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

Statistical Supplement | June 2008

Statistical Supplement to the Federal Reserve Bulletin, June 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		Dec	Jan	Feb	Jan 30	Feb 6	Feb 13	Feb 20	Feb 27	Mar 5	Mar 12	Mar 19
		Net outright positions²
1	U.S. Treasury bills	-3,110	-9,032	4,741	-11,992	-9,689	1,623	17,663	3,757	17,167	27,921	2,614
	Treasury coupon securities by maturity
2	Three years or less	-9,070	-2,482	-20,413	2,472	-15,006	-20,244	-23,454	-25,653	-8,237	-18,347	-18,114
3	More than three years but less than or equal to six years	-25,152	-29,661	-31,824	-19,818	-23,007	-35,292	-29,737	-36,869	-35,787	-33,366	-35,368
4	More than six but less than or equal to eleven years	-33,960	-32,853	-31,921	-39,353	-30,933	-31,931	-29,674	-33,808	-36,110	-36,137	-27,025
5	More than eleven	-10,551	-8,766	-6,439	-8,381	-9,285	-5,511	-6,200	-4,930	-7,268	-3,163	-5,095
6	Inflation-protected	3,117	1,453	2,627	2,104	1,144	2,547	2,546	3,526	4,492	4,827	4,549

	Federal agency and government-sponsored enterprises
7	Discount notes	52,543	50,980	48,895	40,047	44,753	50,364	51,311	47,378	53,033	50,421	46,844
	Coupon securities, by maturity
8	Three years or less	42,405	55,106	59,835	59,561	63,966	61,273	55,467	56,504	69,354	64,562	61,444
9	More than three years but less than or equal to six years	5,056	12,720	14,178	15,982	15,353	14,703	13,873	13,390	12,640	12,125	10,311
10	More than six but less than or equal to eleven years	13,843	14,713	12,069	14,195	13,296	12,969	11,340	10,922	11,800	11,474	11,104
11	More than eleven	9,861	10,696	9,723	10,651	10,205	9,999	9,450	9,497	9,060	9,239	9,314

12	Mortgage-backed	55,915	59,916	63,224	59,251	63,016	63,890	65,020	60,204	65,795	49,078	70,334

	Corporate securities
13	One year or less	47,659	57,608	56,340	54,918	54,749	54,682	59,754	54,755	60,519	57,949	63,355
14	More than one year	220,150	214,734	193,971	207,937	202,146	196,323	192,976	188,663	183,276	185,099	187,184
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,464,804	1,522,028	1,590,724	1,557,396	1,577,541	1,568,811	1,589,039	1,598,773	1,684,696	1,690,899	1,709,152
16	Term	1,219,200	1,133,387	1,254,956	1,226,867	1,176,781	1,263,691	1,236,986	1,317,485	1,302,946	1,336,589	1,326,528
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	227,395	232,936	245,527	217,459	234,476	245,853	258,712	239,724	251,702	283,981	273,186
18	Term	258,169	263,401	281,377	278,786	272,496	276,151	277,647	299,901	274,538	280,817	263,173
	Mortgage-backed securities
19	Overnight and continuing	178,148	188,187	224,992	200,183	225,763	224,808	223,722	223,947	231,428	206,789	201,213
20	Term	454,396	427,804	441,919	432,849	419,599	444,307	437,136	459,032	457,370	427,443	406,281
	Corporate securities
21	Overnight and continuing	128,928	132,278	131,850	133,649	126,061	129,376	130,204	137,969	142,219	140,764	134,728
22	Term	86,249	79,502	80,658	76,239	88,099	84,691	78,828	76,511	65,142	60,858	61,771

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	991,623	1,045,441	1,149,688	1,049,773	1,121,489	1,125,949	1,163,684	1,158,996	1,235,802	1,221,751	1,235,137
24	Term	1,620,426	1,519,183	1,683,120	1,648,922	1,581,864	1,694,186	1,661,199	1,765,531	1,736,445	1,747,957	1,728,358

	Securities out, U.S. Treasury
25	Overnight and continuing	1,430,608	1,495,768	1,543,737	1,510,692	1,541,245	1,488,033	1,548,599	1,562,469	1,663,596	1,675,499	1,717,374
26	Term	1,088,904	970,263	1,106,776	1,041,670	1,011,392	1,124,833	1,115,880	1,152,693	1,137,154	1,195,038	1,183,138
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	406,172	419,667	452,662	402,236	443,165	458,346	463,609	443,386	455,405	464,301	422,895
28	Term	149,629	162,205	188,788	186,036	169,213	188,557	193,331	202,309	185,097	197,572	189,245
	Mortgage-backed securities
29	Overnight and continuing	794,535	862,651	932,073	898,519	924,382	960,800	926,655	919,493	917,601	878,266	892,610
30	Term	248,882	197,699	182,542	203,606	178,500	176,913	174,440	198,365	187,350	205,357	185,089
	Corporate securities
31	Overnight and continuing	364,664	374,651	352,320	372,120	363,475	357,110	351,738	341,138	343,268	338,437	353,303
32	Term	90,600	82,280	90,835	81,420	85,427	94,076	95,498	88,666	86,982	87,801	74,898

	Memo
	Repurchase agreements
33	Overnight and continuing	2,592,093	2,730,072	2,878,106	2,760,012	2,873,122	2,858,189	2,891,645	2,861,966	2,971,863	2,949,060	2,999,275
34	Term	1,509,334	1,352,653	1,492,245	1,447,132	1,374,108	1,506,964	1,496,872	1,563,371	1,530,005	1,618,132	1,563,998

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 31, 2008