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Statistical Supplement | June 2007

Statistical Supplement to the Federal Reserve Bulletin, June 2007
1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2006 2007 2007, week ending
Dec Jan Feb Jan 31 Feb 7 Feb 14 Feb 21 Feb 28 Mar 7 Mar 14 Mar 21
  Net outright positions2
1 U.S. Treasury bills -5,995 -18,837 -15,998 -24,090 -20,139 -21,641 -9,569 -12,643 9,334 3,032 6,831
  Treasury coupon securities by maturity  
2 Three years or less -48,199 -47,548 -39,186r -52,692 -43,876 -41,888 -37,349 -33,029 -39,782 -35,170 -34,900
3 More than three years but less than or equal to six years -17,373 -23,097 -28,694 -27,394 -32,296 -25,485 -27,963 -29,030 -38,370 -38,735 -37,973
4 More than six but less than or equal to eleven years -44,108 -46,261 -49,382r -50,327 -50,394 -50,075 -46,465 -50,395 -50,434 -47,170 -45,996
5 More than eleven -20,610 -20,063 -18,457 -19,232 -19,466 -16,788 -16,239 -21,336 -20,791 -23,418 -22,138
6 Inflation-protected 2,716 3,468 5,071 4,218 5,520 5,042 4,845 4,877 6,120 4,424 4,342
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 38,111 32,518 45,123 31,241 36,406 49,096 48,122 46,866 43,616 36,446 34,703
  Coupon securities, by maturity  
8 Three years or less 29,408 26,388 29,260 25,871 25,648 27,544 29,197 34,651 38,980 41,845 35,434
9 More than three years but less than or equal to six years 12,653 13,052 13,454 11,822 11,602 12,639 12,801 16,774 17,406 17,346 16,594
10 More than six but less than or equal to eleven years 9,124 11,207 12,066 12,565 11,637 13,048 11,902 11,677 15,306 16,701 15,656
11 More than eleven 10,223 10,495 9,285 9,918 9,388 9,403 9,243 9,104 9,358 8,694 8,782
 
12 Mortgage-backed 46,483 50,148 38,592r 58,316 40,330 46,006 41,262 37,039 24,362 30,039 33,462
 
  Corporate securities  
13 One year or less 42,764 42,686 42,532 45,464 35,300 45,986 42,636 46,205 40,597 41,251 37,872
14 More than one year 172,716 161,638 180,948r 163,882 165,549 170,023 176,771 201,182 201,174 216,365 209,346
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 1,271,697 1,280,252 1,304,338 1,305,580 1,286,958 1,239,171 1,286,580 1,404,644 1,414,375 1,393,645 1,381,436
16 Term 1,045,345 1,105,052 1,161,716 1,167,870 1,226,551 1,275,358 1,047,211 1,097,745 1,069,181 1,140,884 1,109,286
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 181,681 177,089 184,128 172,029 191,557 180,204 180,437 184,313 186,679 180,384 203,078
18 Term 235,952 231,173 245,077 249,462 240,182 246,603 244,901 248,622 257,113 246,210 243,505
  Mortgage-backed securities  
19 Overnight and continuing 113,177 140,369 161,973r 154,738 160,445 154,774 159,194 160,721 150,232 138,103 145,851
20 Term 413,186 405,947 424,857r 420,714 440,680 441,062 419,301 413,040 437,768 440,061 430,712
  Corporate securities  
21 Overnight and continuing 108,043 107,280 110,550r 105,011 106,942 107,123 110,897 108,933 114,991 116,820 115,758
22 Term 97,346 91,109 102,365r 92,882 91,710 90,736 106,953 105,405 105,395 107,085 105,413
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 798,145 827,546 876,058r 899,891 845,250 788,005 849,942 1,015,371 965,528 913,586 919,096
24 Term 1,359,169 1,334,816 1,413,187 1,383,659 1,491,251 1,544,832 1,310,511 1,306,153 1,328,352 1,393,711 1,370,003
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 1,284,706 1,277,257 1,278,777 1,302,009 1,252,845 1,210,126 1,284,977 1,367,160 1,349,227 1,334,619 1,300,361
26 Term 820,367 874,232 934,405 919,543 991,847 1,058,361 814,596 872,814 897,541 960,872 941,383
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 325,381 320,146 334,159 330,054 324,804 329,261 328,708 353,863 374,156 342,264 350,866
28 Term 166,868 145,233 163,106 147,844 154,995 165,757 167,223 164,448 168,652 176,942 170,776
  Mortgage-backed securities  
29 Overnight and continuing 597,636 604,344 630,959r 618,206 630,300 655,330 652,275 603,485 617,354 632,938 628,360
30 Term 259,963 225,430 255,913r 230,089 254,159 271,337 250,619 247,541 269,941 276,094 270,944
  Corporate securities  
31 Overnight and continuing 298,760 301,524 304,122r 298,457 279,745 287,059 309,140 322,990 325,636 334,678 333,198
32 Term 59,528 76,773 87,626r 77,896 86,067 83,315 87,167 93,951 94,432 93,413 95,096
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 2,210,498 2,206,970 2,256,599 2,248,908 2,191,812 2,187,415 2,287,106 2,360,061 2,332,784 2,307,199 2,291,449
34 Term 1,233,796 1,239,395 1,356,991 1,290,129 1,402,189 1,493,041 1,237,760 1,294,972 1,347,035 1,423,409 1,392,976

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: July 6, 2007