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Statistical Supplement | August 2006

Statistical Supplement to the Federal Reserve Bulletin, August 2006

1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2006 2006, week ending
Feb Mar Apr Apr 5 Apr 12 Apr 19 Apr 26 May 3 May 10 May 17 May 24
  Net outright positions2
1 U.S. Treasury bills 5,112 24,677 13,797 25,853 34,278 12,350 -1,239 -8,271 -12,142 -21,576 -17,347
  Treasury coupon securities by maturity  
2 Three years or less -43,332 -44,588 -36,092 -39,253 -34,893 -36,500 -31,196 -42,093 -41,163 -43,461 -38,798
3 More than three years but less than or equal to six years -42,274 -43,369 -42,231 -42,351 -41,596 -42,011 -45,226 -38,338 -45,152 -44,212 -45,458
4 More than six but less than or equal to eleven years -38,827 -38,157 -41,367 -42,913 -43,256 -42,139 -38,508 -39,780 -40,448 -38,328 -34,564
5 More than eleven -10,106 -13,065 -13,029 -11,326 -12,692 -13,791 -12,606 -15,157 -14,795 -17,702 -17,483
6 Inflation-protected 561 714 1,547 823 964 -58 4,027 1,939 1,741 1,436 2,070
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 47,983 45,384 46,694 43,667 50,212 44,689 47,226 46,898 51,063 51,104 56,188
  Coupon securities, by maturity  
8 Three years or less 36,566 38,264 38,678 37,962 37,843 39,681 39,491 37,859 37,583 35,663 40,685
9 More than three years but less than or equal to six years 12,586 15,842 14,339 13,875 14,396 16,087 14,091 12,193 12,139 13,172 13,651
10 More than six but less than or equal to eleven years 1,227 -128 1,687 1,019 2,257 2,115 620 2,641 3,534 3,533 4,756
11 More than eleven 5,111 5,852 6,596 6,497 6,508 6,538 6,629 6,918 6,913 6,972 7,048
 
12 Mortgage-backed 17,012 24,950 26,344 25,399 12,397 28,344 34,155 34,762 36,448 40,734 35,605
 
  Corporate securities  
13 One year or less 38,735 38,623 44,474 39,350 44,365 45,054 48,474 43,056 42,956 35,048 37,732
14 More than one year 136,286 140,670 149,732 149,129 150,059 147,505 151,442 150,818 159,658 162,015 159,956
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 1,234,150 1,199,134 1,196,001 1,168,417 1,157,201 1,206,527 1,181,244 1,305,788 1,320,716 1,325,796 1,299,445
16 Term 1,185,052 1,285,065 1,085,022 1,033,633 1,089,638 1,064,843 1,120,338 1,114,689 1,154,305 1,084,338 1,161,391
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 156,424 161,713 169,260 176,851 164,808 164,745 169,022 175,878 200,691 197,620 185,924
18 Term 231,279 241,161 233,883 227,132 235,741 236,972 237,387 227,529 205,213 220,557 228,974
  Mortgage-backed securities  
19 Overnight and continuing 103,058 97,763 101,886 99,090 97,104 98,960 107,454 109,127 134,578 96,168 129,814
20 Term 395,634 394,912 389,694 383,039 396,190 398,574 393,154 365,052 373,927 387,008 393,023
  Corporate securities  
21 Overnight and continuing 110,668 112,725 115,649 118,252 118,343 115,210 113,270 112,612 114,299 111,431 111,178
22 Term 94,829 94,016 97,219 95,891 97,639 98,368 98,480 93,929 94,063 95,955 95,347
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 793,826 757,925 720,323 717,110 683,080 720,780 705,379 814,868 831,103 831,268 839,816
24 Term 1,523,550 1,646,126 1,463,741 1,398,707 1,467,725 1,457,635 1,509,677 1,468,356 1,530,108 1,443,473 1,521,881
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 1,210,142 1,157,255 1,137,202 1,149,325 1,126,035 1,135,268 1,097,474 1,214,496 1,190,509 1,255,817 1,202,462
26 Term 994,303 1,136,819 955,118 864,868 939,450 945,731 1,016,805 1,003,827 1,067,604 937,384 1,023,149
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 297,232 310,775 320,020 333,448 320,449 313,846 316,915 318,722 323,270 315,281 317,088
28 Term 166,261 171,152 163,654 153,009 162,885 161,818 171,941 167,018 168,608 176,874 176,990
  Mortgage-backed securities  
29 Overnight and continuing 548,071 547,043 508,618 532,592 526,970 506,312 499,989 465,670 526,272 502,480 539,863
30 Term 226,211 240,920 259,540 243,133 256,266 264,710 268,419 261,194 238,263 252,471 257,038
  Corporate securities  
31 Overnight and continuing 251,120 256,884 269,170 271,597 270,678 267,634 269,838 265,016 273,484 263,813 267,339
32 Term 57,304 56,839 55,502 55,662 56,837 55,225 55,297 53,806 54,236 55,350 56,847
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 2,035,842 2,013,599 1,984,952 2,030,157 1,997,648 1,973,141 1,936,377 2,011,906 2,059,557 2,082,366 2,066,425
34 Term 1,353,945 1,519,023 1,352,516 1,235,363 1,331,960 1,348,127 1,432,246 1,403,086 1,443,271 1,335,755 1,426,818

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: August 28, 2006