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

Statistical Supplement | September 2006

Statistical Supplement to the Federal Reserve Bulletin, September 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		Mar	Apr	May	May 3	May 10	May 17	May 24	May 31	June 7	June 14	June 21
		Net outright positions²
1	U.S. Treasury bills	24,677	13,797	-14,690	-8,271	-12,142	-21,576	-17,347	-10,447	-7,704	-18,709	-28,422
	Treasury coupon securities by maturity
2	Three years or less	-44,588	-36,092	-41,969	-42,093	-41,163	-43,461	-38,798	-44,400	-36,458	-32,639	-34,409
3	More than three years but less than or equal to six years	-43,369	-42,231	-42,707	-38,338	-45,152	-44,212	-45,458	-37,880	-35,223	-33,041	-38,976
4	More than six but less than or equal to eleven years	-38,157	-41,367	-37,581	-39,780	-40,448	-38,328	-34,564	-36,042	-40,183	-38,170	-38,111
5	More than eleven	-13,065	-13,029	-16,693	-15,157	-14,795	-17,702	-17,483	-17,450	-14,746	-15,891	-18,020
6	Inflation-protected	714	1,547	1,653	1,939	1,741	1,436	2,070	1,241	1,670	1,226	571

	Federal agency and government-sponsored enterprises
7	Discount notes	45,384	46,694	52,218	46,898	51,063	51,104	56,188	52,795	51,305	61,027	43,619
	Coupon securities, by maturity
8	Three years or less	38,264	38,678	38,257	37,859	37,583	35,663	40,685	39,269	39,584	45,134	42,772
9	More than three years but less than or equal to six years	15,842	14,339	12,673	12,193	12,139	13,172	13,651	11,934	14,480	12,898	13,840
10	More than six but less than or equal to eleven years	-128	1,687	3,723	2,641	3,534	3,533	4,756	3,531	3,747	4,777	4,394
11	More than eleven	5,852	6,596	7,027	6,918	6,913	6,972	7,048	7,220	7,578	7,699	7,228

12	Mortgage-backed	24,950	26,344	37,865	34,762	36,448	40,734	35,605	40,001	32,697	35,970	38,913

	Corporate securities
13	One year or less	38,623	44,474	38,812	43,056	42,956	35,048	37,732	37,693	48,046	41,842	39,478
14	More than one year	140,670	149,732	159,780	150,818	159,658	162,015	159,956	161,334	132,368	130,596	134,802
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,199,134	1,196,001	1,303,786	1,305,788	1,320,716	1,325,796	1,299,445	1,268,330	1,291,107	1,274,764	1,280,638
16	Term	1,285,065	1,085,022	1,132,988	1,114,689	1,154,305	1,084,338	1,161,391	1,139,762	1,149,035	1,193,209	1,191,915
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	161,713	169,260	190,257	175,878	200,691	197,620	185,924	182,955	191,262	193,801	201,662
18	Term	241,161	233,883	224,086	227,529	205,213	220,557	228,974	240,124	242,066	248,634	243,869
	Mortgage-backed securities
19	Overnight and continuing	97,763	101,886	117,786	109,127	134,578	96,168	129,814	114,294	132,117	102,136	141,031
20	Term	394,912	389,694	384,359	365,052	373,927	387,008	393,023	391,754	384,275	404,301	393,224
	Corporate securities
21	Overnight and continuing	112,725	115,649	111,356	112,612	114,299	111,431	111,178	107,977	109,763	112,070	114,293
22	Term	94,016	97,219	95,587	93,929	94,063	95,955	95,347	97,695	91,848	91,497	89,938

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	757,925	720,323	835,023	814,868	831,103	831,268	839,816	846,544	829,992	800,428	845,480
24	Term	1,646,126	1,463,741	1,487,485	1,468,356	1,530,108	1,443,473	1,521,881	1,462,676	1,520,701	1,591,008	1,581,410

	Securities out, U.S. Treasury
25	Overnight and continuing	1,157,255	1,137,202	1,213,054	1,214,496	1,190,509	1,255,817	1,202,462	1,202,811	1,213,627	1,217,597	1,221,124
26	Term	1,136,819	955,118	999,245	1,003,827	1,067,604	937,384	1,023,149	966,880	1,005,172	1,049,025	1,037,861
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	310,775	320,020	321,146	318,722	323,270	315,281	317,088	329,983	328,730	337,119	336,493
28	Term	171,152	163,654	173,310	167,018	168,608	176,874	176,990	173,465	191,780	192,100	175,672
	Mortgage-backed securities
29	Overnight and continuing	547,043	508,618	517,720	465,670	526,272	502,480	539,863	524,570	530,701	518,174	530,980
30	Term	240,920	259,540	249,114	261,194	238,263	252,471	257,038	243,507	250,225	229,110	237,094
	Corporate securities
31	Overnight and continuing	256,884	269,170	266,573	265,016	273,484	263,813	267,339	262,323	264,208	269,368	269,632
32	Term	56,839	55,502	55,916	53,806	54,236	55,350	56,847	58,134	57,075	54,643	52,665

	Memo
	Repurchase agreements
33	Overnight and continuing	2,013,599	1,984,952	2,063,970	2,011,906	2,059,557	2,082,366	2,066,425	2,069,844	2,077,821	2,086,195	2,100,463
34	Term	1,519,023	1,352,516	1,391,241	1,403,086	1,443,271	1,335,755	1,426,818	1,354,042	1,421,175	1,442,759	1,422,549

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: September 29, 2006