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Statistical Supplement | March 2008

Statistical Supplement to the Federal Reserve Bulletin, March 2008

1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2007 2007, week ending
Sept Oct Nov Oct 31 Nov 7 Nov 14 Nov 21 Nov 28 Dec 5 Dec 12 Dec 19
  Net outright positions2
1 U.S. Treasury bills 1,907 -19,321 1,036 -18,740 -11,690 10,507 2,843 1,903 3,067 3,751 -11,857
  Treasury coupon securities by maturity  
2 Three years or less -16,154 -15,129 -17,193 -22,547 -13,989 -26,428 -20,523 -7,849 -17,134 -4,920 -12,326
3 More than three years but less than or equal to six years -25,003 -28,039 -30,245 -20,754 -30,335 -33,274 -34,532 -24,330 -25,029 -25,556 -24,956
4 More than six but less than or equal to eleven years -34,105 -39,823 -36,845 -42,163 -39,592 -42,915 -34,673 -32,120 -30,122 -31,336 -35,505
5 More than eleven -12,829 -14,809 -13,619 -12,537 -16,137 -16,476 -12,148 -10,985 -9,170 -11,068 -11,052
6 Inflation-protected 4,910 5,645 5,652 6,256 6,794 5,460 5,384 5,266 4,611 5,177 2,658
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 49,035 50,695 43,547 45,744 40,386 50,625 44,822 35,879 52,217 57,847 54,013
  Coupon securities, by maturity  
8 Three years or less 36,908 37,178 39,982 38,556 37,334 39,347 41,190 41,014 43,631 39,841 44,302
9 More than three years but less than or equal to six years 5,146 8,223 6,850 9,115 8,518 7,456 6,371 5,806 4,224 3,716 6,183
10 More than six but less than or equal to eleven years 10,590 10,809 12,854 12,601 12,817 12,055 12,021 13,892 15,059 12,698 14,437
11 More than eleven 8,170 9,017 9,721 9,209 9,302 9,661 9,823 9,763 10,893 9,861 10,312
 
12 Mortgage-backed 47,268 33,863 39,571 34,135 37,107 37,641 39,929 41,862 45,671 54,132 55,441
 
  Corporate securities  
13 One year or less 44,980 47,608 42,533 52,409 43,337 47,102 46,822 34,157 38,028 48,113 53,430
14 More than one year 215,289 232,064 229,189 232,755 234,381 230,538 227,771 225,842 222,970 223,216 220,777
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 1,501,539 1,466,501 1,483,997 1,432,036 1,489,752 1,528,584 1,427,863 1,475,500 1,534,010 1,516,768 1,470,925
16 Term 1,094,060 1,168,589 1,292,601 1,238,234 1,289,879 1,320,775 1,312,258 1,279,581 1,180,281 1,220,975 1,302,217
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 243,298 256,317 247,255 238,000 269,651 242,300 235,773 243,669 238,951 252,865 219,430
18 Term 251,863 247,793 258,411 250,916 248,903 254,267 267,365 262,485 260,591 253,676 261,624
  Mortgage-backed securities  
19 Overnight and continuing 187,223 176,872 177,293 148,983 169,634 182,797 163,730 188,590 192,768 202,856 171,730
20 Term 455,438 468,290 487,128 485,730 471,822 480,259 501,753 497,323 477,872 457,141 460,496
  Corporate securities  
21 Overnight and continuing 130,702 128,489 130,365 125,545 129,131 132,189 128,837 131,621 129,255 130,675 128,285
22 Term 87,402 91,622 92,240 92,079 92,283 91,739 94,413 91,185 89,933 89,905 85,446
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 1,047,355 1,019,440 1,031,148 996,252 1,029,135 1,068,074 964,624 1,042,605 1,101,682 1,059,142 978,805
24 Term 1,454,416 1,532,960 1,703,122 1,587,391 1,684,911 1,727,304 1,735,592 1,695,232 1,596,192 1,649,998 1,716,841
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 1,486,795 1,449,489r 1,469,300r 1,442,983 1,501,432 1,503,626 1,428,296 1,465,191 1,523,487 1,453,152 1,425,158
26 Term 938,258 997,387r 1,122,745r 1,042,658 1,133,764 1,157,737 1,141,159 1,085,006 1,031,756 1,118,616 1,189,705
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 376,857 406,790 393,688 386,455 402,420 396,452 368,647 400,554 417,063 434,460 399,249
28 Term 179,846 156,629 166,173 156,672 160,792 166,009 191,098 154,027 140,851 141,152 158,354
  Mortgage-backed securities  
29 Overnight and continuing 705,880 757,667 789,172 780,173 763,274 802,086 774,332 812,210 805,925 827,851 784,003
30 Term 246,995 235,700 271,445 238,123 259,445 255,371 297,647 278,096 254,723 259,273 250,241
  Corporate securities  
31 Overnight and continuing 356,307 373,631 373,312 399,965 376,566 391,464 367,191 360,642 364,154 379,553 362,707
32 Term 94,289 93,167 95,742 78,262 93,603 89,686 102,080 97,256 96,949 91,664 88,907
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 2,544,178 2,597,999 2,621,843 2,598,959 2,618,398 2,673,580 2,538,816 2,633,976 2,700,953 2,691,977 2,573,428
34 Term 1,372,292 1,395,479 1,568,908 1,429,420 1,565,086 1,588,014 1,627,442 1,526,692 1,458,305 1,535,429 1,616,432

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

Statistical Supplement | March 2008 | Tips for printing wide tables | Symbols and Abbreviations


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Last update: April 11, 2008