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Statistical Supplement | July 2008

Statistical Supplement to the Federal Reserve Bulletin, July 2008
1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2008 2008, week ending
Jan Feb Mar Mar 5 Mar 12 Mar 19 Mar 26 Apr 2 Apr 9 Apr 16 Apr 23
  Net outright positions2
1 U.S. Treasury bills -9,032 4,741 12,670 17,167 27,921 2,614 12,250 1,491 10,907 -1,528 -15,724
  Treasury coupon securities by maturity  
2 Three years or less -2,482 -20,413 -15,277 -8,237 -18,347 -18,114 -12,052 -18,562 -18,870 -23,002 -15,844
3 More than three years but less than or equal to six years -29,661 -31,824 -35,415 -35,787 -33,366 -35,368 -37,509 -35,045 -35,387 -41,286 -40,937
4 More than six but less than or equal to eleven years -32,853 -31,921 -30,678 -36,110 -36,137 -27,025 -26,479 -28,595 -27,574 -31,781 -30,275
5 More than eleven -8,766 -6,439 -4,215 -7,268 -3,163 -5,095 -2,106 -4,357 -4,989 -4,126 -4,278
6 Inflation-protected 1,453 2,627 4,226 4,492 4,827 4,549 3,700 3,400 2,787 3,547 5,672
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 50,252r 48,150r 50,491r 52,262r 49,635 46,051 54,311 50,789 59,529 58,814 58,170
  Coupon securities, by maturity  
8 Three years or less 55,139r 59,880r 63,871r 69,381r 64,589 61,491 61,180 64,458 73,555 78,005 78,121
9 More than three years but less than or equal to six years 12,726r 14,216r 10,657r 12,685r 12,169 10,348 10,015 7,846 7,082 6,333 6,556
10 More than six but less than or equal to eleven years 15,273r 12,625r 12,009r 12,378r 12,064 11,700 12,537 11,258 11,809 11,591 10,917
11 More than eleven 10,827r 9,829r 9,252r 9,181r 9,364 9,426 9,170 9,035 9,198 8,785 8,779
 
12 Mortgage-backed 59,916 63,224 64,314 65,795 49,078 70,334 70,848 66,586 59,820 65,402 55,898
 
  Corporate securities  
13 One year or less 57,608 56,340 54,686 60,519 57,949 63,355 44,848 45,922 47,114 43,728 42,149
14 More than one year 214,734 193,971 184,684 183,276 185,099 187,184 184,867 181,754 177,647 174,354 174,532
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 1,522,028 1,590,724 1,644,050 1,684,696 1,690,899 1,709,152 1,555,597 1,570,505 1,559,103 1,591,577 1,577,040
16 Term 1,133,387 1,254,956 1,273,899 1,302,946 1,336,589 1,326,528 1,344,302 984,840 1,059,982 1,085,800 1,137,551
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 232,936 245,527 267,079 251,702 283,981 273,186 267,330 249,894 251,770 262,661 261,516
18 Term 263,401 281,377 272,288 274,538 280,817 263,173 277,370 263,746 273,993 297,308 302,076
  Mortgage-backed securities  
19 Overnight and continuing 188,187 224,992 201,868 231,428 206,789 201,213 202,660 165,225 196,682 187,461 181,092
20 Term 427,804 441,919 422,592 457,370 427,443 406,281 418,407 409,715 425,996 406,723 420,650
  Corporate securities  
21 Overnight and continuing 132,278 131,850 138,211 142,219 140,764 134,728 137,808 136,071 140,614 138,024 139,772
22 Term 79,502 80,658 61,521 65,142 60,858 61,771 59,125 61,830 61,750 61,448 60,421
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 1,045,441 1,149,688 1,181,908 1,235,802 1,221,751 1,235,137 1,114,516 1,092,061 1,126,938 1,162,374 1,125,618
24 Term 1,519,183 1,683,120 1,684,116 1,736,445 1,747,957 1,728,358 1,760,175 1,373,987 1,472,439 1,490,160 1,560,945
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 1,495,768 1,543,737 1,637,610 1,663,596 1,675,499 1,717,374 1,528,316 1,599,922 1,551,832 1,578,814 1,550,018
26 Term 970,263 1,106,776 1,113,543 1,137,154 1,195,038 1,183,138 1,179,961 785,421 853,772 876,296 929,459
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 419,667 452,662 445,342 455,405 464,301 422,895 450,827 432,486 446,280 458,284 441,412
28 Term 162,205 188,788 194,302 185,097 197,572 189,245 206,381 189,099 205,616 218,046 220,478
  Mortgage-backed securities  
29 Overnight and continuing 862,651 932,073 880,414 917,601 878,266 892,610 890,897 814,486 864,849 882,294 875,752
30 Term 197,699 182,542 196,631 187,350 205,357 185,089 214,038 185,482 189,129 179,765 190,416
  Corporate securities  
31 Overnight and continuing 374,651 352,320 342,573 343,268 338,437 353,303 341,360 334,347 338,158 332,036 326,840
32 Term 82,280 90,835 80,036 86,982 87,801 74,898 65,847 89,277 88,119 88,463 87,471
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 2,730,072 2,878,106 2,910,533 2,971,863 2,949,060 2,999,275 2,832,151 2,780,759 2,821,543 2,858,381 2,807,253
34 Term 1,352,653 1,492,245 1,516,994 1,530,005 1,618,132 1,563,998 1,601,430 1,178,375 1,267,500 1,287,433 1,351,783

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: August 14, 2008