For Release 4:15 Table I June 13, 2013 Primary Dealer Transactions in U.S. Government, Federal Agency, Government Sponsored Enterprise, Mortgage-backed, and Corporate Securit State and Municipal Government Obligations, and Asset-backed Securities by Type of Counterparty1,2 For week ended June 05, 2013 (Daily Average Figures; In Millions of Dollars) U.S. Government Securities (excl TIPS) Outright Transactions Change from Previous Week With Inter-Dealer Brokers 301,185 -5,600 With Others 400,382 -310 TOTAL 701,567 -5,910 U.S. Treasury Inflation-Protected Securities With Inter-dealer Brokers 2,854 -240 With Others 9,800 -262 TOTAL 12,654 -502 Federal Agency and Government Sponsored Enterprise Securities (excluding Mortgage-backed securities) With Inter-dealer Brokers 2,159 -322 With Others 42,881 3,443 TOTAL 45,040 3,121 Mortgage-backed Securities With Inter-dealer Brokers 94,836 31,498 With Others 278,071 90,922 TOTAL 372,907 122,421 Corporate Securities With Inter-dealer Brokers 1,042 277 With Others 119,113 -7,624 TOTAL 120,155 -7,346 State and Municipal Government Obligations With Inter-dealer Brokers 24 -5 With Others 8,972 3,211 TOTAL 8,996 3,206 Asset-backed Securities With Inter-dealer Brokers 36 -2 With Others 4,735 1,940 TOTAL 4,771 1,938 Notes: 1. The figures represent purchases and sales in the market by the primary U.S. government securities dealers reporting to the Fe Outright transactions include all U.S. government, federal agency, government sponsored enterprise, mortgage-backed, corporate securiti state and municipal government obligations, and asset-backed securities scheduled for immediate and forward delivery, as well as U.S. g traded on a "when-issued" basis between the announcement and issue date. Data do not include transactions under repurchase and reverse agreements. Averages are based on the number of trading days in the week. 2. These reports are based on data voluntarily submitted by primary dealers to the Federal Reserve Bank of New York (FRBNY) pursuant to http://www.newyorkfed.org/markets/primarydealers.html. FRBNY expects primary dealers to submit accurate data, but FRBNY does not itsel Figures may not add due to rounding. Data may reflect revisions since prior publication. Government Securities Dealer Statistics Unit, Federal Reserve Bank of New York For Release 4:15 Table II June 13, 2013 Primary Dealer Transactions in U.S. Government, Federal Agency, Government Sponsored Enterprise, Mortgage-backed, and Corporate Securities, State and Municipal Government Obligations, and Asset-backed Securities1,2,3 For week ended June 05, 2013 (Daily Average Figures; In Millions of Dollars) Type of Security Outright Transactions Change from Previous Week U.S. Government Securities (excl TIPS) Treasury Bills 84,601 -3,182 Coupon Securities due in less than or equal to 2 years 108,167 -6,508 due in more than 2 years but less than or equal to 3 years 68,973 -36,097 due in more than 3 years but less than or equal to 6 years 186,238 8,038 due in more than 6 years but less than or equal to 7 years 63,933 29,094 due in more than 7 years but less than or equal to 11 years 141,823 -10,815 due in more than 11 years 47,832 13,560 U.S. Treasury Inflation-Protected Securities (TIPS) due in less than or equal to 2 years 1,386 80 due in more than 2 years but less than or equal to 6 years 3,418 488 due in more than 6 years but less than or equal to 11 years 5,611 -2,258 due in more than 11 years 2,240 1,189 Total U.S. Government Securities 714,221 -6,412 Federal Agency and Government Sponsored Enterprise Securities Discount Notes 35,081 3,773 Coupon Securities 9,959 -653 Total Federal Agency and Government Sponsored Enterprise Securities 45,040 3,121 (excluding