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Statistical Supplement | October 2006

Statistical Supplement to the Federal Reserve Bulletin, October 2006

1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2006 2006, week ending
Apr May June May 31 June 7 June 14 June 21 June 28 July 5 July 12 July 19
  Net outright positions2
1 U.S. Treasury bills 13,797 -14,690 -21,412 -10,447 -7,704 -18,709 -28,422 -29,691 -25,334 -18,222 -23,302
  Treasury coupon securities by maturity  
2 Three years or less -36,092 -41,969 -34,485 -44,400 -36,458 -32,639 -34,409 -33,386 -38,149 -36,547 -42,711
3 More than three years but less than or equal to six years -42,231 -42,707 -35,657 -37,880 -35,223 -33,041 -38,976 -34,470 -38,863 -39,086 -36,030
4 More than six but less than or equal to eleven years -41,367 -37,581 -39,886 -36,042 -40,183 -38,170 -38,111 -42,471 -42,016 -43,916 -42,201
5 More than eleven -13,029 -16,693 -16,297 -17,450 -14,746 -15,891 -18,020 -16,501 -16,397 -11,788 -13,691
6 Inflation-protected 1,547 1,653 1,007 1,241 1,670 1,226 571 814 127 -822 850
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 46,694 52,218 49,670 52,795 51,305 61,027 43,619 44,831 42,317 45,322 34,285
  Coupon securities, by maturity  
8 Three years or less 38,678 38,257 42,731 39,269 39,584 45,134 42,772 42,886 44,645 44,771 40,618
9 More than three years but less than or equal to six years 14,339 12,673 13,858 11,934 14,480 12,898 13,840 14,496 12,875 12,771 13,574
10 More than six but less than or equal to eleven years 1,687 3,723 4,963 3,531 3,747 4,777 4,394 6,397 6,836 7,534 6,321
11 More than eleven 6,596 7,027 7,567 7,220 7,578 7,699 7,228 7,644 7,979 7,867 8,594
 
12 Mortgage-backed 26,344 37,865 36,829 40,001 32,697 35,970 38,913 38,811 40,068 34,093 31,463
 
  Corporate securities  
13 One year or less 44,474 38,812 41,588 37,693 48,046 41,842 39,478 37,828 38,645 33,963 45,002
14 More than one year 149,732 159,780 134,766 161,334 132,368 130,596 134,802 139,024 142,721 141,045 136,133
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 1,196,001 1,303,786 1,278,869 1,268,330 1,291,107 1,274,764 1,280,638 1,266,491 1,287,534 1,281,734 1,270,110
16 Term 1,085,022 1,132,988 1,173,745 1,139,762 1,149,035 1,193,209 1,191,915 1,252,731 852,059 933,544 998,245
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 169,260 190,257 195,306 182,955 191,262 193,801 201,662 195,299 192,509 192,108 183,086
18 Term 233,883 224,086 238,865 240,124 242,066 248,634 243,869 234,527 191,135 208,781 221,835
  Mortgage-backed securities  
19 Overnight and continuing 101,886 117,786 124,683 114,294 132,117 102,136 141,031 122,023 129,673 124,871 131,406
20 Term 389,694 384,359 391,005 391,754 384,275 404,301 393,224 386,897 374,638 377,570 384,869
  Corporate securities  
21 Overnight and continuing 115,649 111,356 113,302 107,977 109,763 112,070 114,293 116,251 116,216 113,531 112,956
22 Term 97,219 95,587 90,627 97,695 91,848 91,497 89,938 89,798 88,624 91,211 91,377
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 720,323 835,023 822,752 846,544 829,992 800,428 845,480 817,480 814,450 799,555 795,479
24 Term 1,463,741 1,487,485 1,552,385 1,462,676 1,520,701 1,591,008 1,581,410 1,622,880 1,179,783 1,263,116 1,338,091
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 1,137,202 1,213,054 1,211,080 1,202,811 1,213,627 1,217,597 1,221,124 1,186,467 1,230,340 1,222,901 1,231,732
26 Term 955,118 999,245 1,020,507 966,880 1,005,172 1,049,025 1,037,861 1,086,331 683,248 760,098 821,343
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 320,020 321,146 332,648 329,983 328,730 337,119 336,493 332,292 318,502 340,200 322,175
28 Term 163,654 173,310 181,703 173,465 191,780 192,100 175,672 178,350 142,891 142,965 149,186
  Mortgage-backed securities  
29 Overnight and continuing 508,618 517,720 526,341 524,570 530,701 518,174 530,980 522,361 537,366 532,800 569,106
30 Term 259,540 249,114 235,898 243,507 250,225 229,110 237,094 234,216 211,206 210,459 225,044
  Corporate securities  
31 Overnight and continuing 269,170 266,573 270,947 262,323 264,208 269,368 269,632 276,161 286,411 276,541 283,275
32 Term 55,502 55,916 52,763 58,134 57,075 54,643 52,665 48,461 46,485 48,061 47,716
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 1,984,952 2,063,970 2,080,953 2,069,844 2,077,821 2,086,195 2,100,463 2,054,642 2,097,364 2,096,263 2,126,409
34 Term 1,352,516 1,391,241 1,409,984 1,354,042 1,421,175 1,442,759 1,422,549 1,469,527 1,003,723 1,082,716 1,161,786

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 | October 2006 | Tips for printing wide tables | Symbols and Abbreviations


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Last update: November 1, 2006