FRB: February 2008 Statistical Supplement--U.S. Government Securities Dealers, Positions and Financing

Statistical Supplement | February 2008

Statistical Supplement to the Federal Reserve Bulletin, February 2008

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		Aug	Sept	Oct	Oct 3	Oct 10	Oct 17	Oct 24	Oct 31	Nov 7	Nov 14	Nov 21
		Net outright positions²
1	U.S. Treasury bills	-4,183	1,907	-19,321	-19,609	-16,124	-22,944	-19,352	-18,740	-11,690	10,507	2,843
	Treasury coupon securities by maturity
2	Three years or less	-30,944	-16,154	-15,129	-7,628	-7,801	-15,659	-17,724	-22,547	-13,989	-26,428	-20,523
3	More than three years but less than or equal to six years	-21,470	-25,003	-28,039	-29,965	-28,322	-31,528	-30,726	-20,754	-30,335	-33,274	-34,532
4	More than six but less than or equal to eleven years	-38,696	-34,105	-39,823	-36,292	-38,318	-38,230	-42,096	-42,163	-39,592	-42,915	-34,673
5	More than eleven	-15,130	-12,829	-14,809	-15,661	-14,685	-16,118	-15,530	-12,537	-16,137	-16,476	-12,148
6	Inflation-protected	6,409	4,910	5,645	2,766	3,171	6,571	7,818	6,256	6,794	5,460	5,384

	Federal agency and government-sponsored enterprises
7	Discount notes	51,675	49,035	50,695	53,106	56,903	56,119	42,980	45,744	40,386	50,625	44,822
	Coupon securities, by maturity
8	Three years or less	34,345	36,908	37,178	36,399	37,639	35,978	36,871	38,556	37,334	39,347	41,190
9	More than three years but less than or equal to six years	5,985	5,146	8,223	5,812	7,185	8,811	8,813	9,115	8,518	7,456	6,371
10	More than six but less than or equal to eleven years	12,025	10,590	10,809	9,789	8,770	9,949	12,352	12,601	12,817	12,055	12,021
11	More than eleven	7,955	8,170	9,017	8,958	8,842	8,818	9,226	9,209	9,302	9,661	9,823

12	Mortgage-backed	27,557	47,268	33,863	43,870	37,171	31,077	28,781	34,135	37,107	37,641	39,929

	Corporate securities
13	One year or less	42,047	44,980	47,608	48,344	42,578	43,616	51,513	52,409	43,337	47,102	46,822
14	More than one year	223,878	215,289	232,064	213,676	233,582	235,289	234,512	232,755	234,381	230,538	227,771
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,572,167	1,501,539	1,466,501	1,480,362	1,425,227	1,494,016	1,508,785	1,432,036	1,489,752	1,528,584	1,427,863
16	Term	1,167,026	1,094,060	1,168,589	1,061,673	1,108,354	1,147,531	1,226,059	1,238,234	1,289,879	1,320,775	1,312,258
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	223,259	243,298	256,317	252,450	255,742	261,403	271,780	238,000	269,651	242,300	235,773
18	Term	259,489	251,863	247,793	247,929	243,518	247,305	249,373	250,916	248,903	254,267	267,365
	Mortgage-backed securities
19	Overnight and continuing	174,854	187,223	176,872	180,304	177,028	189,481	190,523	148,983	169,634	182,797	163,730
20	Term	422,772	455,438	468,290	456,212	450,105	466,010	476,491	485,730	471,822	480,259	501,753
	Corporate securities
21	Overnight and continuing	131,945	130,702	128,489	131,968	132,314	127,516	127,091	125,545	129,131	132,189	128,837
22	Term	92,712	87,402	91,622	89,851	92,699	92,374	90,094	92,079	92,283	91,739	94,413

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	1,086,627	1,047,355	1,019,440	1,032,002	970,242	1,044,873	1,061,007	996,252	1,029,135	1,068,074	964,624
24	Term	1,449,144	1,454,416	1,532,960	1,421,160	1,455,967	1,517,207	1,619,190	1,587,391	1,684,911	1,727,304	1,735,592

	Securities out, U.S. Treasury
25	Overnight and continuing	1,502,390	1,486,795	1,458,046	1,471,213	1,438,868	1,462,551	1,482,138	1,442,983	1,501,432	1,503,626	1,428,296
26	Term	1,028,577	938,258	998,001	885,058	937,039	1,000,014	1,060,695	1,042,658	1,133,764	1,157,737	1,141,159
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	360,727	376,857	406,790	409,013	405,924	417,760	416,068	386,455	402,420	396,452	368,647
28	Term	181,466	179,846	156,629	156,507	154,392	152,348	163,158	156,672	160,792	166,009	191,098
	Mortgage-backed securities
29	Overnight and continuing	681,660	705,880	757,667	712,131	702,782	768,843	798,385	780,173	763,274	802,086	774,332
30	Term	237,805	246,995	235,700	243,592	225,804	233,304	242,188	238,123	259,445	255,371	297,647
	Corporate securities
31	Overnight and continuing	353,080	356,307	373,631	354,843	355,057	365,308	382,245	399,965	376,566	391,464	367,191
32	Term	101,364	94,289	93,167	97,118	94,434	105,898	92,380	78,262	93,603	89,686	102,080

	Memo
	Repurchase agreements
33	Overnight and continuing	2,487,392	2,544,178	2,597,999	2,563,395	2,512,064	2,616,497	2,679,304	2,598,959	2,618,398	2,673,580	2,538,816
34	Term	1,448,108	1,372,292	1,395,479	1,298,622	1,322,886	1,401,558	1,469,562	1,429,420	1,565,086	1,588,014	1,627,442

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

Accessibility | Contact us
Last update: March 13, 2008