For Release 4:15 October 17, 2013

Table I

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 Securities by Type of Counterparty 1,2 For week ended October 09, 2013 (Daily Average Figures; In Millions of Dollars) Outright Transactions 222,258 309,131 TOTAL U.S. Treasury Inflation-Protected Securities With Inter-dealer Brokers With Others TOTAL Federal Agency and Government Sponsored Enterprise Securities (excluding Mortgage-backed securities) With Inter-dealer Brokers With Others TOTAL Mortgage-backed Securities With Inter-dealer Brokers With Others TOTAL Corporate Securities With Inter-dealer Brokers With Others TOTAL State and Municipal Government Obligations With Inter-dealer Brokers With Others TOTAL Asset-backed Securities With Inter-dealer Brokers With Others TOTAL 27 1,825 1,852 -2 403 401 29 7,060 7,089 -6 -798 -804 1,238 111,482 112,720 256 -3,350 -3,094 79,345 337,036 416,381 37,478 158,545 196,023 1,620 34,792 36,412 -1,254 1,125 -128 1,680 7,843 9,523 -674 -1,430 -2,104 531,389 Change from Previous Week -19,032 -27,730 -46,762

U.S. Government Securities (excl TIPS) With Inter-Dealer Brokers With Others

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. 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. 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 October 17, 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 Securities 1,2,3 For week ended October 09, 2013 (Daily Average Figures; In Millions of Dollars) Outright Transactions Change from Previous Week

Table II

Type of Security U.S. Government Securities (excl TIPS) Treasury Bills Coupon Securities due in less than or equal to 2 years due in more than 2 years but less than or equal to 3 years due in more than 3 years but less than or equal to 6 years due in more than 6 years but less than or equal to 7 years due in more than 7 years but less than or equal to 11 years due in more than 11 years U.S. Treasury Inflation-Protected Securities (TIPS) due in less than or equal to 2 years due in more than 2 years but less than or equal to 6 years due in more than 6 years but less than or equal to 11 years due in more than 11 years Total U.S. Government Securities Federal Agency and Government Sponsored Enterprise Securities Discount Notes Coupon Securities Total Federal Agency and Government Sponsored Enterprise Securities (excluding Mortgage-backed securities) Mortgage-backed Securities Federal Agency and GSE MBS Federal Agency and GSE Residential Pass-through MBS Cash transactions Dollar roll transactions All Other Federal Agency and GSE Residential MBS Federal Agency and GSE CMBS Non-Agency MBS Non-Agency Residential MBS Other CMBS Total Mortgage-backed Securities Corporate Securities Commercial paper Investment grade bonds, notes, and debentures due in less than or equal to 13 months due in more than 13 months Below investment grade bonds, notes, and debentures Total Corporate Securities State and Municipal Government Obligations State and Municipal Government Obligations due in less than or equal to 13 months due in more than 13 months Variable rate demand notes Total State and Municipal Government Obligations Asset-backed Securities Credit card-backed securities Student loan-backed securities Automobile loan-backed securities Other asset-backed securities Total Asset-backed securities

109,163

-394

92,258 75,446 125,882 28,478 71,224 28,938

1,343 9,921 -14,996 -30,315 -5,868 -6,453

1,261 4,194 3,353 715 540,912

-303 406 -1,749 -458 -48,866

27,131 9,281 36,412

-82 -46 -128

281,947 129,100 2,498 209

123,559 72,476 -51 108

1,623 1,003 416,381

255 -325 196,023

91,716

-4,426

1,572 13,315 6,116 112,720

-175 2,864 -1,357 -3,094

1,330 3,773 1,986 7,089

-1 -54 -749 -804

333 260 213 1,045 1,852

120 46 8 225 401

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 October 17, 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 October 09, 2013 (In Millions of Dollars) Net Outright Position Change from Previous Week

