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Statistical Supplement | June 2006

Statistical Supplement to the Federal Reserve Bulletin, June 2006
1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2005 2006 2006, week ending
Dec Jan Feb Feb 1 Feb 8 Feb 15 Feb 22 Mar 1 Mar 8 Mar 15 Mar 22
  Net outright positions2
1 U.S. Treasury bills 25,642 -5,489 5,112 -9,999 -1,797 3,270 8,888 13,434 23,681 23,556 27,570
  Treasury coupon securities by maturity  
2 Three years or less -47,602 -42,542 -43,332 -46,974 -36,852 -46,607 -44,911 -44,624 -40,761 -48,088 -44,164
3 More than three years but less than or equal to six years -42,206 -41,375 -42,274 -42,092 -42,651 -37,755 -44,959 -44,006 -43,144 -46,342 -43,547
4 More than six but less than or equal to eleven years -29,774 -37,597 -38,827 -45,522 -39,892 -39,352 -38,243 -36,537 -40,391 -36,638 -36,362
5 More than eleven -10,822 -11,375 -10,106 -13,001 -12,075 -10,053 -7,733 -10,157 -12,699 -13,505 -14,066
6 Inflation-protected 525 288 561 1,094 1,155 944 468 -559 1,057 655 686
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 49,834 49,293 47,983 49,215 49,098 46,652 44,750 51,803 49,003 45,283 45,547
  Coupon securities, by maturity  
8 Three years or less 27,005 29,611 36,566 33,403 35,497 36,888 37,686 36,656 38,217 41,022 38,440
9 More than three years but less than or equal to six years 9,815 12,072 12,586 14,076 13,068 11,284 12,319 13,605 16,526 15,837 16,401
10 More than six but less than or equal to eleven years 1,785 599 1,227 256 1,096 1,877 1,349 643 -748 -58 113
11 More than eleven 5,063 5,359 5,111 5,359 5,031 5,006 5,226 5,150 5,359 5,826 5,918
 
12 Mortgage-backed 13,222 11,971 17,012 13,497 11,698 13,336 16,620 28,545 23,246 14,158 30,794
 
  Corporate securities  
13 One year or less 41,402 39,449 38,735 42,271 34,914 42,372 37,130 40,234 36,972 46,027 37,433
14 More than one year 148,733r 148,898r 136,286r 141,981r 141,293 135,555 128,311 139,650 136,527 132,929 138,400
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 1,155,589 1,182,966 1,234,150 1,208,317 1,195,305 1,245,402 1,249,799 1,252,389 1,215,888 1,185,692 1,201,436
16 Term 1,426,954 1,098,745 1,185,052 1,141,272 1,250,314 1,151,140 1,198,216 1,140,416 1,238,073 1,277,214 1,374,883
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 163,191 158,404 156,424 167,194 160,665 148,463 161,656 152,865 164,490 154,650 163,078
18 Term 228,429 215,725 231,279 217,908 228,650 232,224 236,166 229,769 244,798 247,641 240,564
  Mortgage-backed securities  
19 Overnight and continuing 95,201r 102,984r 103,058r 107,080r 105,083 95,153 111,795 99,054 101,963 93,063 94,772
20 Term 408,334r 379,992r 395,634r 379,426r 385,566 400,323 407,732 390,497 390,030 392,327 401,115
  Corporate securities  
21 Overnight and continuing 111,199r 113,021r 110,668r 111,213r 111,849 110,377 110,319 109,945 110,273 111,473 112,203
22 Term 92,082r 93,505r 94,829r 93,427r 95,053 94,153 94,917 95,485 94,421 92,954 93,245
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 738,216 754,595 793,826 785,044 761,840 794,528 821,733 799,231 781,770 736,926 769,351
24 Term 1,803,926 1,407,148 1,523,550 1,457,576 1,574,395 1,496,481 1,551,454 1,474,252 1,583,202 1,630,826 1,729,046
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 1,152,377 1,174,763 1,210,142 1,181,810 1,162,104 1,226,348 1,228,258 1,230,868 1,205,063 1,164,381 1,149,918
26 Term 1,232,735 886,633 994,303 937,128 1,063,130 954,581 1,014,296 946,553 1,059,011 1,108,254 1,236,982
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 315,989 297,967 297,232 299,069 305,880 289,297 300,003 292,859 304,411 304,618 317,306
28 Term 161,471 143,737 166,261 154,609 165,140 168,545 167,220 165,729 175,702 169,951 171,549
  Mortgage-backed securities  
29 Overnight and continuing 520,039r 539,555r 548,071r 540,920r 540,895 561,051 562,155 526,061 535,353 552,900 548,874
30 Term 252,129 229,291 226,211 223,348 218,739 227,475 228,457 231,310 231,750 241,313 247,324
  Corporate securities  
31 Overnight and continuing 255,772r 262,303r 251,120r 267,240r 253,198 246,535 244,997 258,500 249,619 261,855 249,910
32 Term 56,332 55,147 57,304 50,060 57,711 57,670 58,655 56,032 57,967 57,316 56,039
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 1,977,104 2,004,038 2,035,842 2,020,420 1,991,011 2,052,526 2,063,676 2,038,778 2,027,419 2,011,693 2,017,000
34 Term 1,621,354 1,232,261 1,353,945 1,280,472 1,414,066 1,315,772 1,375,789 1,315,099 1,435,940 1,488,624 1,624,603

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 28, 2006