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

Statistical Supplement | November 2006

Statistical Supplement to the Federal Reserve Bulletin, November 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		May	June	July	July 5	July 12	July 19	July 26	Aug 2	Aug 9	Aug 16	Aug 23
		Net outright positions²
1	U.S. Treasury bills	-14,690	-21,412	-19,218	-25,334	-18,222	-23,302	-15,771	-13,603	-9,957	-6,549	-3,927
	Treasury coupon securities by maturity
2	Three years or less	-41,969	-34,485	-38,728	-38,149	-36,547	-42,711	-37,363	-38,697	-28,818	-35,315	-39,120
3	More than three years but less than or equal to six years	-42,707	-35,657	-38,002	-38,863	-39,086	-36,030	-38,775	-37,302	-33,383	-35,759	-38,279
4	More than six but less than or equal to eleven years	-37,581	-39,886	-41,469	-42,016	-43,916	-42,201	-38,289	-40,925	-35,102	-33,732	-34,502
5	More than eleven	-16,693	-16,297	-13,276	-16,397	-11,788	-13,691	-12,100	-13,304	-14,162	-11,577	-12,948
6	Inflation-protected	1,653	1,007	501	127	-822	850	1,660	616	-1,351	-2,793	-3,169

	Federal agency and government-sponsored enterprises
7	Discount notes	52,218	49,670	40,607	42,317	45,322	34,285	40,779	40,905	37,549	42,637	46,181
	Coupon securities, by maturity
8	Three years or less	38,257	42,731	41,372	44,645	44,771	40,618	40,803	35,193	37,526	36,171	33,552
9	More than three years but less than or equal to six years	12,673	13,858	13,590	12,875	12,771	13,574	14,735	13,869	12,312	11,785	12,837
10	More than six but less than or equal to eleven years	3,723	4,963	6,248	6,836	7,534	6,321	5,602	4,663	2,330	4,138	4,227
11	More than eleven	7,027	7,567	8,327	7,979	7,867	8,594	8,498	8,708	8,321	8,161	8,363

12	Mortgage-backed	37,865	36,829	32,666	40,068	34,093	31,463	30,654	27,766	30,893	27,802	30,598

	Corporate securities
13	One year or less	38,812	41,588	41,943	38,645	33,963	45,002	45,936	46,539	45,849	42,794	37,078
14	More than one year	159,780	134,766	139,702	142,721	141,045	136,133	137,316	143,140	145,331	147,263	146,130
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,303,786	1,278,869	1,282,047	1,287,534	1,281,734	1,270,110	1,268,950	1,312,042	1,303,649	1,289,687	1,301,197
16	Term	1,132,988	1,173,745	974,766	852,059	933,544	998,245	1,052,484	1,013,511	1,040,804	926,612	975,144
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	190,257	195,306	190,837	192,509	192,108	183,086	194,241	193,469	206,967	210,975	205,829
18	Term	224,086	238,865	211,048	191,135	208,781	221,835	219,636	207,009	193,846	204,242	215,889
	Mortgage-backed securities
19	Overnight and continuing	117,786	124,683	129,655	129,673	124,871	131,406	135,193	126,130	139,680	136,848	144,702
20	Term	384,359	391,005	377,443	374,638	377,570	384,869	384,643	359,594	361,948	363,933	376,125
	Corporate securities
21	Overnight and continuing	111,356	113,302	113,378	116,216	113,531	112,956	112,891	111,600	111,678	109,913	108,288
22	Term	95,587	90,627	91,896	88,624	91,211	91,377	92,987	95,326	96,427	96,934	97,208

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	835,023	822,752	804,846	814,450	799,555	795,479	801,146	820,945	816,307	831,609	853,637
24	Term	1,487,485	1,552,385	1,303,600	1,179,783	1,263,116	1,338,091	1,388,202	1,317,363	1,340,726	1,222,963	1,284,342

	Securities out, U.S. Treasury
25	Overnight and continuing	1,213,054	1,211,080	1,232,418	1,230,340	1,222,901	1,231,732	1,217,653	1,269,450	1,261,141	1,280,920	1,277,036
26	Term	999,245	1,020,507	801,923	683,248	760,098	821,343	882,657	838,938	870,168	734,617	786,084
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	321,146	332,648	331,064	318,502	340,200	322,175	335,589	336,945	342,427	336,306	348,543
28	Term	173,310	181,703	145,879	142,891	142,965	149,186	155,280	135,156	129,565	141,868	146,527
	Mortgage-backed securities
29	Overnight and continuing	517,720	526,341	554,137	537,366	532,800	569,106	571,600	555,373	559,079	589,512	569,141
30	Term	249,114	235,898	211,969	211,206	210,459	225,044	214,316	193,254	203,933	210,890	219,073
	Corporate securities
31	Overnight and continuing	266,573	270,947	281,880	286,411	276,541	283,275	277,808	288,574	281,018	285,100	277,269
32	Term	55,916	52,763	48,717	46,485	48,061	47,716	50,833	50,308	48,556	49,193	49,090

	Memo
	Repurchase agreements
33	Overnight and continuing	2,063,970	2,080,953	2,116,218	2,097,364	2,096,263	2,126,409	2,105,869	2,163,228	2,158,155	2,204,757	2,196,202
34	Term	1,391,241	1,409,984	1,127,579	1,003,723	1,082,716	1,161,786	1,223,234	1,132,436	1,167,204	1,053,685	1,117,044

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 29, 2006