 255,755 262,134 258,734 252,862 255,192 266,580 265,692 267,075 253,034 246,370
32 Term 62,483 56,332 55,147 53,528 56,110 57,353 55,526 56,372 50,060 57,711 57,670
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 1,928,515 1,977,104 2,004,038 1,942,962 1,958,628 1,941,546 2,042,657 2,039,816 2,020,420 1,991,011 2,052,526
34 Term 1,614,497 1,621,354 1,232,261 1,718,716 1,138,193 1,221,475 1,210,218 1,277,517 1,280,472 1,414,066 1,315,772

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: June 5, 2006