Table III

Type of Security U.S. Government Securities (excl TIPS) Treasury Bills Coupon Securities due in less than or equal to 2 years due in more than 2 years but less than or equal to 3 years due in more than 3 years but less than or equal to 6 years due in more than 6 years but less than or equal to 7 years due in more than 7 years but less than or equal to 11 years due in more than 11 years U.S. Treasury Inflation-Protected Securities (TIPS) due in less than or equal to 2 years due in more than 2 years but less than or equal to 6 years due in more than 6 years but less than or equal to 11 years due in more than 11 years Total U.S. Government Securities Federal Agency and Government Sponsored Enterprise Securities Discount Notes Coupon Securities Total Federal Agency and Government Sponsored Enterprise Securities (excluding Mortgage-backed securities) Mortgage-backed Securities Federal Agency and GSE MBS Federal Agency and GSE Residential Pass-through MBS All Other Federal Agency and GSE Residential MBS Federal Agency and GSE CMBS Non-Agency MBS Non-Agency Residential MBS Other CMBS Total Mortgage-backed Securities Corporate Securities Commercial paper Investment grade bonds, notes, and debentures due in less than or equal to 13 months due in more than 13 months Below investment grade bonds, notes, and debentures Total Corporate Securities State and Municipal Government Obligations State and Municipal Government Obligations due in less than or equal to 13 months due in more than 13 months Variable rate demand notes Total State and Municipal Government Obligations Asset-backed Securities Credit card-backed securities Student loan-backed securities Automobile loan-backed securities Other asset-backed securities Total Asset-backed securities

27,600

11,393

62,504 8,885 17,563 -9,093 1,431 9,697

11,675 9,628 7,450 -516 3,156 -577

272 1,103 2,559 -464 122,057

-932 -51 266 -243 41,249

18,182 29,936 48,118

4,553 6,236 10,789

8,536 41,056 7,824

6,870 -969 -135

15,543 13,670 86,629

369 -160 5,975

18,480

2,827

2,015 11,539 6,933 38,967

-87 1,506 561 4,807

1,100 8,626 3,500 13,226

480 533 2,028 3,041

1,249 5,603 2,283 8,452 17,587

179 35 -35 -23 156

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 October 17, 2013 Financing by Primary U.S. Government Securities Dealers Amount Outstanding as of October 09, 2013 (In Millions of Dollars) Term Agreements (less than 30 days) Term Agreements (30 days or greater)
1,2,3

Table IV

Type of Financing Securities In Reverse Repurchase Agreements U.S. Treasury Securities (excluding TIPS) U.S Treasury Inflation-Protected Securities (TIPS) Federal Agency and GSE Securities (excluding MBS) Federal Agency and GSE MBS Corporate Debt Equities Other Other Financing Activity, Securities Borrowed U.S. Treasury Securities (excluding TIPS) U.S Treasury Inflation-Protected Securities (TIPS) Federal Agency and GSE Securities (excluding MBS) Federal Agency and GSE MBS Corporate Debt Equities Other Total Securities In (Reverse Repo + Securities Borrowed) U.S. Treasury Securities (excluding TIPS) U.S Treasury Inflation-Protected Securities (TIPS) Federal Agency and GSE Securities (excluding MBS) Federal Agency and GSE MBS Corporate Debt Equities Other Securities Out Repurchase Agreements U.S. Treasury Securities (excluding TIPS) U.S Treasury Inflation-Protected Securities (TIPS) Federal Agency and GSE Securities (excluding MBS) Federal Agency and GSE MBS Corporate Debt Equities Other Other Financing Activity, Securities Lent U.S. Treasury Securities (excluding TIPS) U.S Treasury Inflation-Protected Securities (TIPS) Federal Agency and GSE Securities (excluding MBS) Federal Agency and GSE MBS Corporate Debt Equities Other Total Securities Out (Repo + Securities Lent) U.S. Treasury Securities (excluding TIPS) U.S Treasury Inflation-Protected Securities (TIPS) Federal Agency and GSE Securities (excluding MBS) Federal Agency and GSE MBS Corporate Debt Equities Other

