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

Statistical Supplement | November 2007

Statistical Supplement to the Federal Reserve Bulletin, November 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		May	June	July	July 4	July 11	July 18	July 25	Aug 1	Aug 8	Aug 15	Aug 22
		Net outright positions²
1	U.S. Treasury bills	-17,049	-7,465	-20,703	-21,494	-21,394	-20,739	-19,943	-20,214	-16,604	-11,439	3,887
	Treasury coupon securities by maturity
2	Three years or less	-55,854	-53,110	-53,203	-47,821	-51,054	-63,813	-53,825	-46,195	-37,219	-43,593	-24,429
3	More than three years but less than or equal to six years	-30,515	-35,753	-34,332	-38,500	-37,152	-36,104	-38,008	-21,907	-17,621	-24,338	-17,889
4	More than six but less than or equal to eleven years	-49,972	-48,557	-52,131	-50,408	-55,198	-56,859	-54,777	-41,098	-39,288	-36,035	-36,903
5	More than eleven	-20,527	-23,384	-21,662	-25,444	-24,247	-21,838	-19,860	-18,021	-17,476	-15,916	-14,478
6	Inflation-protected	7,392	7,385	5,713	7,874	4,690	5,619	5,817	5,454	5,285	6,912	6,357

	Federal agency and government-sponsored enterprises
7	Discount notes	44,045	42,230	44,727	48,008	47,802	40,063	38,996	51,079	54,841	55,008	50,278
	Coupon securities, by maturity
8	Three years or less	21,851	18,457	23,131	20,054	22,304	22,528	24,875	24,814	29,752	30,655	39,964
9	More than three years but less than or equal to six years	15,021	11,226	8,649	9,445	8,865	8,467	8,957	7,719	7,177	5,813	6,535
10	More than six but less than or equal to eleven years	14,794	13,996	15,688	14,662	16,133	16,696	16,122	14,172	13,639	11,485	11,063
11	More than eleven	10,910	10,859	9,692	10,455	9,757	10,334	9,735	8,306	7,828	7,906	8,060

12	Mortgage-backed	44,298	28,527	19,130	25,134	21,659	25,507	17,295	6,877	15,061	28,293	28,522

	Corporate securities
13	One year or less	41,761	43,868	46,520	41,255	45,846	47,377	50,100	45,639	41,362	40,844	41,248
14	More than one year	203,421	219,750	229,931	225,334	229,919	232,632	231,505	228,024	223,997	227,238	219,459
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,452,624	1,447,928	1,512,372	1,472,237	1,473,386	1,489,260	1,537,629	1,582,108	1,592,875	1,617,995	1,584,447
16	Term	1,243,935	1,209,869	1,197,892	1,097,745	1,159,381	1,227,532	1,259,030	1,203,676	1,254,993	1,110,933	1,144,820
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	212,252	206,041	207,899	221,455	209,800	213,864	197,853	201,404	206,676	223,553	230,675
18	Term	262,151	271,134	256,485	241,583	257,856	250,618	262,573	264,563	262,490	256,105	256,515
	Mortgage-backed securities
19	Overnight and continuing	144,792	146,937	153,303	151,074	146,296	152,139	146,824	171,881	164,661	172,639	185,480
20	Term	479,446	468,164	393,285	387,609	398,653	393,467	395,600	387,892	410,423	410,022	423,328
	Corporate securities
21	Overnight and continuing	123,654	125,715	129,924	125,585	130,651	130,237	130,547	130,877	130,829	132,751	133,505
22	Term	110,802	110,718	111,181	113,351	113,873	113,333	108,818	106,838	106,031	93,810	87,145

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	973,012	972,124	1,006,937	999,527	968,547	993,482	1,010,890	1,067,752	1,071,471	1,130,205	1,113,246
24	Term	1,561,662	1,553,809	1,452,468	1,337,576	1,432,927	1,480,726	1,510,335	1,451,379	1,517,126	1,368,339	1,425,701

	Securities out, U.S. Treasury
25	Overnight and continuing	1,393,694	1,381,840	1,398,906	1,386,815	1,375,845	1,379,120	1,407,515	1,446,913	1,473,365	1,549,762	1,523,140
26	Term	1,045,676	1,012,972	1,041,365	908,336	985,376	1,064,260	1,112,057	1,086,186	1,143,817	975,926	996,736
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	347,229	335,795	343,546	345,958	347,759	341,908	339,588	343,549	352,750	360,346	373,903
28	Term	200,655	199,310	175,741	174,681	172,767	173,581	181,510	175,707	181,243	175,723	181,490
	Mortgage-backed securities
29	Overnight and continuing	677,573	652,895	650,922	632,049	613,694	656,369	662,400	687,193	690,617	664,401	687,564
30	Term	305,505	301,469	232,276	234,975	239,939	228,815	234,909	222,503	231,613	223,515	242,510
	Corporate securities
31	Overnight and continuing	344,439	347,292	362,802	351,207	360,851	363,813	360,268	374,583	367,111	364,121	345,796
32	Term	106,840	106,049	106,861	109,013	107,099	105,849	106,438	106,825	102,283	94,220	102,628

	Memo
	Repurchase agreements
33	Overnight and continuing	2,389,276	2,343,166	2,366,038	2,345,070	2,322,952	2,351,155	2,372,477	2,440,133	2,455,947	2,521,126	2,517,512
34	Term	1,562,796	1,525,412	1,456,123	1,339,609	1,408,720	1,473,846	1,528,941	1,483,472	1,545,949	1,368,087	1,426,701

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

Statistical Supplement | November 2007 | Tips for printing wide tables | Symbols and Abbreviations

Accessibility | Contact us
Last update: December 27, 2007