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

Statistical Supplement | March 2007

Statistical Supplement to the Federal Reserve Bulletin, March 2007

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Millions of dollars
Item, by type of security		2006			2006, week ending
Item, by type of security		Sept	Oct	Nov	Nov 1	Nov 8	Nov 15	Nov 22	Nov 29	Dec 6	Dec 13	Dec 20
		Net outright positions²
1	U.S. Treasury bills	-3,879	-6,537	1,520	-3,082	3,481	-3,589	-409	7,290	1,257	-799	-2,828
	Treasury coupon securities by maturity
2	Three years or less	-43,956	-42,455	-46,905	-41,299	-40,255	-42,958	-51,243	-54,059	-46,239	-47,281	-48,596
3	More than three years but less than or equal to six years	-40,352	-35,394	-36,583	-35,068	-42,872	-38,258	-36,078	-32,481	-14,589	-18,575	-19,385
4	More than six but less than or equal to eleven years	-26,468	-29,618	-32,355	-32,787	-30,481	-32,741	-31,456	-33,574	-40,104	-43,222	-47,560
5	More than eleven	-16,100	-16,023	-16,750	-15,856	-16,627	-17,564	-16,139	-16,492	-18,877	-19,534	-21,798
6	Inflation-protected	-175	839	3,151	3,514	3,134	3,107	3,481	3,016	1,843	2,587	2,870

	Federal agency and government-sponsored enterprises
7	Discount notes	44,102	46,978	45,376	51,953	46,776	44,498	48,978	41,286	38,573	37,973	40,163
	Coupon securities, by maturity
8	Three years or less	31,277	28,776	30,880	26,378	27,897	29,265	31,980	34,485	34,635	30,014	26,675
9	More than three years but less than or equal to six years	13,458	14,323	15,421	15,089	14,526	16,921	14,573	15,907	14,041	12,321	12,636
10	More than six but less than or equal to eleven years	5,781	6,981	8,894	6,504	8,023	9,684	8,785	9,326	9,590	8,880	8,768
11	More than eleven	8,778	9,311	9,539	9,761	9,717	9,665	9,295	9,437	9,604	10,564	10,029

12	Mortgage-backed	39,757	43,204	50,649	45,871	47,083	49,232	56,009	50,649	52,789	49,842	41,734

	Corporate securities
13	One year or less	42,782	44,549	44,492	46,115	42,401	45,862	48,777	40,983	42,470	49,143	43,481
14	More than one year	155,304	156,427	165,916	162,763	163,360	170,706	162,767	167,275	165,962	177,074	173,313
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,297,903	1,282,638	1,278,567	1,311,857	1,289,307	1,313,491	1,206,357	1,289,963	1,351,334	1,271,843	1,255,770
16	Term	1,029,197	1,014,288	1,080,195	1,035,667	1,125,507	984,305	1,142,913	1,086,395	996,349	1,043,170	1,075,887
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	191,192	190,400	186,480	183,869	192,529	189,477	181,291	183,047	186,111	193,997	183,063
18	Term	220,135	223,831	236,435	233,967	234,376	229,568	245,658	236,751	234,602	238,185	235,975
	Mortgage-backed securities
19	Overnight and continuing	136,852	131,304	118,166	118,698	118,346	118,411	117,445	118,973	114,050	119,436	113,485
20	Term	374,251	389,408	400,309	385,234	401,232	390,095	407,373	402,859	413,115	414,691	424,497
	Corporate securities
21	Overnight and continuing	107,445	110,511	110,491	111,532	113,206	112,323	110,745	106,048	106,951	108,009	108,139
22	Term	93,351	94,279	96,524	96,758	94,647	95,941	99,361	96,039	97,048	97,407	95,915

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	833,743	799,840	800,232	819,004	805,049	831,627	736,255	815,738	867,288	802,702	785,742
24	Term	1,333,816	1,342,730	1,405,094	1,362,226	1,454,917	1,300,203	1,482,816	1,400,055	1,324,652	1,381,932	1,402,769

	Securities out, U.S. Treasury
25	Overnight and continuing	1,278,848	1,262,015	1,276,509	1,284,776	1,280,076	1,305,958	1,213,585	1,292,835	1,363,308	1,273,170	1,271,680
26	Term	818,902	816,518	864,018	839,501	928,115	773,068	919,949	851,846	770,194	829,980	845,037
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	328,304	331,581	337,180	335,853	345,527	340,443	317,013	344,067	350,206	339,257	320,495
28	Term	153,789	164,197	170,513	168,066	167,389	159,664	191,874	164,684	162,040	166,859	174,634
	Mortgage-backed securities
29	Overnight and continuing	582,080	600,543	601,492	600,656	592,749	615,423	587,486	608,753	613,229	608,812	608,528
30	Term	224,548	245,721	258,298	245,629	255,952	241,574	274,680	263,199	255,485	270,284	264,234
	Corporate securities
31	Overnight and continuing	283,478	288,918	285,345	301,078	281,926	290,227	280,616	284,819	296,164	297,713	301,296
32	Term	50,943	56,426	61,748	57,462	62,901	62,385	61,400	61,420	58,246	58,518	53,721

	Memo
	Repurchase agreements
33	Overnight and continuing	2,195,960	2,193,779	2,204,452	2,226,021	2,197,387	2,248,499	2,106,987	2,244,813	2,323,723	2,221,223	2,198,810
34	Term	1,162,396	1,199,443	1,273,901	1,229,008	1,331,045	1,160,711	1,366,624	1,258,129	1,172,453	1,260,835	1,269,406

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: March 30, 2007