Mortgage-backed securities) Mortgage-backed Securities Federal Agency and GSE MBS Federal Agency and GSE Residential Pass-through MBS Cash transactions 271,589 67,792 Dollar roll transactions 93,478 54,236 All Other Federal Agency and GSE Residential MBS 3,645 -159 Federal Agency and GSE CMBS 375 -216 Non-Agency MBS Non-Agency Residential MBS 2,161 668 Other CMBS 1,658 98 Total Mortgage-backed Securities 372,907 122,421 Corporate Securities Commercial paper 99,169 -8,650 Investment grade bonds, notes, and debentures due in less than or equal to 13 months 1,425 -64 due in more than 13 months 12,463 846 Below investment grade bonds, notes, and debentures 7,098 522 Total Corporate Securities 120,155 -7,346 State and Municipal Government Obligations State and Municipal Government Obligations due in less than or equal to 13 months 2,042 1,372 due in more than 13 months 4,149 1,413 Variable rate demand notes 2,805 422 Total State and Municipal Government Obligations 8,996 3,206 Asset-backed Securities Credit card-backed securities 269 97 Student loan-backed securities 447 344 Automobile loan-backed securities 606 312 Other asset-backed securities 3,449 1,185 Total Asset-backed securities 4,771 1,938 Notes: 1. The figures represent purchases and sales in the market by the primary U.S. government securities dealers reporting to the Federal Reserve Bank of New York. Outright transactions include all U.S. government, federal agency, government sponsored enterprise, mortgage-backed, corporate securities, state and municipal government obligations, and asset-backed 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. Data do not include transactions under repurchase and reverse repurchase (resale) agreements. Averages are based on the number of trading days in the week. 2. Outright TIPS transactions are reported at principal value, excluding accrued interest, where principal value reflects the original issuance par amount (unadjusted for inflation) times the price times the index ratio. 3. These reports are based on data voluntarily submitted by primary dealers to the Federal Reserve Bank of New York (FRBNY) pursuant to forms and instructions available at: http://www.newyorkfed.org/markets/primarydealers.html. FRBNY expects primary dealers to submit accurate data, but FRBNY does not itself audit the data. * Data are not published if fewer than three dealers report transactions in this category. Figures may not add due to rounding. Data may reflect revisions since prior publication. Government Securities Dealer Statistics Unit, Federal Reserve Bank of New York For Release 4:15 Table III June 13, 2013 Primary Dealer Positions in U.S. Government, Federal Agency, Government Sponsored Enterprise, Mortgage-backed, and Corporate Securities, State and Municipal Government Obligations, and Asset-backed Securities1,2 As-of close of Trading June 05, 2013 (In Millions of Dollars) Type of Security Net Outright Position Change from Previous Week U.S. Government Securities (excl TIPS) Treasury Bills 40,136 9,734 Coupon Securities due in less than or equal to 2 years 48,284 272 due in more than 2 years but less than or equal to 3 years 157 -5,081 due in more than 3 years but less than or equal to 6 years 22,683 -4,556 due in more than 6 years but less than or equal to 7 years -15,954 3,322 due in more than 7 years but less than or equal to 11 years -22,411 -5,339 due in more than 11 years 14,287 -938 U.S. Treasury Inflation-Protected Securities (TIPS) due in less than or equal to 2 years 2,549 -349 due in more than 2 years but less than or equal to 6 years -257 561 due in more than 6 years but less than or equal to 11 years 2,620 -1,424 due in more than 11 years 367 943 Total