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Statistical Supplement | February 2004

Statistical Supplement to the Federal Reserve Bulletin, February 2004

1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2003 2003, week ending
Aug Sept Oct Oct 1 Oct 8 Oct 15 Oct 22 Oct 29 Nov 5 Nov 12 Nov 19
  Net outright positions2
1 U.S. Treasury bills 20,019 10,356 7,129 -3,647 717 3,566 9,238 14,433 14,484 18,046 10,886
  Treasury coupon securities by maturity  
2 Three years or less -11,040 -11,868 -13,446 -11,338 -12,461 -13,673 -17,063 -9,809 -17,219 -11,299 -11,974
3 More than three years but less than or equal to six years -41,247 -34,544 -36,171 -37,154 -33,685 -35,754 -39,556 -34,481 -39,906 -36,894 -39,756
4 More than six but less than or equal to eleven years -12,959 -5,159 -3,986 -881 -2,297 -2,914 -5,532 -4,887 -6,636 -7,999 -5,654
5 More than eleven 2,871 -480 -2,264 -2,803 -304 -1,521 -2,878 -3,508 -4,953 -3,306 -3,923
6 Inflation-indexed 709 948 1,775 730 -421 1,834 2,660 2,883 2,797 2,444 2,874
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 43,786 51,605 60,326 53,806 59,019 61,143 62,375 59,467 61,140 65,575 55,625
  Coupon securities, by maturity  
8 Three years or less 13,291 12,307 13,970 12,677 12,471 14,954 14,611 14,422 12,590 10,934 11,347
9 More than three years but less than or equal to six years 681 1,646 2,135 3,885 1,642 1,397 2,303 2,840 2,512 845 5,278
10 More than six but less than or equal to eleven years 2,787 4,007 4,245 5,891 4,806 3,628 3,527 4,442 5,440 3,712 4,862
11 More than eleven 1,476 1,414 1,791 1,512 1,919 1,666 1,759 1,896 1,671 1,734 1,833
 
12 Mortgage-backed 20,020 11,081 7,027 12,265 5,314 10,772 6,601 3,561 10,915 5,159 11,224
 
  Corporate securities  
13 One year or less 31,645 34,003 31,629 38,760 28,939 36,188 31,498 29,736 28,600 29,914 28,770
14 More than one year 80,204 85,763 87,481 90,909 88,276 87,898 86,590 85,784 90,580 88,908 91,916
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 726,152 750,796 759,604 773,020 760,576 747,844 775,408 755,668 749,110 740,582 797,035
16 Term 928,602 933,367 909,542 809,755 869,795 879,861 923,736 963,288 964,645 995,209 959,986
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 161,323 166,041 164,083 169,176 175,220 161,829 162,734 158,767 153,776 149,285 158,783
18 Term 233,519 219,006 220,972 204,944 213,398 216,497 221,176 231,113 234,953 226,719 230,279
  Mortgage-backed securities  
19 Overnight and continuing 37,545 33,356 35,467 32,491 35,890 33,841 36,170 35,772 37,639 39,200 37,788
20 Term 247,185 235,137 225,028 225,792 226,383 223,214 224,473 224,343 230,597 228,966 236,518
  Corporate securities  
21 Overnight and continuing 76,406 80,951 82,485 83,577 82,646 83,122 82,958 81,743 80,082 81,371 81,140
22 Term 30,044 30,893 30,496 30,654 30,447 30,123 30,153 30,782 32,094 32,104 34,334
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 473,738 489,637 486,236 508,836 497,809 474,833 489,701 482,807 474,211 457,017 518,742
24 Term 1,264,124 1,238,942 1,192,980 1,083,094 1,149,162 1,157,549 1,211,354 1,251,497 1,256,174 1,276,417 1,250,420
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 678,081 699,640 717,720 727,873 708,023 714,091 729,864 718,972 712,397 714,189 783,309
26 Term 848,932 850,781 813,081 713,525 776,319 768,166 825,563 881,176 866,705 898,333 843,167
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 278,201 286,149 300,063 279,836 302,112 290,003 303,923 309,556 291,480 290,857 305,271
28 Term 179,519 167,573 160,122 157,549 157,425 159,015 161,182 161,459 166,339 158,137 165,180
  Mortgage-backed securities  
29 Overnight and continuing 358,960 330,662 349,964 313,851 320,113 361,449 361,191 364,722 341,356 350,688 366,879
30 Term 162,755 147,770 145,944 136,534 143,421 152,158 145,340 144,230 145,844 141,630 156,200
  Corporate securities  
31 Overnight and continuing 153,915 157,255 161,515 167,889 156,301 167,924 160,137 162,153 156,742 159,320 159,179
32 Term 31,618 28,838 29,662 29,529 29,861 28,568 30,495 29,492 30,544 29,368 29,074
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 1,235,582 1,239,257 1,290,044 1,252,988 1,245,164 1,298,290 1,310,091 1,318,346 1,267,568 1,276,391 1,381,968
34 Term 1,178,163 1,153,320 1,101,190 997,098 1,058,227 1,056,096 1,116,403 1,172,112 1,159,956 1,173,251 1,138,380

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-indexed securities (TIIS) are reported in actual funds paid or received, except for pledged securities. TIIS 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 | February 2004 | Tips for printing wide tables | Symbols and Abbreviations


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Last update: May 19, 2005