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

Statistical Supplement | August 2006

Statistical Supplement to the Federal Reserve Bulletin, August 2006

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Item, by type of security		2006			2006, week ending
Millions of dollars
Item, by type of security		Feb	Mar	Apr	Apr 5	Apr 12	Apr 19	Apr 26	May 3	May 10	May 17	May 24
		Net outright positions²
1	U.S. Treasury bills	5,112	24,677	13,797	25,853	34,278	12,350	-1,239	-8,271	-12,142	-21,576	-17,347
	Treasury coupon securities by maturity
2	Three years or less	-43,332	-44,588	-36,092	-39,253	-34,893	-36,500	-31,196	-42,093	-41,163	-43,461	-38,798
3	More than three years but less than or equal to six years	-42,274	-43,369	-42,231	-42,351	-41,596	-42,011	-45,226	-38,338	-45,152	-44,212	-45,458
4	More than six but less than or equal to eleven years	-38,827	-38,157	-41,367	-42,913	-43,256	-42,139	-38,508	-39,780	-40,448	-38,328	-34,564
5	More than eleven	-10,106	-13,065	-13,029	-11,326	-12,692	-13,791	-12,606	-15,157	-14,795	-17,702	-17,483
6	Inflation-protected	561	714	1,547	823	964	-58	4,027	1,939	1,741	1,436	2,070

	Federal agency and government-sponsored enterprises
7	Discount notes	47,983	45,384	46,694	43,667	50,212	44,689	47,226	46,898	51,063	51,104	56,188
	Coupon securities, by maturity
8	Three years or less	36,566	38,264	38,678	37,962	37,843	39,681	39,491	37,859	37,583	35,663	40,685
9	More than three years but less than or equal to six years	12,586	15,842	14,339	13,875	14,396	16,087	14,091	12,193	12,139	13,172	13,651
10	More than six but less than or equal to eleven years	1,227	-128	1,687	1,019	2,257	2,115	620	2,641	3,534	3,533	4,756
11	More than eleven	5,111	5,852	6,596	6,497	6,508	6,538	6,629	6,918	6,913	6,972	7,048

12	Mortgage-backed	17,012	24,950	26,344	25,399	12,397	28,344	34,155	34,762	36,448	40,734	35,605

	Corporate securities
13	One year or less	38,735	38,623	44,474	39,350	44,365	45,054	48,474	43,056	42,956	35,048	37,732
14	More than one year	136,286	140,670	149,732	149,129	150,059	147,505	151,442	150,818	159,658	162,015	159,956
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,234,150	1,199,134	1,196,001	1,168,417	1,157,201	1,206,527	1,181,244	1,305,788	1,320,716	1,325,796	1,299,445
16	Term	1,185,052	1,285,065	1,085,022	1,033,633	1,089,638	1,064,843	1,120,338	1,114,689	1,154,305	1,084,338	1,161,391
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	156,424	161,713	169,260	176,851	164,808	164,745	169,022	175,878	200,691	197,620	185,924
18	Term	231,279	241,161	233,883	227,132	235,741	236,972	237,387	227,529	205,213	220,557	228,974
	Mortgage-backed securities
19	Overnight and continuing	103,058	97,763	101,886	99,090	97,104	98,960	107,454	109,127	134,578	96,168	129,814
20	Term	395,634	394,912	389,694	383,039	396,190	398,574	393,154	365,052	373,927	387,008	393,023
	Corporate securities
21	Overnight and continuing	110,668	112,725	115,649	118,252	118,343	115,210	113,270	112,612	114,299	111,431	111,178
22	Term	94,829	94,016	97,219	95,891	97,639	98,368	98,480	93,929	94,063	95,955	95,347

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	793,826	757,925	720,323	717,110	683,080	720,780	705,379	814,868	831,103	831,268	839,816
24	Term	1,523,550	1,646,126	1,463,741	1,398,707	1,467,725	1,457,635	1,509,677	1,468,356	1,530,108	1,443,473	1,521,881

	Securities out, U.S. Treasury
25	Overnight and continuing	1,210,142	1,157,255	1,137,202	1,149,325	1,126,035	1,135,268	1,097,474	1,214,496	1,190,509	1,255,817	1,202,462
26	Term	994,303	1,136,819	955,118	864,868	939,450	945,731	1,016,805	1,003,827	1,067,604	937,384	1,023,149
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	297,232	310,775	320,020	333,448	320,449	313,846	316,915	318,722	323,270	315,281	317,088
28	Term	166,261	171,152	163,654	153,009	162,885	161,818	171,941	167,018	168,608	176,874	176,990
	Mortgage-backed securities
29	Overnight and continuing	548,071	547,043	508,618	532,592	526,970	506,312	499,989	465,670	526,272	502,480	539,863
30	Term	226,211	240,920	259,540	243,133	256,266	264,710	268,419	261,194	238,263	252,471	257,038
	Corporate securities
31	Overnight and continuing	251,120	256,884	269,170	271,597	270,678	267,634	269,838	265,016	273,484	263,813	267,339
32	Term	57,304	56,839	55,502	55,662	56,837	55,225	55,297	53,806	54,236	55,350	56,847

	Memo
	Repurchase agreements
33	Overnight and continuing	2,035,842	2,013,599	1,984,952	2,030,157	1,997,648	1,973,141	1,936,377	2,011,906	2,059,557	2,082,366	2,066,425
34	Term	1,353,945	1,519,023	1,352,516	1,235,363	1,331,960	1,348,127	1,432,246	1,403,086	1,443,271	1,335,755	1,426,818

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: August 28, 2006