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

Statistical Supplement | September 2008

Statistical Supplement to the Federal Reserve Bulletin, September 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		Mar	Apr	May	Apr 30	May 7	May 14	May 21	May 28	June 4	June 11	June 18
		Net outright positions²
1	U.S. Treasury bills	12,670	-5,478	17,929	-17,556	1,763	20,872	24,796	21,107	25,349	37,764	4,963
	Treasury coupon securities by maturity
2	Three years or less	-15,277	-21,307	-27,851	-28,295	-34,082	-37,044	-24,105	-21,422	-15,607	-9,242	-18,679
3	More than three years but less than or equal to six years	-35,415	-38,290	-34,289	-36,475	-36,251	-36,275	-30,789	-33,946	-34,041	-28,792	-28,317
4	More than six but less than or equal to eleven years	-30,678	-30,758	-29,868	-34,020	-28,339	-30,601	-29,196	-31,638	-29,164	-28,920	-21,956
5	More than eleven	-4,215	-4,456	-2,857	-4,460	-5,495	-1,169	-2,149	-2,160	-3,914	-5,522	-4,992
6	Inflation-protected	4,226	4,438	4,221	6,041	4,536	4,016	4,266	4,523	3,156	2,436	1,709

	Federal agency and government-sponsored enterprises
7	Discount notes	50,491	59,330	66,153	63,247	63,769	65,366	68,554	69,199	60,845	55,985	55,372
	Coupon securities, by maturity
8	Three years or less	63,871	75,482	73,283	75,395	71,736	69,453	74,973	75,311	77,151	74,505	73,077
9	More than three years but less than or equal to six years	10,657	6,558	7,423	5,894	7,111	8,497	8,037	5,811	7,975	6,121	6,621
10	More than six but less than or equal to eleven years	12,009	12,215	9,622	14,817	11,743	9,965	9,487	8,270	7,346	7,718	8,470
11	More than eleven	9,252	8,834	8,635	8,517	8,612	8,660	8,577	8,710	8,591	8,480	8,578

12	Mortgage-backed	64,314	60,295	51,020	58,263	46,728	52,700	51,256	51,418	55,632	62,204	60,947

	Corporate securities
13	One year or less	54,618^r	44,911^r	42,681^r	47,843^r	46,881	44,807	42,560	37,004	41,444	44,416	41,398
14	More than one year	184,684	174,954	162,540	171,338	170,863	169,269	159,835	155,133	151,009	147,646	146,363
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,644,050	1,566,849	1,500,976	1,538,631	1,535,892	1,525,948	1,493,195	1,435,905	1,531,224	1,461,513	1,481,351
16	Term	1,274,807^r	1,104,550^r	1,253,229^r	1,148,150^r	1,179,332	1,260,280	1,247,268	1,297,670	1,319,417	1,373,287	1,434,777
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	266,171^r	253,183^r	298,444^r	258,644^r	275,572	327,450	312,841	282,020	288,860	256,088	256,787
18	Term	272,288	292,453	319,307	304,635	312,214	318,162	322,042	324,720	319,522	334,561	320,485
	Mortgage-backed securities
19	Overnight and continuing	201,868	185,748	206,580	183,619	198,947	195,233	225,754	208,328	202,044	210,209	184,843
20	Term	422,592	417,357	405,649	418,244	405,641	409,032	399,131	406,811	410,274	412,181	436,849
	Corporate securities
21	Overnight and continuing	138,211	139,776	137,061	141,754	142,740	137,491	135,834	134,229	132,282	127,872	124,000
22	Term	61,521	61,141	61,999	60,749	58,581	62,519	64,437	62,389	62,165	60,963	60,113

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	1,181,908	1,142,153	1,159,948	1,167,995	1,138,618	1,174,136	1,193,413	1,113,021	1,208,024	1,135,352	1,146,527
24	Term	1,684,116	1,502,207	1,665,964	1,521,916	1,597,293	1,692,841	1,647,631	1,703,047	1,719,734	1,786,160	1,839,741

	Securities out, U.S. Treasury
25	Overnight and continuing	1,637,610	1,557,744	1,490,807	1,538,261	1,514,068	1,512,155	1,503,409	1,412,594	1,539,815	1,457,061	1,458,031
26	Term	1,113,543	891,718	1,061,824	937,717	992,223	1,065,387	1,047,038	1,118,420	1,118,360	1,173,834	1,234,275
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	445,342	444,531	492,658	435,590	453,820	503,228	512,610	493,855	509,273	492,641	468,927
28	Term	194,302	211,915	225,451	210,039	227,173	234,194	223,903	223,039	210,268	223,295	223,708
	Mortgage-backed securities
29	Overnight and continuing	880,414	869,087^r	844,286	869,291	828,977	825,756	864,043	857,442	846,451	814,338	778,824
30	Term	196,631	185,998^r	208,003	184,591	212,705	236,068	221,916	178,187	168,658	185,849	208,823
	Corporate securities
31	Overnight and continuing	342,020^r	329,218^r	316,442^r	332,261^r	330,790	323,798	319,971	297,482	301,809	307,060	306,719
32	Term	80,590^r	90,306^r	77,449^r	83,741^r	82,820	79,205	75,715	73,918	73,102	77,072	80,623

	Memo
	Repurchase agreements
33	Overnight and continuing	2,910,533	2,817,117	2,798,119	2,791,681	2,758,283	2,809,117	2,860,131	2,736,744	2,863,918	2,721,661	2,648,020
34	Term	1,516,994	1,303,742	1,488,685	1,344,073	1,433,516	1,530,642	1,481,648	1,508,198	1,490,401	1,576,111	1,658,870

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: October 7, 2008