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

Statistical Supplement | May 2008

Statistical Supplement to the Federal Reserve Bulletin, May 2008

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Millions of dollars
Item, by type of security		2007		2008	2008, week ending
Item, by type of security		Nov	Dec	Jan	Jan 2	Jan 9	Jan 16	Jan 23	Jan 30	Feb 6	Feb 13	Feb 20
		Net outright positions²
1	U.S. Treasury bills	1,036	-3,110	-9,032	-2,004	-11,090	-14,038	-921	-11,992	-9,689	1,623	17,663
	Treasury coupon securities by maturity
2	Three years or less	-17,193	-9,070	-2,482	-7,276	-84	-4,001	-5,157	2,472	-15,006	-20,244	-23,454
3	More than three years but less than or equal to six years	-30,245	-25,152	-29,661	-25,939	-30,374	-33,386	-37,081	-19,818	-23,007	-35,292	-29,737
4	More than six but less than or equal to eleven years	-36,845	-33,960	-32,853	-38,510	-32,276	-33,699	-24,741	-39,353	-30,933	-31,931	-29,674
5	More than eleven	-13,619	-10,551	-8,766	-11,015	-11,166	-8,075	-6,724	-8,381	-9,285	-5,511	-6,200
6	Inflation-protected	5,652	3,117	1,453	1,544	488	2,660	577	2,104	1,144	2,547	2,546

	Federal agency and government-sponsored enterprises
7	Discount notes	43,547	52,543	50,980	51,446	58,339	52,015	54,276	40,047	44,753	50,364	51,311
	Coupon securities, by maturity
8	Three years or less	39,982	42,405	55,106	40,735	56,718	51,109	55,878	59,561	63,966	61,273	55,467
9	More than three years but less than or equal to six years	6,850	5,056	12,720	6,291	8,420	12,181	15,759	15,982	15,353	14,703	13,873
10	More than six but less than or equal to eleven years	12,854	13,843	14,713	13,046	14,982	15,995	14,360	14,195	13,296	12,969	11,340
11	More than eleven	9,721	9,861	10,696	9,030	10,396	10,921	11,362	10,651	10,205	9,999	9,450

12	Mortgage-backed	39,571	55,915	59,916	61,248	59,182	56,088	64,320	59,251	63,016	63,890	65,020

	Corporate securities
13	One year or less	42,533	47,659	57,608	50,168	58,909	61,582	57,557	54,918	54,749	54,682	59,754
14	More than one year	229,189	220,150	214,734	215,008	217,799	219,110	215,810	207,937	202,146	196,323	192,976
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,483,997	1,464,804	1,522,028	1,453,715	1,468,660	1,559,246	1,514,398	1,557,396	1,577,541	1,568,811	1,589,039
16	Term	1,292,601	1,219,200	1,133,387	939,892	1,072,701	1,142,381	1,140,685	1,226,867	1,176,781	1,263,691	1,236,986
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	247,255	227,395	232,936	216,218	238,674	244,732	235,435	217,459	234,476	245,853	258,712
18	Term	258,411	258,169	263,401	235,002	247,832	264,645	269,156	278,786	272,496	276,151	277,647
	Mortgage-backed securities
19	Overnight and continuing	177,293	178,148	188,187	182,207	184,469	183,537	180,900	200,183	225,763	224,808	223,722
20	Term	487,128	454,396	427,804	405,225	422,363	429,682	433,947	432,849	419,599	444,307	437,136
	Corporate securities
21	Overnight and continuing	130,365	128,928	132,278	128,446	136,100	130,663	130,683	133,649	126,061	129,376	130,204
22	Term	92,240	86,249	79,502	83,393	81,919	80,659	76,850	76,239	88,099	84,691	78,828

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	1,031,148	991,623	1,045,441	983,325	1,016,275	1,088,451	1,034,150	1,049,773	1,121,489	1,125,949	1,163,684
24	Term	1,703,122	1,620,426	1,519,183	1,254,384	1,434,785	1,523,427	1,536,299	1,648,922	1,581,864	1,694,186	1,661,199

	Securities out, U.S. Treasury
25	Overnight and continuing	1,469,300	1,430,608	1,495,768	1,437,028	1,461,641	1,525,006	1,496,019	1,510,692	1,541,245	1,488,033	1,548,599
26	Term	1,122,745	1,088,904	970,263	772,649	911,654	995,002	983,312	1,041,670	1,011,392	1,124,833	1,115,880
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	393,688	406,172	419,667	389,595	433,794	435,176	412,696	402,236	443,165	458,346	463,609
28	Term	166,173	149,629	162,205	136,366	138,142	158,290	172,732	186,036	169,213	188,557	193,331
	Mortgage-backed securities
29	Overnight and continuing	789,172	794,535	862,651	765,912	802,963	873,745	894,200	898,519	924,382	960,800	926,655
30	Term	271,445	248,882	197,699	221,964	203,098	195,642	184,260	203,606	178,500	176,913	174,440
	Corporate securities
31	Overnight and continuing	373,312	364,664	374,651	358,980	370,367	382,387	379,805	372,120	363,475	357,110	351,738
32	Term	95,742	90,600	82,280	84,959	80,935	83,903	81,649	81,420	85,427	94,076	95,498

	Memo
	Repurchase agreements
33	Overnight and continuing	2,621,843	2,592,093	2,730,072	2,543,649	2,644,443	2,794,348	2,754,314	2,760,012	2,873,122	2,858,189	2,891,645
34	Term	1,568,908	1,509,334	1,352,653	1,155,732	1,283,268	1,372,741	1,360,668	1,447,132	1,374,108	1,506,964	1,496,872

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: July 2, 2008