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

Statistical Supplement | October 2008

Statistical Supplement to the Federal Reserve Bulletin, October 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		Apr	May	June	June 4	June 11	June 18	June 25	July 2	July 9	July 16	July 23
		Net outright positions²
1	U.S. Treasury bills	-5,478	17,929	9,108	25,349	37,764	4,963	-11,979	-8,677	-1,903	-12,837	-9,603
	Treasury coupon securities by maturity
2	Three years or less	-21,307	-27,851	-13,449	-15,607	-9,242	-18,679	-8,209	-17,624	-8,848	-27,305	-21,786
3	More than three years but less than or equal to six years	-38,290	-34,289	-30,476	-34,041	-28,792	-28,317	-31,946	-30,946	-27,687	-30,262	-29,440
4	More than six but less than or equal to eleven years	-30,758	-29,868	-25,824	-29,164	-28,920	-21,956	-27,747	-21,538	-23,319	-22,184	-27,127
5	More than eleven	-4,456	-2,857	-3,488	-3,914	-5,522	-4,992	-1,114	-1,516	-151	-212	-746
6	Inflation-protected	4,438	4,221	1,755	3,156	2,436	1,709	1,353	306	448	2,829	6,627

	Federal agency and government-sponsored enterprises
7	Discount notes	59,330	66,153	54,028	60,845	55,985	55,372	45,432	55,990	57,780	53,154	57,267
	Coupon securities, by maturity
8	Three years or less	75,482	73,283	75,508	77,151	74,505	73,077	76,147	78,104	81,666	83,879	80,404
9	More than three years but less than or equal to six years	6,558	7,423	6,354	7,975	6,121	6,621	5,951	5,571	6,370	6,444	4,523
10	More than six but less than or equal to eleven years	12,215	9,622	7,901	7,346	7,718	8,470	7,942	7,748	7,673	6,277	5,790
11	More than eleven	8,834	8,635	8,370	8,591	8,480	8,578	8,100	8,127	7,806	8,141	7,632

12	Mortgage-backed	60,295	51,020	62,796	55,632	62,204	60,947	67,622	65,189	56,749	66,319	59,584

	Corporate securities
13	One year or less	44,911	42,681	42,634	41,444	44,416	41,398	42,127	43,534	44,786	45,363	40,670
14	More than one year	174,954	162,540	146,739	151,009	147,646	146,363	145,003	145,010	139,563	139,328	136,477
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,566,849	1,500,976	1,466,648	1,531,224	1,461,513	1,481,351	1,410,881	1,479,662	1,474,706	1,489,938	1,506,385
16	Term	1,104,550	1,253,229	1,352,148	1,319,417	1,373,287	1,434,777	1,510,608	1,011,215	1,046,471	1,097,047	1,152,054
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	253,183	298,444	261,210	288,860	256,088	256,787	261,224	252,431	253,683	280,109	275,680
18	Term	292,453	319,307	326,870	319,522	334,561	320,485	337,558	315,955	318,240	316,049	320,515
	Mortgage-backed securities
19	Overnight and continuing	185,748	206,580	193,240	202,044	210,209	184,843	205,687	156,772	159,952	200,290	238,606
20	Term	417,357	405,649	425,296	410,274	412,181	436,849	435,646	425,008	417,389	398,368	409,507
	Corporate securities
21	Overnight and continuing	139,776	137,061	124,365	132,282	127,872	124,000	121,187	118,083	121,032	116,342	116,348
22	Term	61,141	61,999	59,967	62,165	60,963	60,113	57,893	59,515	62,840	63,413	65,001

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	1,142,153	1,159,948	1,144,168	1,208,024	1,135,352	1,146,527	1,141,856	1,105,361	1,078,364	1,143,603	1,183,800
24	Term	1,502,207	1,665,964	1,755,197	1,719,734	1,786,160	1,839,741	1,913,431	1,400,329	1,445,215	1,483,215	1,543,616

	Securities out, U.S. Treasury
25	Overnight and continuing	1,557,744	1,490,807	1,450,430	1,539,815	1,457,061	1,458,031	1,384,433	1,451,395	1,428,097	1,466,967	1,483,370
26	Term	891,718	1,061,824	1,149,620	1,118,360	1,173,834	1,234,275	1,307,087	801,758	848,731	915,442	946,693
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	444,531	492,658	485,274	509,273	492,641	468,927	485,787	477,930	477,005	490,832	478,576
28	Term	211,915	225,451	221,872	210,268	223,295	223,708	232,096	212,277	229,776	227,542	232,737
	Mortgage-backed securities
29	Overnight and continuing	869,087	844,286	786,025	846,451	814,338	778,824	772,626	726,884	729,059	785,891	824,597
30	Term	185,998	208,003	201,867	168,658	185,849	208,823	231,465	199,685	209,971	200,842	212,621
	Corporate securities
31	Overnight and continuing	329,218	316,442	303,720	301,809	307,060	306,719	300,420	300,993	306,529	294,663	294,911
32	Term	90,306	77,449	74,983	73,102	77,072	80,623	72,543	69,084	68,413	66,043	71,292

	Memo
	Repurchase agreements
33	Overnight and continuing	2,817,117	2,798,119	2,660,661	2,863,918	2,721,661	2,648,020	2,568,185	2,559,821	2,556,429	2,653,531	2,694,724
34	Term	1,303,742	1,488,685	1,562,900	1,490,401	1,576,111	1,658,870	1,755,225	1,198,791	1,270,381	1,328,776	1,373,128

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 31, 2008