The Federal Reserve Board eagle logo links to home page

Statistical Supplement | January 2008

Statistical Supplement to the Federal Reserve Bulletin, January 2008
1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2007 2007, week ending
July Aug Sept Sept 5 Sept 12 Sept 19 Sept 26 Oct 3 Oct 10 Oct 17 Oct 24
  Net outright positions2
1 U.S. Treasury bills -20,703 -4,183 1,907 11,022 15,019 2,365 -5,878 -19,609 -16,124 -22,944 -19,352
  Treasury coupon securities by maturity  
2 Three years or less -53,203 -30,944 -16,154 -23,224 -21,886 -10,399 -16,001 -7,628 -7,801 -15,659 -17,724
3 More than three years but less than or equal to six years -34,332 -21,470 -25,003 -24,772 -21,638 -24,607 -26,094 -29,965 -28,322 -31,528 -30,726
4 More than six but less than or equal to eleven years -52,131 -38,696 -34,105 -41,567 -30,984 -31,130 -33,620 -36,292 -38,318 -38,230 -42,096
5 More than eleven -21,662 -15,130 -12,829 -12,717 -11,157 -12,835 -12,957 -15,661 -14,685 -16,118 -15,530
6 Inflation-protected 5,713 6,409 4,910 6,682 6,354 4,818 3,517 2,766 3,171 6,571 7,818
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 44,727 51,675 49,035 51,274 55,158 44,577 43,443 53,106 56,903 56,119 42,980
  Coupon securities, by maturity  
8 Three years or less 23,131 34,345 36,908 38,222 38,259 35,661 36,157 36,399 37,639 35,978 36,871
9 More than three years but less than or equal to six years 8,649 5,985 5,146 4,287 5,803 4,981 4,886 5,812 7,185 8,811 8,813
10 More than six but less than or equal to eleven years 15,688 12,025 10,590 12,210 11,350 10,805 8,914 9,789 8,770 9,949 12,352
11 More than eleven 9,692 7,955 8,170 7,692 8,256 8,082 8,064 8,958 8,842 8,818 9,226
 
12 Mortgage-backed 19,130 27,557 47,268 35,710 53,691 50,131 48,181 43,870 37,171 31,077 28,781
 
  Corporate securities  
13 One year or less 46,520 42,047 44,980 40,237 42,343 52,299 41,763 48,344 42,578 43,616 51,513
14 More than one year 229,931 223,878 215,289 221,050 221,106 210,359 211,207 213,676 233,582 235,289 234,512
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 1,512,372 1,572,167 1,501,539 1,555,264 1,542,790 1,522,067 1,413,487 1,480,362 1,425,227 1,494,016 1,508,785
16 Term 1,197,892 1,167,026 1,094,060 1,033,277 1,123,149 1,083,481 1,137,472 1,061,673 1,108,354 1,147,531 1,226,059
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 207,899 223,259 243,298 244,642 237,185 248,135 238,383 252,450 255,742 261,403 271,780
18 Term 256,485 259,489 251,863 253,848 268,171 242,999 245,247 247,929 243,518 247,305 249,373
  Mortgage-backed securities  
19 Overnight and continuing 153,303 174,854 187,223 182,696 190,410 189,573 188,872 180,304 177,028 189,481 190,523
20 Term 393,285 422,772 455,438 437,089 442,349 459,838 476,792 456,212 450,105 466,010 476,491
  Corporate securities  
21 Overnight and continuing 129,924 131,945 130,702 128,489 132,057 132,083 128,824 131,968 132,314 127,516 127,091
22 Term 111,181 92,712 87,402 85,270 85,069 85,594 91,665 89,851 92,699 92,374 90,094
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 1,006,937 1,086,627 1,047,355 1,091,936 1,075,333 1,052,726 990,936 1,032,002 970,242 1,044,873 1,061,007
24 Term 1,452,468 1,449,144 1,454,416 1,354,185 1,468,026 1,467,500 1,518,320 1,421,160 1,455,967 1,517,207 1,619,190
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 1,398,906 1,502,390 1,486,795 1,524,106 1,531,211 1,509,389 1,402,037 1,471,213 1,438,868 1,462,551 1,482,138
26 Term 1,041,365 1,028,577 938,258 879,742 958,310 945,841 982,822 885,058 937,039 1,000,014 1,060,695
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 343,546 360,727 376,857 368,641 375,814 373,088 369,161 409,013 405,924 417,760 416,068
28 Term 175,741 181,466 179,846 180,934 188,353 185,549 178,197 156,507 154,392 152,348 163,158
  Mortgage-backed securities  
29 Overnight and continuing 650,922 681,660 705,880 713,335 695,679 706,529 706,535 712,131 702,782 768,843 798,385
30 Term 232,276 237,805 246,995 234,295 242,640 240,030 269,332 243,592 225,804 233,304 242,188
  Corporate securities  
31 Overnight and continuing 362,802 353,080 356,307 342,924 360,219 361,570 357,527 354,843 355,057 365,308 382,245
32 Term 106,861 101,364 94,289 100,065 93,732 94,059 89,334 97,118 94,434 105,898 92,380
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 2,366,038 2,487,392 2,544,178 2,555,158 2,571,603 2,571,586 2,470,520 2,563,395 2,512,064 2,616,497 2,679,304
34 Term 1,456,123 1,448,108 1,372,292 1,300,346 1,390,963 1,381,739 1,437,663 1,298,622 1,322,886 1,401,558 1,469,562

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 | January 2008 | Tips for printing wide tables | Symbols and Abbreviations

Accessibility | Contact us
Last update: February 11, 2008