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Statistical Supplement | March 2004

Statistical Supplement to the Federal Reserve Bulletin, March 2004

1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2003 2003, week ending
Sept Oct Nov Nov 5 Nov 12 Nov 19 Nov 26 Dec 3 Dec 10 Dec 17 Dec 24
  Net outright positions2
1 U.S. Treasury bills 10,356 7,129 14,434 14,484 18,046 10,886 6,585 27,994 26,442 19,266 -1,036
  Treasury coupon securities by maturity  
2 Three years or less -11,868 -13,446 -10,845 -17,219 -11,299 -11,974 -4,450 -11,298 -16,311 -15,779 -15,650
3 More than three years but less than or equal to six years -34,544 -36,171 -38,879 -39,906 -36,894 -39,756 -38,163 -40,786 -41,335 -41,590 -39,003
4 More than six but less than or equal to eleven years -5,159 -3,986 -8,485 -6,636 -7,999 -5,654 -9,601 -14,651 -11,882 -8,106 -9,973
5 More than eleven -480 -2,264 -3,953 -4,953 -3,306 -3,923 -2,716 -6,052 -8,250 -4,669 -2,598
6 Inflation-indexed 948 1,775 2,491 2,797 2,444 2,874 2,523 1,462 1,535 1,716 1,153
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 51,605 60,326 57,564 61,140 65,575 55,625 50,858 54,207 48,387 54,212 48,294
  Coupon securities, by maturity  
8 Three years or less 12,307 13,970 11,451 12,590 10,934 11,347 11,794 10,517 11,810 16,003 15,371
9 More than three years but less than or equal to six years 1,646 2,135 3,580 2,512 845 5,278 4,943 4,341 8,060 8,097 6,971
10 More than six but less than or equal to eleven years 4,007 4,245 4,248 5,440 3,712 4,862 3,893 3,244 2,719 4,943 3,632
11 More than eleven 1,414 1,791 1,810 1,671 1,734 1,833 1,826 2,050 1,907 1,971 1,798
 
12 Mortgage-backed 11,081 7,027 11,346 10,915 5,159 11,224 16,841 13,309 9,889 13,080 32,448
 
  Corporate securities  
13 One year or less 34,003 31,629 27,687 28,600 29,914 28,770 24,718 25,947 37,689 39,846 31,977
14 More than one year 85,763 87,481 91,940 90,580 88,908 91,916 91,532 99,700 99,990 98,020 97,593
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 750,796 759,604 754,064 749,110 740,582 797,035 706,784 791,392 765,166 782,378 671,054
16 Term 933,367 909,542 1,007,664 964,645 995,209 959,986 1,076,308 1,046,544 1,150,076 1,174,722 1,294,366
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 166,041 164,083 154,090 153,776 149,285 158,783 150,445 161,057 161,798 159,995 141,798
18 Term 219,006 220,972 230,118 234,953 226,719 230,279 233,645 223,569 231,026 216,584 228,258
  Mortgage-backed securities  
19 Overnight and continuing 33,356 35,467 39,127 37,639 39,200 37,788 38,771 43,827 42,156 33,244 36,771
20 Term 235,137 225,028 233,281 230,597 228,966 236,518 236,782 232,395 235,441 237,392 248,504
  Corporate securities  
21 Overnight and continuing 80,951 82,485 79,994 80,082 81,371 81,140 77,276 80,225 78,599 79,761 80,075
22 Term 30,893 30,496 34,380 32,094 32,104 34,334 38,129 34,743 34,393 34,223 35,250
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 489,637 486,236 479,469 474,211 457,017 518,742 441,182 523,605 494,050 505,136 374,882
24 Term 1,238,942 1,192,980 1,293,786 1,256,174 1,276,417 1,250,420 1,361,885 1,327,913 1,432,976 1,436,986 1,577,184
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 699,640 717,720 727,627 712,397 714,189 783,309 663,369 785,190 741,937 788,900 600,276
26 Term 850,781 813,081 904,894 866,705 898,333 843,167 988,194 926,359 1,031,729 1,045,598 1,214,726
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 286,149 300,063 293,906 291,480 290,857 305,271 281,602 303,920 303,028 306,120 275,467
28 Term 167,573 160,122 165,645 166,339 158,137 165,180 176,310 160,066 162,376 149,212 166,933
  Mortgage-backed securities  
29 Overnight and continuing 330,662 349,964 355,734 341,356 350,688 366,879 356,566 361,578 350,485 368,574 373,362
30 Term 147,770 145,944 149,985 145,844 141,630 156,200 160,406 140,672 150,615 155,478 188,226
  Corporate securities  
31 Overnight and continuing 157,255 161,515 157,422 156,742 159,320 159,179 154,669 156,696 171,043 176,437 168,240
32 Term 28,838 29,662 29,886 30,544 29,368 29,074 31,619 28,358 29,697 28,027 29,984
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 1,239,257 1,290,044 1,301,413 1,267,568 1,276,391 1,381,968 1,229,274 1,372,783 1,330,388 1,393,934 1,163,034
34 Term 1,153,320 1,101,190 1,195,931 1,159,956 1,173,251 1,138,380 1,299,280 1,200,441 1,316,883 1,321,340 1,541,694

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 | March 2004 | Tips for printing wide tables | Symbols and Abbreviations


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Last update: May 18, 2005