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

Statistical Supplement | December 2007

Statistical Supplement to the Federal Reserve Bulletin, December 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		June	July	Aug	Aug 1	Aug 8	Aug 15	Aug 22	Aug 29	Sept 5	Sept 12	Sept 19
		Net outright positions²
1	U.S. Treasury bills	-7,465	-20,703	-4,183	-20,214	-16,604	-11,439	3,887	5,371	11,022	15,019	2,365
	Treasury coupon securities by maturity
2	Three years or less	-53,110	-53,203	-30,944	-46,195	-37,219	-43,593	-24,429	-18,560	-23,224	-21,886	-10,399
3	More than three years but less than or equal to six years	-35,753	-34,332	-21,470	-21,907	-17,621	-24,338	-17,889	-25,028	-24,772	-21,638	-24,607
4	More than six but less than or equal to eleven years	-48,557	-52,131	-38,696	-41,098	-39,288	-36,035	-36,903	-41,396	-41,567	-30,984	-31,130
5	More than eleven	-23,384	-21,662	-15,130	-18,021	-17,476	-15,916	-14,478	-12,927	-12,717	-11,157	-12,835
6	Inflation-protected	7,385	5,713	6,409	5,454	5,285	6,912	6,357	7,140	6,682	6,354	4,818

	Federal agency and government-sponsored enterprises
7	Discount notes	42,230	44,727	51,675	51,079	54,841	55,008	50,278	46,772	51,274	55,158	44,577
	Coupon securities, by maturity
8	Three years or less	18,457	23,131	34,345	24,814	29,752	30,655	39,964	37,262	38,222	38,259	35,661
9	More than three years but less than or equal to six years	11,226	8,649	5,985	7,719	7,177	5,813	6,535	4,653	4,287	5,803	4,981
10	More than six but less than or equal to eleven years	13,996	15,688	12,025	14,172	13,639	11,485	11,063	11,554	12,210	11,350	10,805
11	More than eleven	10,859	9,692	7,955	8,306	7,828	7,906	8,060	8,049	7,692	8,256	8,082

12	Mortgage-backed	28,527	19,130	27,557	6,877	15,061	28,293	28,522	38,975	35,710	53,691	50,131

	Corporate securities
13	One year or less	43,868	46,520	42,047	45,639	41,362	40,844	41,248	44,736	40,237	42,343	52,299
14	More than one year	219,750	229,931	223,878	228,024	223,997	227,238	219,459	225,032	221,050	221,106	210,359
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,447,928	1,512,372	1,572,167	1,582,108	1,592,875	1,617,995	1,584,447	1,496,760	1,555,264	1,542,790	1,522,067
16	Term	1,209,869	1,197,892	1,167,026	1,203,676	1,254,993	1,110,933	1,144,820	1,190,335	1,033,277	1,123,149	1,083,481
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	206,041	207,899	223,259	201,404	206,676	223,553	230,675	229,145	244,642	237,185	248,135
18	Term	271,134	256,485	259,489	264,563	262,490	256,105	256,515	263,734	253,848	268,171	242,999
	Mortgage-backed securities
19	Overnight and continuing	146,937	153,303	174,854	171,881	164,661	172,639	185,480	174,822	182,696	190,410	189,573
20	Term	468,164	393,285	422,772	387,892	410,423	410,022	423,328	448,206	437,089	442,349	459,838
	Corporate securities
21	Overnight and continuing	125,715	129,924	131,945	130,877	130,829	132,751	133,505	131,834	128,489	132,057	132,083
22	Term	110,718	111,181	92,712	106,838	106,031	93,810	87,145	83,969	85,270	85,069	85,594

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	972,124	1,006,937	1,086,627	1,067,752	1,071,471	1,130,205	1,113,246	1,032,765	1,091,936	1,075,333	1,052,726
24	Term	1,553,809	1,452,468	1,449,144	1,451,379	1,517,126	1,368,339	1,425,701	1,512,223	1,354,185	1,468,026	1,467,500

	Securities out, U.S. Treasury
25	Overnight and continuing	1,381,840	1,398,906	1,502,390	1,446,913	1,473,365	1,549,762	1,523,140	1,465,014	1,524,106	1,531,211	1,509,389
26	Term	1,012,972	1,041,365	1,028,577	1,086,186	1,143,817	975,926	996,736	1,032,123	879,742	958,310	945,841
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	335,795	343,546	360,727	343,549	352,750	360,346	373,903	356,101	368,641	375,814	373,088
28	Term	199,310	175,741	181,466	175,707	181,243	175,723	181,490	188,382	180,934	188,353	185,549
	Mortgage-backed securities
29	Overnight and continuing	652,895	650,922	681,660	687,193	690,617	664,401	687,564	674,219	713,335	695,679	706,529
30	Term	301,469	232,276	237,805	222,503	231,613	223,515	242,510	256,773	234,295	242,640	240,030
	Corporate securities
31	Overnight and continuing	347,292	362,802	353,080	374,583	367,111	364,121	345,796	335,124	342,924	360,219	361,570
32	Term	106,049	106,861	101,364	106,825	102,283	94,220	102,628	105,918	100,065	93,732	94,059

	Memo
	Repurchase agreements
33	Overnight and continuing	2,343,166	2,366,038	2,487,392	2,440,133	2,455,947	2,521,126	2,517,512	2,442,373	2,555,158	2,571,603	2,571,586
34	Term	1,525,412	1,456,123	1,448,108	1,483,472	1,545,949	1,368,087	1,426,701	1,488,861	1,300,346	1,390,963	1,381,739

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: January 11, 2008