My response would probably be along the same lines as Crankin's

I just sat through my "Respectful Workplace Behavior" refresher training last week. One of the things that they stressed was that your supervisor is obligated to follow up on any complaints, regardless of their personal feelings, and failure to do so could land them in a whole mess of trouble. Don't hesitate to report this- if he's doing it to you, he's doing it to others as well.

I might keep a log of the incidents, just to help demonstrate the severity of the issue. This doesn't sound like a one-time thing. If your supervisor blows you off, go to HR/EEO. I don't know about your agency, but mine is absolutely paranoid about this kind of stuff, almost to a fault, and would definitely take it seriously.

Long story short: you've previously told him to knock it off, he has not complied, and he doesn't deserve a second (or third, or fifth) chance.

Good luck!