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

Statistical Supplement | October 2007

Statistical Supplement to the Federal Reserve Bulletin, October 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		Apr	May	June	May 30	June 6	June 13	June 20	June 27	July 4	July 11	July 18
		Net outright positions²
1	U.S. Treasury bills	-3,984	-17,049	-7,465	-16,693	10,973	4,307	-12,703	-23,789	-21,494	-21,394	-20,739
	Treasury coupon securities by maturity
2	Three years or less	-53,143	-55,854	-53,110	-62,547	-57,742	-53,776	-54,492	-49,358	-47,821	-51,054	-63,813
3	More than three years but less than or equal to six years	-28,473	-30,515	-35,753	-23,502	-34,041	-33,075	-35,105	-39,370	-38,500	-37,152	-36,104
4	More than six but less than or equal to eleven years	-46,615	-49,972	-48,557	-50,139	-53,486	-45,904	-47,284	-47,465	-50,408	-55,198	-56,859
5	More than eleven	-19,898	-20,527	-23,384	-23,751	-24,689	-20,173	-23,505	-24,474	-25,444	-24,247	-21,838
6	Inflation-protected	5,902	7,392	7,385	7,509	7,886	7,120	6,896	7,499	7,874	4,690	5,619

	Federal agency and government-sponsored enterprises
7	Discount notes	35,487	44,045	42,230	42,476	40,956	44,002	43,880	37,423	48,008	47,802	40,063
	Coupon securities, by maturity
8	Three years or less	28,778	21,851	18,457	18,141	19,865	16,334	17,650	19,497	20,054	22,304	22,528
9	More than three years but less than or equal to six years	15,546	15,021	11,226	13,703	12,325	11,228	11,580	10,691	9,445	8,865	8,467
10	More than six but less than or equal to eleven years	14,936	14,794	13,996	14,836	14,612	12,754	12,949	15,472	14,662	16,133	16,696
11	More than eleven	9,877	10,910	10,859	11,271	11,489	11,027	10,419	10,766	10,455	9,757	10,334

12	Mortgage-backed	39,709	44,298	28,527	44,047	33,073	24,752	29,610	28,778	25,134	21,659	25,507

	Corporate securities
13	One year or less	42,011	41,761	43,868	44,803	48,953	47,413	44,062	36,889	41,255	45,846	47,377
14	More than one year	208,246	203,421	219,750	204,672	217,119	217,992	217,688	223,432	225,334	229,919	232,632
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,383,077	1,452,624	1,447,928	1,427,996	1,447,615	1,447,358	1,474,530	1,411,744	1,472,237	1,473,386	1,489,260
16	Term	1,180,952	1,243,935	1,209,869	1,243,836	1,170,275	1,224,818	1,202,654	1,284,126	1,097,745	1,159,381	1,227,532
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	202,425	212,252	206,041	211,187	218,476	212,909	191,485	196,464	221,455	209,800	213,864
18	Term	253,407	262,151	271,134	259,098	257,607	278,413	280,859	278,388	241,583	257,856	250,618
	Mortgage-backed securities
19	Overnight and continuing	135,318	144,792	146,937	147,120	146,915	158,241	140,668	140,148	151,074	146,296	152,139
20	Term	455,516	479,446	468,164	483,772	483,058	476,242	479,581	470,426	387,609	398,653	393,467
	Corporate securities
21	Overnight and continuing	121,965	123,654	125,715	123,955	126,578	123,617	126,851	125,992	125,585	130,651	130,237
22	Term	106,912	110,802	110,718	110,853	109,882	110,320	111,514	109,910	113,351	113,873	113,333

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	915,201	973,012	972,124	948,833	986,422	985,115	974,842	932,414	999,527	968,547	993,482
24	Term	1,455,793	1,561,662	1,553,809	1,564,697	1,511,781	1,584,987	1,572,680	1,632,454	1,337,576	1,432,927	1,480,726

	Securities out, U.S. Treasury
25	Overnight and continuing	1,350,586	1,393,694	1,381,840	1,353,076	1,409,673	1,391,977	1,392,188	1,335,366	1,386,815	1,375,845	1,379,120
26	Term	978,145	1,045,676	1,012,972	1,059,574	965,365	1,030,553	1,014,736	1,079,276	908,336	985,376	1,064,260
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	340,391	347,229	335,795	343,856	332,945	340,855	330,970	333,646	345,958	347,759	341,908
28	Term	181,409	200,655	199,310	204,732	197,112	202,753	209,349	198,268	174,681	172,767	173,581
	Mortgage-backed securities
29	Overnight and continuing	642,851	677,573	652,895	667,371	658,811	662,393	655,705	644,450	632,049	613,694	656,369
30	Term	286,653	305,505	301,469	309,866	309,672	309,254	311,222	305,397	234,975	239,939	228,815
	Corporate securities
31	Overnight and continuing	350,980	344,439	347,292	343,762	348,332	340,737	348,125	350,445	351,207	360,851	363,813
32	Term	106,084	106,840	106,049	106,285	107,340	107,747	104,172	103,853	109,013	107,099	105,849

	Memo
	Repurchase agreements
33	Overnight and continuing	2,339,688	2,389,276	2,343,166	2,325,338	2,368,688	2,344,254	2,357,833	2,304,717	2,345,070	2,322,952	2,351,155
34	Term	1,457,532	1,562,796	1,525,412	1,583,660	1,475,240	1,554,168	1,545,689	1,599,014	1,339,609	1,408,720	1,473,846

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: November 1, 2007