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

Statistical Supplement | February 2007

Statistical Supplement to the Federal Reserve Bulletin, February 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		Aug	Sept	Oct	Oct 4	Oct 11	Oct 18	Oct 25	Nov 1	Nov 8	Nov 15	Nov 22
		Net outright positions²
1	U.S. Treasury bills	-5,529^r	-3,879^r	-6,537^r	-11,990	-3,258	-9,314	-6,648	-3,082	3,481	-3,589	-409
	Treasury coupon securities by maturity
2	Three years or less	-38,553^r	-43,956^r	-42,455	-45,246	-41,587	-38,524	-46,648	-41,299	-40,255	-42,958	-51,243
3	More than three years but less than or equal to six years	-35,837^r	-40,352	-35,394	-39,726	-33,151	-36,235	-34,598	-35,068	-42,872	-38,258	-36,078
4	More than six but less than or equal to eleven years	-34,156^r	-26,468	-29,618	-24,888	-27,080	-29,900	-31,860	-32,787	-30,481	-32,741	-31,456
5	More than eleven	-12,943	-16,100	-16,023	-14,793	-14,523	-16,886	-17,506	-15,856	-16,627	-17,564	-16,139
6	Inflation-protected	-2,216	-175	839	-160	-2,709	1,231	2,274	3,514	3,134	3,107	3,481

	Federal agency and government-sponsored enterprises
7	Discount notes	43,309	44,102	46,978	44,571	41,076	47,859	49,108	51,953	46,776	44,498	48,978
	Coupon securities, by maturity
8	Three years or less	34,472	31,277	28,776	30,306	30,724	28,944	27,841	26,378	27,897	29,265	31,980
9	More than three years but less than or equal to six years	12,493	13,458	14,323	14,413	13,779	13,816	14,668	15,089	14,526	16,921	14,573
10	More than six but less than or equal to eleven years	3,774	5,781	6,981	6,662	6,434	7,706	7,392	6,504	8,023	9,684	8,785
11	More than eleven	8,349	8,778	9,311	9,527	9,347	9,149	8,929	9,761	9,717	9,665	9,295

12	Mortgage-backed	32,887	39,757	43,204	44,219	41,936	40,458	44,352	45,871	47,083	49,232	56,009

	Corporate securities
13	One year or less	41,460^r	42,782^r	44,549^r	40,049	43,732	45,078	45,829	46,115	42,401	45,862	48,777
14	More than one year	148,230	155,304	156,427	163,434	155,055	152,843	151,948	162,763	163,360	170,706	162,767
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,304,509	1,297,903	1,282,638	1,293,624	1,285,688	1,284,831	1,246,074	1,311,857	1,289,307	1,313,491	1,206,357
16	Term	993,600	1,029,197	1,014,288	947,190	985,592	1,017,286	1,060,002	1,035,667	1,125,507	984,305	1,142,913
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	208,706	191,192	190,400	192,985	195,142	195,824	184,353	183,869	192,529	189,477	181,291
18	Term	208,412	220,135	223,831	213,671	215,435	222,140	231,037	233,967	234,376	229,568	245,658
	Mortgage-backed securities
19	Overnight and continuing	141,996	136,852	131,304	133,119	146,334	133,101	124,243	118,698	118,346	118,411	117,445
20	Term	371,674	374,251	389,408	398,369	393,209	386,952	386,522	385,234	401,232	390,095	407,373
	Corporate securities
21	Overnight and continuing	109,456	107,445	110,511	109,961	110,320	110,431	110,220	111,532	113,206	112,323	110,745
22	Term	95,782	93,351	94,279	93,200	94,410	93,504	93,413	96,758	94,647	95,941	99,361

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	846,966	833,743	799,840	816,994	817,833	800,090	755,369	819,004	805,049	831,627	736,255
24	Term	1,300,898	1,333,816	1,342,730	1,274,745	1,313,973	1,343,205	1,393,148	1,362,226	1,454,917	1,300,203	1,482,816

	Securities out, U.S. Treasury
25	Overnight and continuing	1,273,276^r	1,278,848^r	1,262,015^r	1,284,722	1,276,406	1,253,218	1,224,154	1,284,776	1,280,076	1,305,958	1,213,585
26	Term	809,818	818,902	816,518	730,222	789,910	824,784	864,474	839,501	928,115	773,068	919,949
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	341,831	328,304	331,581	324,262	324,276	337,774	333,214	335,853	345,527	340,443	317,013
28	Term	143,564	153,789	164,197	156,633	159,265	163,245	171,087	168,066	167,389	159,664	191,874
	Mortgage-backed securities
29	Overnight and continuing	568,483	582,080	600,543	586,907	594,435	611,545	603,346	600,656	592,749	615,423	587,486
30	Term	215,161	224,548	245,721	249,817	243,475	248,089	243,339	245,629	255,952	241,574	274,680
	Corporate securities
31	Overnight and continuing	281,570^r	283,478^r	288,918^r	289,829	288,136	284,642	282,814	301,078	281,926	290,227	280,616
32	Term	49,203	50,943	56,426	54,105	55,258	53,845	60,612	57,462	62,901	62,385	61,400

	Memo
	Repurchase agreements
33	Overnight and continuing	2,183,573	2,195,960	2,193,779	2,193,739	2,199,861	2,194,911	2,158,952	2,226,021	2,197,387	2,248,499	2,106,987
34	Term	1,134,743	1,162,396	1,199,443	1,103,887	1,163,697	1,207,091	1,256,802	1,229,008	1,331,045	1,160,711	1,366,624

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: February 22, 2007