Overnight & Continuing

Total

Change From Previous Week

588,095 63,290 25,080 55,425 9,726 * 13,012

217,771 24,657 7,761 52,723 1,548 0 4,688

432,530 45,310 27,485 305,678 10,689 * 36,998

1,238,396 133,257 60,326 413,826 21,963 948 54,698

-3,145 -5,643 5,470 11,062 -394 * 2,903

256,973 31,793 24,290 2,659 49,369 113,848 2,405

17,726 766 679 457 674 2,409 0

110,890 23,560 5,839 3,772 1,887 6,563 *

385,589 56,119 30,808 6,888 51,930 122,820 *

-7,888 2,248 102 232 1,515 2,070 *

845,068 95,083 49,370 58,084 59,095 * 15,417

235,497 25,423 8,440 53,180 2,222 2,409 4,688

543,420 68,870 33,324 309,450 12,576 * *

1,623,985 189,376 91,134 420,714 73,893 123,768 *

-11,033 -3,395 5,572 11,294 1,121 * *

1,015,545 97,176 90,960 356,995 49,268 17,829 47,787

171,967 24,108 11,989 99,361 2,949 * 2,191

272,313 45,601 12,112 143,759 23,166 45,720 38,198

1,459,825 166,885 115,061 600,115 75,383 * 88,176

19,118 -5,955 4,434 17,866 1,613 * 1,369

75,621 10,858 2,610 25,037 19,380 140,492 600

0 0 0 * 7 2,045 *

* * * 47,467 3,108 21,948 3,611

* * * * 22,495 164,485 *

* * * * -143 92 *

1,091,166 108,034 93,570 382,032 68,648 158,321 48,387

171,967 24,108 11,989 * 2,956 * *

* * * 191,226 26,274 67,668 41,809

* * * * 97,878 * *

* * * * 1,470 * *

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 October 17, 2013 Fails by Primary U.S. Government Securities Dealers1,2 For week ended October 09, 2013 (In Millions of Dollars) Aggregate Fails Type of Security U.S. Treasury Securities (excluding TIPS) U.S. Treasury Inflation-Protected Securities (TIPS) Federal Agency and GSE Securities (excluding MBS) Federal Agency and GSE Mortgage-backed Securities4 Other Mortgage-backed Securities Corporate Securities Fails to Receive3 58,254 3,616 11,256 23,359 1,881 11,913 Change from Previous Week -13,015 -879 3,356 -2,007 -765 905 Fails to Deliver 51,936 3,355 13,463 24,904 2,051 16,960 Change from Previous Week -10,995 -1,087 3,546 -1,828 -1,669 -3,800

Table V

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 October 17, 2013

Table VI

Primary Dealer Positions, Transactions, Financing, and Fails of Specific Issues of U.S. Government Securities by Primary U.S. Government Securities Dealers For week ended October 09, 2013 (In Millions of Dollars) Treasury Coupon Securities 5 year 7 year 187,448 -25,628 51,596 -31,381

Type of Security Cumulative Outright Transactions, with Interdealer brokers Change from Previous Week

2 year 152,044 34,184

3 year 142,396 2,949

10 year 154,833 -17,808

30 year 43,054 -8,452

Treasury Inflation-Protected Securities (TIPS) 5 year 10 year 30 year 2,290 480 3,384 -1,835 323 -240

Cumulative Outright Transactions, with others Change from Previous Week

128,055 35,739

141,911 42,620

195,094 -31,613

53,076 -43,159

153,232 -20,901

41,212 -185

11,400 3,771

4,871 -8,147

610 -217

Net Settled Position Change from Previous Week

-4,970 -2,532

-4,318 2,430

-391 -1,575

-789 -4,766

-11,215 -2,774

-3,486 -386

3,203 491

1,778 -81

-466 10

ON/open, Specific Transactions,Securities In Change from Previous Week

26,768 3,059

23,347 -7,716

18,500 2,053

9,285 -5,972

31,456 963

9,418 -3,071

3,914 -786

2,561 -1,027

1,309 4

Term, Specific Transactions,Securities In Change from Previous Week

8,367 753

13,938 4,162

13,710 7,011

3,709 1,561

43,243 3,863

4,241 1,971

3,554 549

2,399 -216

1,037 -150

ON/open, General Transactions, Securities In Change from Previous Week

1,619 565

1,879 1,408

3,039 -318

445 -27

4,234 876

812 -167

1,202 111

* *

837 *

Term, General Transactions, Securities In Change from Previous Week

0 0

* *

* *

0 0

* *

* *

* *

* *

* *

ON/open, Specific Transactions, Securities Out Change from Previous Week

22,299 3,275

19,909 441

20,767 2,664

7,557 -2,728

22,783 3,158

7,014 -301

4,516 -617

918 -783

1,106 10

Term, Specific Transactions, Securities Out Change from Previous Week

4,028 183

11,170 2,549

7,746 2,299

1,475 -1,115

37,531 2,743

1,776 436

2,989 703

1,767 395

323 17

ON/open, General Transactions, Securities Out Change from Previous Week

4,515 -1,799

3,552 -1,526

4,837 859

3,354 -5,214

5,398 1,979

2,214 -1,696

4,248 308

4,526 -2,211

1,248 -6

Term, General Transactions, Securities Out Change from Previous Week

* *

142 *

* *

* *

1,851 -1,300

* *

183 -3

1,205 *

* *

Fails to Receive Change from Previous Week

* *

265 191

159 -273

0 *

243 103

* *

0 0

* *

0 0

Fails to Deliver Change from Previous Week

0 -72

146 *

42 -534

0 -26

105 46

40 *

0 *

0 -29

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 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