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Statistical Supplement | April 2008

Statistical Supplement to the Federal Reserve Bulletin, April 2008
1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2007 2007, week ending 2008, week ending
Oct Nov Dec Dec 5 Dec 12 Dec 19 Dec 26 Jan 2 Jan 9 Jan 16 Jan 23
  Net outright positions2
1 U.S. Treasury bills -19,321 1,036 -3,110 3,067 3,751 -11,857 -6,428 -2,004 -11,090 -14,038 -921
  Treasury coupon securities by maturity  
2 Three years or less -15,129 -17,193 -9,070 -17,134 -4,920 -12,326 -5,487 -7,276 -84 -4,001 -5,157
3 More than three years but less than or equal to six years -28,039 -30,245 -25,152 -25,029 -25,556 -24,956 -24,470 -25,939 -30,374 -33,386 -37,081
4 More than six but less than or equal to eleven years -39,823 -36,845 -33,960 -30,122 -31,336 -35,505 -34,530 -38,510 -32,276 -33,699 -24,741
5 More than eleven -14,809 -13,619 -10,551 -9,170 -11,068 -11,052 -10,190 -11,015 -11,166 -8,075 -6,724
6 Inflation-protected 5,645 5,652 3,117 4,611 5,177 2,658 1,574 1,544 488 2,660 577
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 50,695 43,547 52,543 52,217 57,847 54,013 46,785 51,446 58,339 52,015 54,276
  Coupon securities, by maturity  
8 Three years or less 37,178 39,982 42,405 43,631 39,841 44,302 43,389 40,735 56,718 51,109 55,878
9 More than three years but less than or equal to six years 8,223 6,850 5,056 4,224 3,716 6,183 4,979 6,291 8,420 12,181 15,759
10 More than six but less than or equal to eleven years 10,809 12,854 13,843 15,059 12,698 14,437 14,095 13,046 14,982 15,995 14,360
11 More than eleven 9,017 9,721 9,861 10,893 9,861 10,312 9,268 9,030 10,396 10,921 11,362
 
12 Mortgage-backed 33,863 39,571 55,915 45,671 54,132 55,441 61,681 61,248 59,182 56,088 64,320
 
  Corporate securities  
13 One year or less 47,608 42,533 47,659 38,028 48,113 53,430 46,520 50,168 58,909 61,582 57,557
14 More than one year 232,064 229,189 220,150 222,970 223,216 220,777 218,116 215,008 217,799 219,110 215,810
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 1,466,501 1,483,997 1,464,804 1,534,010 1,516,768 1,470,925 1,365,207 1,453,715 1,468,660 1,559,246 1,514,398
16 Term 1,168,589 1,292,601 1,219,200 1,180,281 1,220,975 1,302,217 1,361,711 939,892 1,072,701 1,142,381 1,140,685
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 256,317 247,255 227,395 238,951 252,865 219,430 209,618 216,218 238,674 244,732 235,435
18 Term 247,793 258,411 258,169 260,591 253,676 261,624 274,025 235,002 247,832 264,645 269,156
  Mortgage-backed securities  
19 Overnight and continuing 176,872 177,293 178,148 192,768 202,856 171,730 146,514 182,207 184,469 183,537 180,900
20 Term 468,290 487,128 454,396 477,872 457,141 460,496 463,903 405,225 422,363 429,682 433,947
  Corporate securities  
21 Overnight and continuing 128,489 130,365 128,928 129,255 130,675 128,285 127,933 128,446 136,100 130,663 130,683
22 Term 91,622 92,240 86,249 89,933 89,905 85,446 82,804 83,393 81,919 80,659 76,850
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 1,019,440 1,031,148 991,623 1,101,682 1,059,142 978,805 864,236 983,325 1,016,275 1,088,451 1,034,150
24 Term 1,532,960 1,703,122 1,620,426 1,596,192 1,649,998 1,716,841 1,773,208 1,254,384 1,434,785 1,523,427 1,536,299
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 1,449,489 1,469,300 1,430,608 1,523,487 1,453,152 1,425,158 1,342,587 1,437,028 1,461,641 1,525,006 1,496,019
26 Term 997,387 1,122,745 1,088,904 1,031,756 1,118,616 1,189,705 1,225,106 772,649 911,654 995,002 983,312
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 406,790 393,688 406,172 417,063 434,460 399,249 388,868 389,595 433,794 435,176 412,696
28 Term 156,629 166,173 149,629 140,851 141,152 158,354 165,123 136,366 138,142 158,290 172,732
  Mortgage-backed securities  
29 Overnight and continuing 757,667 789,172 794,535 805,925 827,851 784,003 784,060 765,912 802,963 873,745 894,200
30 Term 235,700 271,445 248,882 254,723 259,273 250,241 252,185 221,964 203,098 195,642 184,260
  Corporate securities  
31 Overnight and continuing 373,631 373,312 364,664 364,154 379,553 362,707 356,158 358,980 370,367 382,387 379,805
32 Term 93,167 95,742 90,600 96,949 91,664 88,907 90,724 84,959 80,935 83,903 81,649
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 2,597,999 2,621,843 2,592,093 2,700,953 2,691,977 2,573,428 2,467,720 2,543,649 2,644,443 2,794,348 2,754,314
34 Term 1,395,479 1,568,908 1,509,334 1,458,305 1,535,429 1,616,432 1,665,162 1,155,732 1,283,268 1,372,741 1,360,668

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: June 2, 2008