U.S. Government Securities 92,461 -2,855 Federal Agency and Government Sponsored Enterprise Securities Discount Notes 13,665 5,360 Coupon Securities 35,493 214 Total Federal Agency and Government Sponsored Enterprise Securities 49,158 5,574 (excluding Mortgage-backed securities) Mortgage-backed Securities Federal Agency and GSE MBS Federal Agency and GSE Residential Pass-through MBS 14,645 -5,077 All Other Federal Agency and GSE Residential MBS 45,782 1,875 Federal Agency and GSE CMBS 9,002 -199 Non-Agency MBS Non-Agency Residential MBS 11,921 -1,749 Other CMBS 14,475 -461 Total Mortgage-backed Securities 95,825 -5,611 Corporate Securities Commercial paper 11,429 1,549 Investment grade bonds, notes, and debentures due in less than or equal to 13 months 2,996 194 due in more than 13 months 11,265 -2,274 Below investment grade bonds, notes, and debentures 8,398 825 Total Corporate Securities 34,088 294 State and Municipal Government Obligations State and Municipal Government Obligations due in less than or equal to 13 months 1,581 -770 due in more than 13 months 14,734 623 Variable rate demand notes 2,199 363 Total State and Municipal Government Obligations 18,514 216 Asset-backed Securities Credit card-backed securities 1,140 36 Student loan-backed securities 6,191 169 Automobile loan-backed securities 3,178 232 Other asset-backed securities 9,103 635 Total Asset-backed securities 19,612 1,072 Notes: 1. The net outright position includes all U.S. government, federal agency, government sponsored enterprise, mortgage-backed, corporate securities, state and municipal government obligations, and asset-backed 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. 2. These reports are based on data voluntarily submitted by primary dealers to the Federal Reserve Bank of New York (FRBNY) pursuant to forms and instructions available at: http://www.newyorkfed.org/markets/primarydealers.html.FRBNY expects primary dealers to submit accurate data, but FRBNY does not itself audit the data. * Data are not published if fewer than three dealers report positions in this category. Figures may not add due to rounding. Data may reflect revisions since prior publication. Government Securities Dealer Statistics Unit, Federal Reserve Bank of New York For Release 4:15 Table IV June 13, 2013 Financing by Primary U.S. Government Securities Dealers1,2,3 Amount Outstanding as of June 05, 2013 (In Millions of Dollars) Type of Financing Overnight & CTerm AgreemenTerm Agreemen Total Change From Previous Week Securities In Reverse Repurchase Agreements U.S. Treasury Securities (excluding T 680,734 243,432 376,697 1,300,863 25,877 U.S Treasury Inflation-Protected Secu 54,983 21,351 51,995 128,329 -1,454 Federal Agency and GSE Securities (ex 28,379 8,517 28,227 65,123 -5,833 Federal Agency and GSE MBS 66,910 36,943 391,184 495,037 -13,320 Corporate Debt 7,946 1,039 10,371 19,356 400 Equities 1,311 0 0 1,311 -170 Other 14,782 5,991 44,047 64,820 736 Other Financing Activity, Securities Borrowed U.S. Treasury Securities (excluding T 261,262 14,735 120,372 396,369 -9,936 U.S Treasury Inflation-Protected Secu 33,229 * 20,648 * * Federal Agency and GSE Securities (ex 21,334 435 4,836 26,605 -664 Federal Agency and GSE MBS 1,687 753 8,381 10,821 * Corporate Debt 51,057 476 1,776 53,309 -160 Equities 124,773 * 2,479 * * Other 3,207 * * 4,222 106 Total Securities In (Reverse Repo + Securities Borrowed) U.S. Treasury Securities (excluding T 941,996 258,167 497,069 1,697,232 15,941 U.S Treasury Inflation-Protected Secu 88,212 * 72,643 * * Federal Agency and GSE Securities (ex 49,713 8,952 33,063 91,728 -6,497 Federal Agency and GSE MBS 68,597 37,696 399,565 505,858 * Corporate Debt 59,003 1,515 12,147 72,665 240 