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Statistical Supplement | July 2007

Statistical Supplement to the Federal Reserve Bulletin, July 2007

1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2007 2007, week ending
Jan Feb Mar Feb 28 Mar 7 Mar 14 Mar 21 Mar 28 Apr 4 Apr 11 Apr 18
  Net outright positions2
1 U.S. Treasury bills -18,837 -15,998 6,857 -12,643 9,334 3,032 6,831 4,061 16,584 10,679 -8,158
  Treasury coupon securities by maturity  
2 Three years or less -47,548 -39,186 -40,081 -33,029 -39,782 -35,170 -34,900 -46,929 -48,353 -45,143 -55,173
3 More than three years but less than or equal to six years -23,097 -28,694 -35,781 -29,030 -38,370 -38,735 -37,973 -32,623 -25,105 -27,087 -27,139
4 More than six but less than or equal to eleven years -46,261 -49,382 -46,976 -50,395 -50,434 -47,170 -45,996 -45,697 -43,721 -45,748 -45,078
5 More than eleven -20,063 -18,457 -21,822 -21,336 -20,791 -23,418 -22,138 -21,423 -20,696 -20,249 -20,245
6 Inflation-protected 3,468 5,071 4,433 4,877 6,120 4,424 4,342 3,275 3,428 3,725 6,112
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 32,518 45,123 38,450 46,866 43,616 36,446 34,703 40,551 34,914 37,710 31,765
  Coupon securities, by maturity  
8 Three years or less 26,388 29,260 37,433 34,651 38,980 41,845 35,434 34,422 35,222 28,114 25,862
9 More than three years but less than or equal to six years 13,052 13,454 16,934 16,774 17,406 17,346 16,594 16,292 17,164 17,583 14,403
10 More than six but less than or equal to eleven years 11,207 12,066 15,453 11,677 15,306 16,701 15,656 14,544 14,527 14,753 15,734
11 More than eleven 10,495 9,285 8,934 9,104 9,358 8,694 8,782 8,755 9,281 9,954 9,625
 
12 Mortgage-backed 50,148 38,592 31,173 37,039 24,362 30,039 33,462 33,219 39,597 38,732 33,947
 
  Corporate securities  
13 One year or less 42,686 42,532 39,077 46,205 40,597 41,251 37,872 36,238 39,894 42,288 42,514
14 More than one year 161,638 180,948 210,347 201,182 201,174 216,365 209,346 214,037 211,432 208,495 207,937
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 1,280,252 1,304,338 1,379,446 1,404,644 1,414,375 1,393,645 1,381,436 1,347,429 1,334,873 1,381,292 1,373,890
16 Term 1,105,052 1,161,716 1,117,808 1,097,745 1,069,181 1,140,884 1,109,286 1,168,181 1,079,771 1,116,326 1,156,820
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 177,089 184,128 188,182 184,313 186,679 180,384 203,078 182,471 188,456 199,942 217,415
18 Term 231,173 245,077 249,156 248,622 257,113 246,210 243,505 250,458 247,607 246,919 248,484
  Mortgage-backed securities  
19 Overnight and continuing 140,369 161,973 142,793 160,721 150,232 138,103 145,851 138,743 138,693 126,827 132,837
20 Term 405,947 424,857 436,325 413,040 437,768 440,061 430,712 435,687 438,825 449,531 454,941
  Corporate securities  
21 Overnight and continuing 107,280 110,550 115,253 108,933 114,991 116,820 115,758 113,269 115,662 125,886 121,391
22 Term 91,109 102,365 105,367 105,405 105,395 107,085 105,413 103,045 106,601 107,152 106,119
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 827,546 876,058 919,436 1,015,371 965,528 913,586 919,096 898,706 874,697 918,129 923,298
24 Term 1,334,816 1,413,187 1,371,853 1,306,153 1,328,352 1,393,711 1,370,003 1,412,955 1,330,764 1,379,549 1,426,279
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 1,277,257 1,278,777 1,320,040 1,367,160 1,349,227 1,334,619 1,300,361 1,304,629 1,299,794 1,356,891 1,334,888
26 Term 874,232 934,405 941,659 872,814 897,541 960,872 941,383 984,442 900,591 911,425 962,452
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 320,146 334,159 349,890 353,863 374,156 342,264 350,866 336,579 339,848 344,718 342,149
28 Term 145,233 163,106 174,012 164,448 168,652 176,942 170,776 181,065 170,778 181,798 174,077
  Mortgage-backed securities  
29 Overnight and continuing 604,344 630,959 624,203 603,485 617,354 632,938 628,360 620,214 619,412 620,697 655,306
30 Term 225,430 255,913 274,134 247,541 269,941 276,094 270,944 278,961 275,529 283,764 282,748
  Corporate securities  
31 Overnight and continuing 301,524 304,122 331,262 322,990 325,636 334,678 333,198 323,274 350,545 350,737 348,524
32 Term 76,773 87,626 96,237 93,951 94,432 93,413 95,096 99,009 103,233 104,232 107,962
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 2,206,970 2,256,599 2,297,649 2,360,061 2,332,784 2,307,199 2,291,449 2,266,644 2,280,194 2,335,325 2,342,025
34 Term 1,239,395 1,356,991 1,398,643 1,294,972 1,347,035 1,423,409 1,392,976 1,449,539 1,355,744 1,385,518 1,433,842

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 | July 2007 | Tips for printing wide tables | Symbols and Abbreviations


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Last update: August 13, 2007