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

Statistical Supplement | April 2007

Statistical Supplement to the Federal Reserve Bulletin, April 2007

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Millions of dollars
Item, by type of security		2006			2006, week ending				2007, week ending
Item, by type of security		Oct	Nov	Dec	Dec 6	Dec 13	Dec 20	Dec 27	Jan 3	Jan 10	Jan 17	Jan 24
		Net outright positions²
1	U.S. Treasury bills	-6,537	1,520	-5,995	1,257	-799	-2,828	-14,021	-17,461	-14,136	-13,732	-23,980
	Treasury coupon securities by maturity
2	Three years or less	-42,455	-46,905	-48,199	-46,239	-47,281	-48,596	-47,289	-53,640	-49,692	-43,376	-41,822
3	More than three years but less than or equal to six years	-35,394	-36,583	-17,373	-14,589	-18,575	-19,385	-17,694	-15,365	-17,836	-23,434	-27,038
4	More than six but less than or equal to eleven years	-29,618	-32,355	-44,108	-40,104	-43,222	-47,560	-44,904	-44,233	-45,979	-43,349	-46,260
5	More than eleven	-16,023	-16,750	-20,610	-18,877	-19,534	-21,798	-22,231	-20,179	-20,984	-20,120	-19,865
6	Inflation-protected	839	3,151	2,716	1,843	2,587	2,870	3,516	2,579	3,789	2,559	3,687

	Federal agency and government-sponsored enterprises
7	Discount notes	46,978	45,376	38,111^r	38,573	37,973	40,163	36,280	37,269	30,167	35,544	31,085
	Coupon securities, by maturity
8	Three years or less	28,776	30,880	29,408^r	34,635	30,014	26,675	26,722	29,994	26,687	26,863	24,584
9	More than three years but less than or equal to six years	14,323	15,421	12,653^r	14,041	12,321	12,636	12,117	12,118	13,223	13,918	13,647
10	More than six but less than or equal to eleven years	6,981	8,894	9,124^r	9,590	8,880	8,768	8,667	10,277	9,559	11,299	11,803
11	More than eleven	9,311	9,539	10,223^r	9,604	10,564	10,029	10,129	11,056	10,813	10,519	10,491

12	Mortgage-backed	43,204	50,649	46,483^r	52,789	49,842	41,734	44,124	43,584	45,662	44,586	54,839

	Corporate securities
13	One year or less	44,549	44,492	42,764^r	42,470	49,143	43,481	36,357	41,997	38,153	43,358	44,064
14	More than one year	156,427	165,916	172,716^r	165,962	177,074	173,313	174,114	171,731	164,628	160,125	153,591
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,282,638	1,278,567	1,271,697	1,351,334	1,271,843	1,255,770	1,223,290	1,264,568	1,284,341	1,286,009	1,251,798
16	Term	1,014,288	1,080,195	1,045,345	996,349	1,043,170	1,075,887	1,110,089	955,891	1,049,574	1,093,971	1,172,717
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	190,400	186,480	181,681	186,111	193,997	183,063	169,873	171,729	181,862	182,974	173,790
18	Term	223,831	236,435	235,952	234,602	238,185	235,975	245,440	217,425	224,287	228,817	228,017
	Mortgage-backed securities
19	Overnight and continuing	131,304	118,166	113,177^r	114,050	119,436	113,485	101,892	120,127	132,078	140,776	142,557
20	Term	389,408	400,309	413,186^r	413,115	414,691	424,497	421,529	376,261	398,283	398,867	418,648
	Corporate securities
21	Overnight and continuing	110,511	110,491	108,043^r	106,951	108,009	108,139	109,283	107,400	108,431	108,146	107,481
22	Term	94,279	96,524	97,346^r	97,048	97,407	95,915	101,776	92,441	91,533	90,046	89,403

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	799,840	800,232	798,145^r	867,288	802,702	785,742	755,957	781,990	815,226	827,417	787,172
24	Term	1,342,730	1,405,094	1,359,169^r	1,324,652	1,381,932	1,402,769	1,423,743	1,181,801	1,283,185	1,328,107	1,409,891

	Securities out, U.S. Treasury
25	Overnight and continuing	1,262,015	1,276,509	1,284,706	1,363,308	1,273,170	1,271,680	1,239,428	1,289,022	1,285,241	1,286,407	1,230,327
26	Term	816,518	864,018	820,367	770,194	829,980	845,037	888,375	716,615	818,651	870,871	955,412
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	331,581	337,180	325,381	350,206	339,257	320,495	304,737	308,537	313,024	325,532	316,950
28	Term	164,197	170,513	166,868	162,040	166,859	174,634	178,539	140,110	146,230	142,601	146,454
	Mortgage-backed securities
29	Overnight and continuing	600,543	601,492	597,636^r	613,229	608,812	608,528	578,433	569,236	580,629	611,414	622,172
30	Term	245,721	258,298	259,963^r	255,485	270,284	264,234	275,243	214,407	230,889	216,745	228,722
	Corporate securities
31	Overnight and continuing	288,918	285,345	298,760^r	296,164	297,713	301,296	292,194	311,542	305,165	305,820	292,359
32	Term	56,426	61,748	59,528^r	58,246	58,518	53,721	59,038	74,240	75,731	76,039	78,510

	Memo
	Repurchase agreements
33	Overnight and continuing	2,193,779	2,204,452	2,210,498^r	2,323,723	2,221,223	2,198,810	2,130,730	2,181,939	2,188,148	2,234,034	2,167,517
34	Term	1,199,443	1,273,901	1,233,796^r	1,172,453	1,260,835	1,269,406	1,317,670	1,069,396	1,189,372	1,221,798	1,329,139

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: May 2, 2007