FRB: January 2007 Statistical Supplement--U.S. Government Securities Dealers, Positions and Financing

Statistical Supplement | January 2007

Statistical Supplement to the Federal Reserve Bulletin, January 2007

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		July	Aug	Sept	Aug 30	Sept 6	Sept 13	Sept 20	Sept 27	Oct 4	Oct 11	Oct 18
		Net outright positions²
1	U.S. Treasury bills	-19,218	-5,409	-3,298	227	955	6,687	-3,729	-12,772	-11,990	-2,724	-8,909
	Treasury coupon securities by maturity
2	Three years or less	-38,728	-38,641	-43,959	-51,043	-40,407	-40,644	-44,314	-49,410	-45,246	-41,587	-38,524
3	More than three years but less than or equal to six years	-38,002	-35,851	-40,352	-35,635	-35,385	-41,514	-41,364	-42,705	-39,726	-33,151	-36,235
4	More than six but less than or equal to eleven years	-41,469	-34,201	-26,468	-32,183	-29,746	-25,238	-28,738	-23,296	-24,888	-27,080	-29,900
5	More than eleven	-13,276	-12,943	-16,100	-12,676	-15,081	-16,028	-17,297	-16,408	-14,793	-14,523	-16,886
6	Inflation-protected	501	-2,216	-175	-2,463	-1,484	-389	1,196	-218	-160	-2,709	1,231

	Federal agency and government-sponsored enterprises
7	Discount notes	40,607	43,309	44,102	47,249	45,463	47,077	41,910	41,952	44,571	41,076	47,859
	Coupon securities, by maturity
8	Three years or less	41,372	34,472	31,277	31,413	27,619	29,654	34,277	33,452	30,306	30,724	28,944
9	More than three years but less than or equal to six years	13,590	12,493	13,458	12,732	11,879	12,438	13,034	15,847	14,413	13,779	13,816
10	More than six but less than or equal to eleven years	6,248	3,774	5,781	4,099	4,096	5,372	5,970	7,069	6,662	6,434	7,706
11	More than eleven	8,327	8,349	8,778	8,426	8,513	8,485	8,649	9,107	9,527	9,347	9,149

12	Mortgage-backed	32,666	32,887	39,757	43,358	35,418	29,302	38,292	53,484	44,219	41,936	40,458

	Corporate securities
13	One year or less	41,943	41,341	42,202	38,162	41,304	40,060	46,463	41,774	40,049	43,198	44,673
14	More than one year	139,702	148,230	155,304	154,894	153,535	150,055	152,807	161,083	163,434	155,055	152,843
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,282,047	1,304,509	1,297,903	1,321,496	1,303,479	1,336,794	1,303,375	1,250,596	1,293,624	1,285,688	1,284,831
16	Term	974,766	993,600	1,029,197	1,031,133	958,739	1,037,969	1,016,434	1,128,726	947,190	985,592	1,017,286
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	190,837	208,706	191,192	216,942	197,954	196,351	192,019	178,641	192,985	195,142	195,824
18	Term	211,048	208,412	220,135	218,875	216,776	221,214	220,057	224,785	213,671	215,435	222,140
	Mortgage-backed securities
19	Overnight and continuing	129,655	141,996	136,852	151,864	137,967	152,185	129,771	129,246	133,119	146,334	133,101
20	Term	377,443	371,674	374,251	388,877	366,510	365,890	373,729	379,431	398,369	393,209	386,952
	Corporate securities
21	Overnight and continuing	113,378	109,456	107,445	107,703	106,867	107,065	106,763	107,925	109,961	110,320	110,431
22	Term	91,896	95,782	93,351	92,980	93,748	95,406	93,383	90,987	93,200	94,410	93,504

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	804,846	846,966	833,743	893,195	850,827	877,654	829,597	786,511	816,994	817,833	800,090
24	Term	1,303,600	1,300,898	1,333,816	1,357,977	1,251,060	1,330,506	1,335,427	1,431,765	1,274,745	1,313,973	1,343,205

	Securities out, U.S. Treasury
25	Overnight and continuing	1,232,418	1,273,351	1,279,410	1,271,121	1,303,436	1,323,398	1,250,743	1,241,218	1,284,722	1,276,929	1,253,597
26	Term	801,923	809,818	818,902	849,484	744,008	832,573	826,723	899,611	730,222	789,910	824,784
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	331,064	341,831	328,304	343,191	329,593	334,081	332,403	319,057	324,262	324,276	337,774
28	Term	145,879	143,564	153,789	158,001	148,448	150,093	154,485	160,149	156,633	159,265	163,245
	Mortgage-backed securities
29	Overnight and continuing	554,137	568,483	582,080	561,540	557,335	610,993	575,645	578,744	586,907	594,435	611,545
30	Term	211,969	215,161	224,548	233,418	212,276	219,509	225,874	227,949	249,817	243,475	248,089
	Corporate securities
31	Overnight and continuing	281,880	281,496	282,916	280,683	280,725	283,996	282,843	280,826	289,829	287,613	284,263
32	Term	48,717	49,203	50,943	49,729	48,712	49,655	51,293	52,438	54,105	55,258	53,845

	Memo
	Repurchase agreements
33	Overnight and continuing	2,116,218	2,183,573	2,195,960	2,179,081	2,196,939	2,270,977	2,173,601	2,143,416	2,193,739	2,199,861	2,194,911
34	Term	1,127,579	1,134,743	1,162,396	1,210,173	1,075,417	1,163,604	1,172,234	1,250,980	1,103,887	1,163,697	1,207,091

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: January 26, 2007