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

Statistical Supplement | November 2008

Statistical Supplement to the Federal Reserve Bulletin, November 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		May	June	July	July 2	July 9	July 16	July 23	July 30	Aug 6	Aug 13	Aug 20
		Net outright positions²
1	U.S. Treasury bills	17,929	9,108	-8,664	-8,677	-1,903	-12,837	-9,603	-9,778	-12,392	81	247
	Treasury coupon securities by maturity
2	Three years or less	-27,851	-13,449	-22,891	-17,624	-8,848	-27,305	-21,786	-33,898	-31,509	-40,704	-40,268
3	More than three years but less than or equal to six years	-34,289	-30,476	-27,760	-30,946	-27,687	-30,262	-29,440	-22,506	-29,412	-25,925	-27,973
4	More than six but less than or equal to eleven years	-29,868	-25,824	-25,152	-21,538	-23,319	-22,184	-27,127	-29,084	-24,652	-24,431	-22,239
5	More than eleven	-2,857	-3,488	-230	-1,516	-151	-212	-746	586	-428	3,474	2,833
6	Inflation-protected	4,221	1,755	3,895	306	448	2,829	6,627	6,299	6,723	7,664	6,572

	Federal agency and government-sponsored enterprises
7	Discount notes	66,153	54,028	57,330	55,990	57,780	53,154	57,267	60,737	62,683	65,388	62,091
	Coupon securities, by maturity
8	Three years or less	73,283	75,508	81,601	78,104	81,666	83,879	80,404	81,134	83,833	87,385	83,425
9	More than three years but less than or equal to six years	7,423	6,354	4,987	5,571	6,370	6,444	4,523	2,716	3,092	3,113	2,793
10	More than six but less than or equal to eleven years	9,622	7,901	6,564	7,748	7,673	6,277	5,790	6,186	6,514	7,228	6,840
11	More than eleven	8,635	8,370	8,099	8,127	7,806	8,141	7,632	8,757	8,474	8,720	8,836

12	Mortgage-backed	51,020	62,796	61,635	65,189	56,749	66,319	59,584	62,980	60,869	60,990	62,980

	Corporate securities
13	One year or less	42,681	42,634	43,069	43,534	44,786	45,363	40,670	41,631	40,916	43,635	37,758
14	More than one year	162,540	146,739	137,203	145,010	139,563	139,328	136,477	132,535	127,956	129,068	128,309
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,500,976	1,466,648	1,472,028	1,479,662	1,474,706	1,489,938	1,506,385	1,409,121	1,512,496	1,471,865	1,522,056
16	Term	1,253,229	1,352,148	1,108,319	1,011,215	1,046,471	1,097,047	1,152,054	1,167,101	1,096,735	1,163,328	1,095,492
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	298,444	261,210	270,347	252,431	253,683	280,109	275,680	273,759	293,266	268,677	269,187
18	Term	319,307	326,870	319,653	315,955	318,240	316,049	320,515	324,539	321,931	332,421	327,027
	Mortgage-backed securities
19	Overnight and continuing	206,580	193,240	205,437	156,772	159,952	200,290	238,606	229,168	258,890	237,274	239,380
20	Term	405,649	425,296	413,308	425,008	417,389	398,368	409,507	426,278	401,740	414,894	418,092
	Corporate securities
21	Overnight and continuing	137,061	124,365	117,095	118,083	121,032	116,342	116,348	114,699	114,830	115,339	114,845
22	Term	61,999	59,967	63,639	59,515	62,840	63,413	65,001	64,358	64,503	63,443	64,372

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	1,159,948	1,144,168	1,122,665	1,105,361	1,078,364	1,143,603	1,183,800	1,073,837	1,234,672	1,145,830	1,192,720
24	Term	1,665,964	1,755,197	1,500,834	1,400,329	1,445,215	1,483,215	1,543,616	1,562,770	1,481,495	1,568,745	1,512,601

	Securities out, U.S. Treasury
25	Overnight and continuing	1,490,807	1,450,430	1,449,923	1,451,395	1,428,097	1,466,967	1,483,370	1,411,941	1,512,181	1,485,213	1,495,872
26	Term	1,061,824	1,149,620	907,866	801,758	848,731	915,442	946,693	955,729	874,167	935,609	903,841
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	492,658	485,274	478,621	477,930	477,005	490,832	478,576	468,242	478,803	474,440	478,930
28	Term	225,451	221,872	234,554	212,277	229,776	227,542	232,737	250,827	260,446	263,564	258,041
	Mortgage-backed securities
29	Overnight and continuing	844,286	786,025	781,463	726,884	729,059	785,891	824,597	793,559	839,854	809,869	820,500
30	Term	208,003	201,867	208,310	199,685	209,971	200,842	212,621	216,001	182,195	207,423	203,019
	Corporate securities
31	Overnight and continuing	316,442	303,720	295,051	300,993	306,529	294,663	294,911	283,413	287,986	288,317	278,571
32	Term	77,449	74,983	69,649	69,084	68,413	66,043	71,292	72,507	73,166	73,392	74,047

	Memo
	Repurchase agreements
33	Overnight and continuing	2,798,119	2,660,661	2,623,631	2,559,821	2,556,429	2,653,531	2,694,724	2,592,537	2,732,371	2,680,010	2,703,040
34	Term	1,488,685	1,562,900	1,331,346	1,198,791	1,270,381	1,328,776	1,373,128	1,396,396	1,293,366	1,377,895	1,346,934

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: November 26, 2008