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

Statistical Supplement | March 2008

Statistical Supplement to the Federal Reserve Bulletin, March 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		Sept	Oct	Nov	Oct 31	Nov 7	Nov 14	Nov 21	Nov 28	Dec 5	Dec 12	Dec 19
		Net outright positions²
1	U.S. Treasury bills	1,907	-19,321	1,036	-18,740	-11,690	10,507	2,843	1,903	3,067	3,751	-11,857
	Treasury coupon securities by maturity
2	Three years or less	-16,154	-15,129	-17,193	-22,547	-13,989	-26,428	-20,523	-7,849	-17,134	-4,920	-12,326
3	More than three years but less than or equal to six years	-25,003	-28,039	-30,245	-20,754	-30,335	-33,274	-34,532	-24,330	-25,029	-25,556	-24,956
4	More than six but less than or equal to eleven years	-34,105	-39,823	-36,845	-42,163	-39,592	-42,915	-34,673	-32,120	-30,122	-31,336	-35,505
5	More than eleven	-12,829	-14,809	-13,619	-12,537	-16,137	-16,476	-12,148	-10,985	-9,170	-11,068	-11,052
6	Inflation-protected	4,910	5,645	5,652	6,256	6,794	5,460	5,384	5,266	4,611	5,177	2,658

	Federal agency and government-sponsored enterprises
7	Discount notes	49,035	50,695	43,547	45,744	40,386	50,625	44,822	35,879	52,217	57,847	54,013
	Coupon securities, by maturity
8	Three years or less	36,908	37,178	39,982	38,556	37,334	39,347	41,190	41,014	43,631	39,841	44,302
9	More than three years but less than or equal to six years	5,146	8,223	6,850	9,115	8,518	7,456	6,371	5,806	4,224	3,716	6,183
10	More than six but less than or equal to eleven years	10,590	10,809	12,854	12,601	12,817	12,055	12,021	13,892	15,059	12,698	14,437
11	More than eleven	8,170	9,017	9,721	9,209	9,302	9,661	9,823	9,763	10,893	9,861	10,312

12	Mortgage-backed	47,268	33,863	39,571	34,135	37,107	37,641	39,929	41,862	45,671	54,132	55,441

	Corporate securities
13	One year or less	44,980	47,608	42,533	52,409	43,337	47,102	46,822	34,157	38,028	48,113	53,430
14	More than one year	215,289	232,064	229,189	232,755	234,381	230,538	227,771	225,842	222,970	223,216	220,777
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,501,539	1,466,501	1,483,997	1,432,036	1,489,752	1,528,584	1,427,863	1,475,500	1,534,010	1,516,768	1,470,925
16	Term	1,094,060	1,168,589	1,292,601	1,238,234	1,289,879	1,320,775	1,312,258	1,279,581	1,180,281	1,220,975	1,302,217
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	243,298	256,317	247,255	238,000	269,651	242,300	235,773	243,669	238,951	252,865	219,430
18	Term	251,863	247,793	258,411	250,916	248,903	254,267	267,365	262,485	260,591	253,676	261,624
	Mortgage-backed securities
19	Overnight and continuing	187,223	176,872	177,293	148,983	169,634	182,797	163,730	188,590	192,768	202,856	171,730
20	Term	455,438	468,290	487,128	485,730	471,822	480,259	501,753	497,323	477,872	457,141	460,496
	Corporate securities
21	Overnight and continuing	130,702	128,489	130,365	125,545	129,131	132,189	128,837	131,621	129,255	130,675	128,285
22	Term	87,402	91,622	92,240	92,079	92,283	91,739	94,413	91,185	89,933	89,905	85,446

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	1,047,355	1,019,440	1,031,148	996,252	1,029,135	1,068,074	964,624	1,042,605	1,101,682	1,059,142	978,805
24	Term	1,454,416	1,532,960	1,703,122	1,587,391	1,684,911	1,727,304	1,735,592	1,695,232	1,596,192	1,649,998	1,716,841

	Securities out, U.S. Treasury
25	Overnight and continuing	1,486,795	1,449,489^r	1,469,300^r	1,442,983	1,501,432	1,503,626	1,428,296	1,465,191	1,523,487	1,453,152	1,425,158
26	Term	938,258	997,387^r	1,122,745^r	1,042,658	1,133,764	1,157,737	1,141,159	1,085,006	1,031,756	1,118,616	1,189,705
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	376,857	406,790	393,688	386,455	402,420	396,452	368,647	400,554	417,063	434,460	399,249
28	Term	179,846	156,629	166,173	156,672	160,792	166,009	191,098	154,027	140,851	141,152	158,354
	Mortgage-backed securities
29	Overnight and continuing	705,880	757,667	789,172	780,173	763,274	802,086	774,332	812,210	805,925	827,851	784,003
30	Term	246,995	235,700	271,445	238,123	259,445	255,371	297,647	278,096	254,723	259,273	250,241
	Corporate securities
31	Overnight and continuing	356,307	373,631	373,312	399,965	376,566	391,464	367,191	360,642	364,154	379,553	362,707
32	Term	94,289	93,167	95,742	78,262	93,603	89,686	102,080	97,256	96,949	91,664	88,907

	Memo
	Repurchase agreements
33	Overnight and continuing	2,544,178	2,597,999	2,621,843	2,598,959	2,618,398	2,673,580	2,538,816	2,633,976	2,700,953	2,691,977	2,573,428
34	Term	1,372,292	1,395,479	1,568,908	1,429,420	1,565,086	1,588,014	1,627,442	1,526,692	1,458,305	1,535,429	1,616,432

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: April 11, 2008