Equities 126,084 * 2,479 * * Other 17,989 * * 69,042 842 Securities Out Repurchase Agreements U.S. Treasury Securities (excluding T 1,106,253 184,766 280,337 1,571,356 27,286 U.S Treasury Inflation-Protected Secu 92,155 35,975 35,030 163,160 -2,698 Federal Agency and GSE Securities (ex 102,596 12,670 15,636 130,902 8,500 Federal Agency and GSE MBS 415,702 120,530 151,649 687,881 * Corporate Debt 43,065 2,829 26,056 71,950 * Equities 15,797 * 41,260 * * Other 53,978 3,591 50,137 107,706 473 Other Financing Activity, Securities Lent U.S. Treasury Securities (excluding T 70,189 * 4,535 * * U.S Treasury Inflation-Protected Secu 12,640 0 * * * Federal Agency and GSE Securities (ex 1,905 0 * * * Federal Agency and GSE MBS 28,078 * * 81,546 * Corporate Debt 19,648 * 4,495 * * Equities 154,201 1,307 12,705 168,213 -554 Other 381 0 4,876 5,257 * Total Securities Out (Repo + Securities Lent) U.S. Treasury Securities (excluding T 1,176,442 * 284,872 * * U.S Treasury Inflation-Protected Secu 104,795 35,975 * * * Federal Agency and GSE Securities (ex 104,501 12,670 * * * Federal Agency and GSE MBS 443,780 * * 769,427 * Corporate Debt 62,713 * 30,551 * * Equities 169,998 * 53,965 * * Other 54,359 3,591 55,013 112,963 * Notes: 1. Financing data are reported by the primary U.S. government securities dealers reporting to the Federal Reserve Bank of New York. Figures cover financing involving U.S. government, federal agency, government sponsored enterprise, mortgage-backed, corporate securities, equities, and other collateral. 2. Financing transactions for Treasury inflation-Protected Securities (TIPS) are reported in actual funds paid or received, except for pledged securities. TIPS that are used as pledged securities are reported at par value, which is the value of the security at original issuance (unadjusted for inflation). 3. These reports are based on data voluntarily submitted by primary dealers to the Federal Reserve Bank of New York (FRBNY) pursuant to forms and instructions available at: http://www.newyorkfed.org/markets/primarydealers.html. FRBNY expects primary dealers to submit accurate data, but FRBNY does not itself audit the data. * Data are not published if fewer than three dealer report financing in this category. Figures may not add due to rounding. Data may reflect revisions since prior publication. Government Securities Dealer Statistics Unit, Federal Reserve Bank of New York For Release 4:15 Table V June 13, 2013 Fails by Primary U.S. Government Securities Dealers1,2 For week ended June 05, 2013 (In Millions of Dollars) Aggregate Fails Type of Security Fails to ReceivChange from PreFails to DeliveChange from Previous Week U.S. Treasury Securities (excluding TIPS) 129,129 70,591 127,331 75,626 U.S. Treasury Inflation-Protected Securities (TIPS 2,736 158 1,940 -170 Federal Agency and GSE Securities (excluding MBS) 8,663 1,808 11,185 -167 Federal Agency and GSE Mortgage-backed Securities4 43,512 -33,989 47,122 -37,902 Other Mortgage-backed Securities 2,117 -370 3,248 223 Corporate Securities 10,660 1,266 15,864 643 Notes: 1. Delivery Fails occur when a trade fails to settle on schedule. There are two parties to every fail: one party fails to receive the security (fails to receive) and one party fails to deliver the security (fails to deliver). Outright purchase and sale transactions can result in a fail. Financing transactions (securities borrowed or securities lent, also known as the market for collateral) may also result in a fail. 2. These reports are based on data voluntarily submitted by primary dealers to the Federal Reserve Bank of New York (FRBNY) pursuant to forms and instructions available at: http://www.newyorkfed.org/markets/primarydealers.html. FRBNY expects primary dealers to submit accurate data, but FRBNY does not itself audit the data. 3. Fails data reflect cumulative weekly aggregated 'fails to receive' and 'fails to deliver' for the primary dealer community. Aged fails are not reported separately from overall fails. Fails are reported at the amount that was to be paid or received on the day the failed trade was to settle. 