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

Statistical Supplement | May 2007

Statistical Supplement to the Federal Reserve Bulletin, May 2007

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Millions of dollars
Item, by type of security		2006		2007	2007, week ending
Item, by type of security		Nov	Dec	Jan	Jan 3	Jan 10	Jan 17	Jan 24	Jan 31	Feb 7	Feb 14	Feb 21
		Net outright positions²
1	U.S. Treasury bills	1,520	-5,995	-18,837	-17,461	-14,136	-13,732	-23,980	-24,090	-20,139	-21,641	-9,569
	Treasury coupon securities by maturity
2	Three years or less	-46,905	-48,199	-47,548	-53,640	-49,692	-43,376	-41,822	-52,692	-43,876	-41,888	-37,349
3	More than three years but less than or equal to six years	-36,583	-17,373	-23,097	-15,365	-17,836	-23,434	-27,038	-27,394	-32,296	-25,485	-27,963
4	More than six but less than or equal to eleven years	-32,355	-44,108	-46,261	-44,233	-45,979	-43,349	-46,260	-50,327	-50,394	-50,075	-46,465
5	More than eleven	-16,750	-20,610	-20,063	-20,179	-20,984	-20,120	-19,865	-19,232	-19,466	-16,788	-16,239
6	Inflation-protected	3,151	2,716	3,468	2,579	3,789	2,559	3,687	4,218	5,520	5,042	4,845

	Federal agency and government-sponsored enterprises
7	Discount notes	45,376	38,111	32,518	37,269	30,167	35,544	31,085	31,241	36,406	49,096	48,122
	Coupon securities, by maturity
8	Three years or less	30,880	29,408	26,388	29,994	26,687	26,863	24,584	25,871	25,648	27,544	29,197
9	More than three years but less than or equal to six years	15,421	12,653	13,052	12,118	13,223	13,918	13,647	11,822	11,602	12,639	12,801
10	More than six but less than or equal to eleven years	8,894	9,124	11,207	10,277	9,559	11,299	11,803	12,565	11,637	13,048	11,902
11	More than eleven	9,539	10,223	10,495	11,056	10,813	10,519	10,491	9,918	9,388	9,403	9,243

12	Mortgage-backed	50,649	46,483	50,148	43,584	45,662	44,586	54,839	58,316	40,330	46,006	41,262

	Corporate securities
13	One year or less	44,492	42,764	42,686	41,997	38,153	43,358	44,064	45,464	35,300	45,986	42,636
14	More than one year	165,916	172,716	161,638	171,731	164,628	160,125	153,591	163,882	165,549	170,023	176,771
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,278,567	1,271,697	1,280,252	1,264,568	1,284,341	1,286,009	1,251,798	1,305,580	1,286,958	1,239,171	1,286,580
16	Term	1,080,195	1,045,345	1,105,052	955,891	1,049,574	1,093,971	1,172,717	1,167,870	1,226,551	1,275,358	1,047,211
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	186,480	181,681	177,089	171,729	181,862	182,974	173,790	172,029	191,557	180,204	180,437
18	Term	236,435	235,952	231,173	217,425	224,287	228,817	228,017	249,462	240,182	246,603	244,901
	Mortgage-backed securities
19	Overnight and continuing	118,166	113,177	140,369	120,127	132,078	140,776	142,557	154,738	160,445	154,774	159,194
20	Term	400,309	413,186	405,947	376,261	398,283	398,867	418,648	420,714	440,680	441,062	419,301
	Corporate securities
21	Overnight and continuing	110,491	108,043	107,280	107,400	108,431	108,146	107,481	105,011	106,942	107,123	110,897
22	Term	96,524	97,346	91,109	92,441	91,533	90,046	89,403	92,882	91,710	90,736	106,953

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	800,232	798,145	827,546	781,990	815,226	827,417	787,172	899,891	845,250	788,005	849,942
24	Term	1,405,094	1,359,169	1,334,816	1,181,801	1,283,185	1,328,107	1,409,891	1,383,659	1,491,251	1,544,832	1,310,511

	Securities out, U.S. Treasury
25	Overnight and continuing	1,276,509	1,284,706	1,277,257	1,289,022	1,285,241	1,286,407	1,230,327	1,302,009	1,252,845	1,210,126	1,284,977
26	Term	864,018	820,367	874,232	716,615	818,651	870,871	955,412	919,543	991,847	1,058,361	814,596
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	337,180	325,381	320,146	308,537	313,024	325,532	316,950	330,054	324,804	329,261	328,708
28	Term	170,513	166,868	145,233	140,110	146,230	142,601	146,454	147,844	154,995	165,757	167,223
	Mortgage-backed securities
29	Overnight and continuing	601,492	597,636	604,344	569,236	580,629	611,414	622,172	618,206	630,300	655,330	652,275
30	Term	258,298	259,963	225,430	214,407	230,889	216,745	228,722	230,089	254,159	271,337	250,619
	Corporate securities
31	Overnight and continuing	285,345	298,760	301,524	311,542	305,165	305,820	292,359	298,457	279,745	287,059	309,140
32	Term	61,748	59,528	76,773	74,240	75,731	76,039	78,510	77,896	86,067	83,315	87,167

	Memo
	Repurchase agreements
33	Overnight and continuing	2,204,452	2,210,498	2,206,970	2,181,939	2,188,148	2,234,034	2,167,517	2,248,908	2,191,812	2,187,415	2,287,106
34	Term	1,273,901	1,233,796	1,239,395	1,069,396	1,189,372	1,221,798	1,329,139	1,290,129	1,402,189	1,493,041	1,237,760

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: June 4, 2007