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

Statistical Supplement | August 2008

Statistical Supplement to the Federal Reserve Bulletin, August 2008

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Millions of dollars
Item, by type of security		2008			2008, week ending
Item, by type of security		Feb	Mar	Apr	Apr 2	Apr 9	Apr 16	Apr 23	Apr 30	May 7	May 14	May 21
		Net outright positions²
1	U.S. Treasury bills	4,741	12,670	-5,478	1,491	10,907	-1,528	-15,724	-17,556	1,763	20,872	24,796
	Treasury coupon securities by maturity
2	Three years or less	-20,413	-15,277	-21,307	-18,562	-18,870	-23,002	-15,844	-28,295	-34,082	-37,044	-24,105
3	More than three years but less than or equal to six years	-31,824	-35,415	-38,290	-35,045	-35,387	-41,286	-40,937	-36,475	-36,251	-36,275	-30,789
4	More than six but less than or equal to eleven years	-31,921	-30,678	-30,758	-28,595	-27,574	-31,781	-30,275	-34,020	-28,339	-30,601	-29,196
5	More than eleven	-6,439	-4,215	-4,456	-4,357	-4,989	-4,126	-4,278	-4,460	-5,495	-1,169	-2,149
6	Inflation-protected	2,627	4,226	4,438	3,400	2,787	3,547	5,672	6,041	4,536	4,016	4,266

	Federal agency and government-sponsored enterprises
7	Discount notes	48,150	50,491	59,330	50,789	59,529	58,814	58,170	63,247	63,769	65,366	68,554
	Coupon securities, by maturity
8	Three years or less	59,880	63,871	75,482	64,458	73,555	78,005	78,121	75,395	71,736	69,453	74,973
9	More than three years but less than or equal to six years	14,216	10,657	6,558	7,846	7,082	6,333	6,556	5,894	7,111	8,497	8,037
10	More than six but less than or equal to eleven years	12,625	12,009	12,215	11,258	11,809	11,591	10,917	14,817	11,743	9,965	9,487
11	More than eleven	9,829	9,252	8,834	9,035	9,198	8,785	8,779	8,517	8,612	8,660	8,577

12	Mortgage-backed	63,224	64,314	60,295	66,586	59,820	65,402	55,898	58,263	46,728	52,700	51,256

	Corporate securities
13	One year or less	56,340	54,686	45,289	45,922	47,114	43,728	42,149	47,983	47,021	45,747	42,560
14	More than one year	193,971	184,684	174,954	181,754	177,647	174,354	174,532	171,338	170,863	169,269	159,835
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,590,724	1,644,050	1,566,849	1,570,505	1,559,103	1,591,577	1,577,040	1,538,631	1,535,892	1,525,948	1,493,195
16	Term	1,254,956	1,273,899	1,098,604	984,840	1,059,982	1,085,800	1,137,551	1,143,586	1,174,778	1,254,776	1,241,768
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	245,527	267,079	259,129	249,894	251,770	262,661	261,516	263,208	280,126	332,954	318,341
18	Term	281,377	272,288	292,453	263,746	273,993	297,308	302,076	304,635	312,214	318,162	322,042
	Mortgage-backed securities
19	Overnight and continuing	224,992	201,868	185,748	165,225	196,682	187,461	181,092	183,619	198,947	195,233	225,754
20	Term	441,919	422,592	417,357	409,715	425,996	406,723	420,650	418,244	405,641	409,032	399,131
	Corporate securities
21	Overnight and continuing	131,850	138,211	139,776	136,071	140,614	138,024	139,772	141,754	142,740	137,491	135,834
22	Term	80,658	61,521	61,141	61,830	61,750	61,448	60,421	60,749	58,581	62,519	64,437

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	1,149,688	1,181,908	1,142,153	1,092,061	1,126,938	1,162,374	1,125,618	1,167,995	1,138,618	1,174,136	1,193,413
24	Term	1,683,120	1,684,116	1,502,207	1,373,987	1,472,439	1,490,160	1,560,945	1,521,916	1,597,293	1,692,841	1,647,631

	Securities out, U.S. Treasury
25	Overnight and continuing	1,543,737	1,637,610	1,557,744	1,599,922	1,551,832	1,578,814	1,550,018	1,538,261	1,514,068	1,512,155	1,503,409
26	Term	1,106,776	1,113,543	891,718	785,421	853,772	876,296	929,459	937,717	992,223	1,065,387	1,047,038
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	452,662	445,342	444,531	432,486	446,280	458,284	441,412	435,590	453,820	503,228	512,610
28	Term	188,788	194,302	211,915	189,099	205,616	218,046	220,478	210,039	227,173	234,194	223,903
	Mortgage-backed securities
29	Overnight and continuing	932,073	880,414	869,142	814,486	864,849	882,294	875,752	869,291	828,977	825,756	864,043
30	Term	182,542	196,631	185,942	185,482	189,129	179,765	190,416	184,591	212,705	236,068	221,916
	Corporate securities
31	Overnight and continuing	352,320	342,573	333,122	334,347	338,158	332,036	326,840	335,104	333,624	327,621	323,815
32	Term	90,835	80,036	86,440	89,277	88,119	88,463	87,471	80,898	79,986	75,382	71,871

	Memo
	Repurchase agreements
33	Overnight and continuing	2,878,106	2,910,533	2,817,117	2,780,759	2,821,543	2,858,381	2,807,253	2,791,681	2,758,283	2,809,117	2,860,131
34	Term	1,492,245	1,516,994	1,303,742	1,178,375	1,267,500	1,287,433	1,351,783	1,344,073	1,433,516	1,530,642	1,481,648

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

Statistical Supplement | August 2008 | Tips for printing wide tables | Symbols and Abbreviations

Accessibility | Contact us
Last update: August 29, 2008