4. Fails in Mortgage-Backed securities include 'to be announced' securities where the settlement date is beyond the contractual settlement date. * Data are not published if fewer than three dealer report financing in this category. Figures may not add due to rounding. Data may reflect revisions since prior publication. Government Securities Dealer Statistics Unit, Federal Reserve Bank of New York For Release 4:15 Table VI June 13, 2013 Primary Dealer Positions, Transactions, Financing, and Fails of Specific Issues of U.S. Government Securities by Primary U.S. Government Securities Dea For week ended June 05, 2013 (In Millions of Dollars) Treasury Coupon Securities Treasury Inflation-Protected Secu Type of Security 2 year 3 year 5 year 7 year 10 year 30 year 5 year 10 year 30 year Cumulative Outright Transactions, with In 116,112 151,784 304,238 82,966 320,444 73,454 1,408 6,978 1,412 Change from Previous Week -13,951 36,201 45,244 14,747 43,564 28,858 -367 751 1,016 Cumulative Outright Transactions, with ot 103,837 111,265 334,714 100,840 303,217 73,514 2,852 12,803 1,907 Change from Previous Week -47,393 16,570 60,667 45,636 19,154 23,670 420 -3,275 1,165 Net Settled Position 818 -13,914 4,012 -651 -22,085 -816 -144 965 -561 Change from Previous Week 6,239 -7,510 11,252 3,626 -4,271 -2,086 -664 1,293 241 ON/open, Specific Transactions,Securities 28,462 40,716 28,586 13,119 36,455 13,835 1,721 6,291 838 Change from Previous Week -9,426 7,917 -12,380 -13,416 3,183 2,262 88 1,364 -291 Term, Specific Transactions,Securities In 3,683 19,943 7,503 2,429 52,192 4,863 2,339 4,204 694 Change from Previous Week -9,969 6,423 -16,167 -4,326 17,503 -209 28 629 -194 ON/open, General Transactions, Securities 1,536 598 1,505 1,606 166 473 549 229 391 Change from Previous Week 405 -10 -917 1,434 -841 -114 -155 54 * Term, General Transactions, Securities In 0 * 0 0 * 0 * * * Change from Previous Week 0 * 0 * * 0 * * * ON/open, Specific Transactions, Securitie 20,164 31,616 30,482 12,445 29,166 10,877 1,553 4,249 566 Change from Previous Week -10,113 1,958 -17,583 -11,502 4,264 2,892 -308 -126 -25 Term, Specific Transactions, Securities O 3,570 14,079 6,859 475 38,600 4,941 398 1,929 * Change from Previous Week -12,257 5,000 -3,919 -3,363 13,745 863 -174 829 * ON/open, General Transactions, Securities 9,129 1,638 1,849 2,448 955 2,059 2,138 5,373 555 Change from Previous Week 8,105 -422 1,441 1,143 -309 -989 -253 2,702 33 Term, General Transactions, Securities Ou * 63 1,446 * 203 106 356 227 * Change from Previous Week * * * * * -1,324 75 -153 * Fails to Receive 59 221 146 81 34,154 22 0 * 0 Change from Previous Week -13 140 -2,933 31 33,514 -51 0 * 0 Fails to Deliver 0 * 104 81 33,503 12 0 * 0 Change from Previous Week * * -2,419 77 33,035 * 0 * 0 Notes: 1. These reports are based on data voluntarily submitted by primary dealers to the Federal Reserve Bank of New York (FRBNY) pursuant to forms a http://www.newyorkfed.org/markets/primarydealers.html. FRBNY expects primary dealers to submit accurate data, but FRBNY does not itself audit the data * Data are not published if fewer than three dealers report positions in this category. Figures may not add due to rounding. Data may reflect revisions since prior publication. Government Securities Dealer Statistics Unit, Federal Reserve Bank of New York