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

Statistical Supplement | September 2007

Statistical Supplement to the Federal Reserve Bulletin, September 2007

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Millions of dollars
Item, by type of security		2007			2007, week ending
Item, by type of security		Mar	Apr	May	May 2	May 9	May 16	May 23	May 30	June 6	June 13	June 20
		Net outright positions²
1	U.S. Treasury bills	6,857	-3,984	-17,049	-16,793	-19,488	-21,388	-14,703	-16,693	10,973	4,307	-12,703
	Treasury coupon securities by maturity
2	Three years or less	-40,081	-53,143	-55,854	-56,836	-49,027	-52,873	-58,417	-62,547	-57,742	-53,776	-54,492
3	More than three years but less than or equal to six years	-35,781	-28,473	-30,515	-30,876	-33,227	-35,588	-29,138	-23,502	-34,041	-33,075	-35,105
4	More than six but less than or equal to eleven years	-46,976	-46,615	-49,972	-51,631	-49,744	-49,054	-49,973	-50,139	-53,486	-45,904	-47,284
5	More than eleven	-21,822	-19,898	-20,527	-18,856	-18,318	-17,408	-22,514	-23,751	-24,689	-20,173	-23,505
6	Inflation-protected	4,433	5,902	7,392	7,505	7,095	7,637	7,222	7,509	7,886	7,120	6,896

	Federal agency and government-sponsored enterprises
7	Discount notes	38,450	35,487	44,045	38,181	43,431	46,929	45,460	42,476	40,956	44,002	43,880
	Coupon securities, by maturity
8	Three years or less	37,433	28,778	21,851	27,726	25,463	23,123	19,281	18,141	19,865	16,334	17,650
9	More than three years but less than or equal to six years	16,934	15,546	15,021	15,073	16,469	15,885	14,396	13,703	12,325	11,228	11,580
10	More than six but less than or equal to eleven years	15,453	14,936	14,794	14,451	14,106	16,117	14,239	14,836	14,612	12,754	12,949
11	More than eleven	8,934	9,877	10,910	10,401	10,563	11,047	10,821	11,271	11,489	11,027	10,419

12	Mortgage-backed	31,173	39,709	44,298	44,144	44,000	49,770	41,022	44,047	33,073	24,752	29,610

	Corporate securities
13	One year or less	39,077	42,011	41,761	43,285	37,956	43,812	39,010	44,803	48,953	47,413	44,062
14	More than one year	210,347	208,246	203,421	205,737	205,792	201,209	199,392	204,672	217,119	217,992	217,688
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,379,446	1,383,077	1,452,624	1,438,432	1,446,195	1,494,804	1,446,271	1,427,996	1,447,615	1,447,358	1,474,530
16	Term	1,117,808	1,180,952	1,243,935	1,285,266	1,350,486	1,142,643	1,237,488	1,243,836	1,170,275	1,224,818	1,202,654
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	188,182	202,425	212,252	199,733	208,530	212,035	219,944	211,187	218,476	212,909	191,485
18	Term	249,156	253,407	262,151	264,422	265,589	261,103	262,814	259,098	257,607	278,413	280,859
	Mortgage-backed securities
19	Overnight and continuing	142,793	135,318	144,792	147,117	138,107	145,984	146,990	147,120	146,915	158,241	140,668
20	Term	436,325	455,516	479,446	475,164	487,558	472,377	474,784	483,772	483,058	476,242	479,581
	Corporate securities
21	Overnight and continuing	115,253	121,965	123,654	122,314	123,754	123,468	123,403	123,955	126,578	123,617	126,851
22	Term	105,367	106,912	110,802	111,551	110,046	110,930	111,298	110,853	109,882	110,320	111,514

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	919,436	915,201	973,012	955,311	958,859	1,012,106	975,391	948,833	986,422	985,115	974,842
24	Term	1,371,853	1,455,793	1,561,662	1,598,578	1,676,708	1,453,652	1,548,168	1,564,697	1,511,781	1,584,987	1,572,680

	Securities out, U.S. Treasury
25	Overnight and continuing	1,320,040	1,350,586	1,393,694	1,409,223	1,398,697	1,442,691	1,373,594	1,353,076	1,409,673	1,391,977	1,392,188
26	Term	941,659	978,145	1,045,676	1,073,860	1,137,357	942,401	1,046,791	1,059,574	965,365	1,030,553	1,014,736
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	349,890	340,391	347,229	341,155	348,770	348,100	351,966	343,856	332,945	340,855	330,970
28	Term	174,012	181,409	200,655	187,578	200,027	200,972	201,131	204,732	197,112	202,753	209,349
	Mortgage-backed securities
29	Overnight and continuing	624,203	642,851	677,573	665,026	666,102	699,595	683,488	667,371	658,811	662,393	655,705
30	Term	274,134	286,653	305,505	301,513	299,756	298,781	314,161	309,866	309,672	309,254	311,222
	Corporate securities
31	Overnight and continuing	331,262	350,980	344,439	355,136	344,126	347,268	338,986	343,762	348,332	340,737	348,125
32	Term	96,237	106,084	106,840	108,597	110,085	106,947	103,469	106,285	107,340	107,747	104,172

	Memo
	Repurchase agreements
33	Overnight and continuing	2,297,649	2,339,688	2,389,276	2,406,324	2,386,937	2,468,061	2,374,837	2,325,338	2,368,688	2,344,254	2,357,833
34	Term	1,398,643	1,457,532	1,562,796	1,574,363	1,653,518	1,453,314	1,569,894	1,583,660	1,475,240	1,554,168	1,545,689

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: October 11, 2007