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

Statistical Supplement | December 2008

Statistical Supplement to the Federal Reserve Bulletin, December 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		June	July	Aug	July 30	Aug 6	Aug 13	Aug 20	Aug 27	Sept 3	Sept 10	Sept 17
		Net outright positions²
1	U.S. Treasury bills	9,108	-8,664	-740	-9,778	-12,392	81	247	4,727	4,007	15,171	-25,945
	Treasury coupon securities by maturity
2	Three years or less	-13,449	-22,891	-36,335	-33,898	-31,509	-40,704	-40,268	-35,826	-29,939	-32,680	-30,619
3	More than three years but less than or equal to six years	-30,476	-27,760	-29,420	-22,506	-29,412	-25,925	-27,973	-32,201	-33,212	-32,689	-22,192
4	More than six but less than or equal to eleven years	-25,824	-25,152	-22,421	-29,084	-24,652	-24,431	-22,239	-18,436	-22,847	-19,968	-17,100
5	More than eleven	-3,488	-230	2,386	586	-428	3,474	2,833	3,425	2,099	1,376	1,814
6	Inflation-protected	1,755	3,895	6,646	6,299	6,723	7,664	6,572	6,226	5,614	5,937	8,056

	Federal agency and government-sponsored enterprises
7	Discount notes	54,028	57,330	61,525	60,737	62,683	65,388	62,091	58,703	56,972	60,323	66,501
	Coupon securities, by maturity
8	Three years or less	75,508	81,601	85,735	81,134	83,833	87,385	83,425	86,754	87,962	90,108	91,628
9	More than three years but less than or equal to six years	6,354	4,987	3,289	2,716	3,092	3,113	2,793	3,859	3,765	3,346	5,284
10	More than six but less than or equal to eleven years	7,901	6,564	6,839	6,186	6,514	7,228	6,840	6,797	6,715	6,863	10,144
11	More than eleven	8,370	8,099	8,667	8,757	8,474	8,720	8,836	8,488	8,885	9,073	9,176

12	Mortgage-backed	62,796	61,635	62,801	62,980	60,869	60,990	62,980	66,621	61,870	80,468	87,403

	Corporate securities
13	One year or less	42,634	43,069	37,968	41,631	40,916	43,635	37,758	29,760	38,359	40,273	46,394
14	More than one year	146,739	137,203	125,719	132,535	127,956	129,068	128,309	120,795	120,591	119,295	117,326
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,466,648	1,472,028	1,497,695	1,409,121	1,512,496	1,471,865	1,522,056	1,458,328	1,546,954	1,538,999	1,444,202
16	Term	1,352,148	1,108,319	1,118,859	1,167,101	1,096,735	1,163,328	1,095,492	1,128,125	1,098,897	1,155,839	1,166,071
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	261,210	270,347	280,108	273,759	293,266	268,677	269,187	283,745	293,125	301,599	240,061
18	Term	326,870	319,653	325,384	324,539	321,931	332,421	327,027	324,308	317,256	347,968	303,761
	Mortgage-backed securities
19	Overnight and continuing	193,240	205,437	235,693	229,168	258,890	237,274	239,380	231,640	198,772	206,553	165,496
20	Term	425,296	413,308	410,709	426,278	401,740	414,894	418,092	409,784	405,541	410,288	443,017
	Corporate securities
21	Overnight and continuing	124,365	117,095	115,227	114,699	114,830	115,339	114,845	115,062	116,581	115,170	90,510
22	Term	59,967	63,639	63,738	64,358	64,503	63,443	64,372	62,814	63,615	64,465	60,297

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	1,144,168	1,122,665	1,178,646	1,073,837	1,234,672	1,145,830	1,192,720	1,131,490	1,209,929	1,218,084	1,114,868
24	Term	1,755,197	1,500,834	1,515,967	1,562,770	1,481,495	1,568,745	1,512,601	1,516,559	1,480,167	1,569,790	1,598,657

	Securities out, U.S. Treasury
25	Overnight and continuing	1,450,430	1,449,923	1,488,321	1,411,941	1,512,181	1,485,213	1,495,872	1,436,556	1,535,345	1,533,059	1,488,196
26	Term	1,149,620	907,866	904,837	955,729	874,167	935,609	903,841	918,197	875,354	933,795	935,247
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	485,274	478,621	483,357	468,242	478,803	474,440	478,930	487,457	506,364	519,414	417,426
28	Term	221,872	234,554	257,952	250,827	260,446	263,564	258,041	258,391	243,468	267,706	233,290
	Mortgage-backed securities
29	Overnight and continuing	786,025	781,463	811,420	793,559	839,854	809,869	820,500	807,955	761,655	808,692	873,532
30	Term	201,867	208,310	202,229	216,001	182,195	207,423	203,019	216,162	197,426	205,453	201,930
	Corporate securities
31	Overnight and continuing	303,720	295,051	279,911	283,413	287,986	288,317	278,571	271,487	270,173	261,242	234,273
32	Term	74,983	69,649	73,367	72,507	73,166	73,392	74,047	72,239	74,410	75,323	66,301

	Memo
	Repurchase agreements
33	Overnight and continuing	2,660,661	2,623,631	2,688,199	2,592,537	2,732,371	2,680,010	2,703,040	2,632,292	2,708,137	2,764,786	2,673,630
34	Term	1,562,900	1,331,346	1,340,781	1,396,396	1,293,366	1,377,895	1,346,934	1,364,503	1,294,673	1,390,209	1,355,371

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: January 9, 2009