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

Statistical Supplement | October 2006

Statistical Supplement to the Federal Reserve Bulletin, October 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		Apr	May	June	May 31	June 7	June 14	June 21	June 28	July 5	July 12	July 19
		Net outright positions²
1	U.S. Treasury bills	13,797	-14,690	-21,412	-10,447	-7,704	-18,709	-28,422	-29,691	-25,334	-18,222	-23,302
	Treasury coupon securities by maturity
2	Three years or less	-36,092	-41,969	-34,485	-44,400	-36,458	-32,639	-34,409	-33,386	-38,149	-36,547	-42,711
3	More than three years but less than or equal to six years	-42,231	-42,707	-35,657	-37,880	-35,223	-33,041	-38,976	-34,470	-38,863	-39,086	-36,030
4	More than six but less than or equal to eleven years	-41,367	-37,581	-39,886	-36,042	-40,183	-38,170	-38,111	-42,471	-42,016	-43,916	-42,201
5	More than eleven	-13,029	-16,693	-16,297	-17,450	-14,746	-15,891	-18,020	-16,501	-16,397	-11,788	-13,691
6	Inflation-protected	1,547	1,653	1,007	1,241	1,670	1,226	571	814	127	-822	850

	Federal agency and government-sponsored enterprises
7	Discount notes	46,694	52,218	49,670	52,795	51,305	61,027	43,619	44,831	42,317	45,322	34,285
	Coupon securities, by maturity
8	Three years or less	38,678	38,257	42,731	39,269	39,584	45,134	42,772	42,886	44,645	44,771	40,618
9	More than three years but less than or equal to six years	14,339	12,673	13,858	11,934	14,480	12,898	13,840	14,496	12,875	12,771	13,574
10	More than six but less than or equal to eleven years	1,687	3,723	4,963	3,531	3,747	4,777	4,394	6,397	6,836	7,534	6,321
11	More than eleven	6,596	7,027	7,567	7,220	7,578	7,699	7,228	7,644	7,979	7,867	8,594

12	Mortgage-backed	26,344	37,865	36,829	40,001	32,697	35,970	38,913	38,811	40,068	34,093	31,463

	Corporate securities
13	One year or less	44,474	38,812	41,588	37,693	48,046	41,842	39,478	37,828	38,645	33,963	45,002
14	More than one year	149,732	159,780	134,766	161,334	132,368	130,596	134,802	139,024	142,721	141,045	136,133
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,196,001	1,303,786	1,278,869	1,268,330	1,291,107	1,274,764	1,280,638	1,266,491	1,287,534	1,281,734	1,270,110
16	Term	1,085,022	1,132,988	1,173,745	1,139,762	1,149,035	1,193,209	1,191,915	1,252,731	852,059	933,544	998,245
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	169,260	190,257	195,306	182,955	191,262	193,801	201,662	195,299	192,509	192,108	183,086
18	Term	233,883	224,086	238,865	240,124	242,066	248,634	243,869	234,527	191,135	208,781	221,835
	Mortgage-backed securities
19	Overnight and continuing	101,886	117,786	124,683	114,294	132,117	102,136	141,031	122,023	129,673	124,871	131,406
20	Term	389,694	384,359	391,005	391,754	384,275	404,301	393,224	386,897	374,638	377,570	384,869
	Corporate securities
21	Overnight and continuing	115,649	111,356	113,302	107,977	109,763	112,070	114,293	116,251	116,216	113,531	112,956
22	Term	97,219	95,587	90,627	97,695	91,848	91,497	89,938	89,798	88,624	91,211	91,377

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	720,323	835,023	822,752	846,544	829,992	800,428	845,480	817,480	814,450	799,555	795,479
24	Term	1,463,741	1,487,485	1,552,385	1,462,676	1,520,701	1,591,008	1,581,410	1,622,880	1,179,783	1,263,116	1,338,091

	Securities out, U.S. Treasury
25	Overnight and continuing	1,137,202	1,213,054	1,211,080	1,202,811	1,213,627	1,217,597	1,221,124	1,186,467	1,230,340	1,222,901	1,231,732
26	Term	955,118	999,245	1,020,507	966,880	1,005,172	1,049,025	1,037,861	1,086,331	683,248	760,098	821,343
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	320,020	321,146	332,648	329,983	328,730	337,119	336,493	332,292	318,502	340,200	322,175
28	Term	163,654	173,310	181,703	173,465	191,780	192,100	175,672	178,350	142,891	142,965	149,186
	Mortgage-backed securities
29	Overnight and continuing	508,618	517,720	526,341	524,570	530,701	518,174	530,980	522,361	537,366	532,800	569,106
30	Term	259,540	249,114	235,898	243,507	250,225	229,110	237,094	234,216	211,206	210,459	225,044
	Corporate securities
31	Overnight and continuing	269,170	266,573	270,947	262,323	264,208	269,368	269,632	276,161	286,411	276,541	283,275
32	Term	55,502	55,916	52,763	58,134	57,075	54,643	52,665	48,461	46,485	48,061	47,716

	Memo
	Repurchase agreements
33	Overnight and continuing	1,984,952	2,063,970	2,080,953	2,069,844	2,077,821	2,086,195	2,100,463	2,054,642	2,097,364	2,096,263	2,126,409
34	Term	1,352,516	1,391,241	1,409,984	1,354,042	1,421,175	1,442,759	1,422,549	1,469,527	1,003,723	1,082,716	1,161,786

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: November 1, 2006