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Statistical Supplement | July 2004

Statistical Supplement to the Federal Reserve Bulletin, July 2004

1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2004 2004, week ending
Jan Feb Mar Mar 3 Mar 10 Mar 17 Mar 24 Mar 31 Apr 7 Apr 14 Apr 21
  Net outright positions2
1 U.S. Treasury bills -161 19,441 28,175 37,754 38,071 25,206 24,981 20,338 52,168 44,409 14,057
  Treasury coupon securities by maturity  
2 Three years or less -25,700 -24,043 -15,997 -15,475 -13,868 -12,598 -17,550 -20,197 -25,583 -27,799 -32,184
3 More than three years but less than or equal to six years -38,863 -41,830 -51,720 -53,735 -51,747 -49,450 -53,172 -51,646 -51,323 -58,582 -56,360
4 More than six but less than or equal to eleven years -14,115 -5,560 -5,975 -5,976 -4,437 -2,924 -9,675 -6,863 -12,797 -19,995 -20,016
5 More than eleven -1,723 -1,712 -4,226 -5,371 -5,593 -4,240 -3,091 -3,490 -5,479 -5,725 -5,545
6 Inflation-indexed 953 1,141 -132 1,082 555 -560 -494 -551 407 433 212
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 51,532 45,058 46,346 53,443 52,800 46,915 44,593 38,036 42,424 39,074 30,622
  Coupon securities, by maturity  
8 Three years or less 14,174 16,193 22,072 19,332 21,444 21,356 22,165 24,497 23,699 21,406 20,174
9 More than three years but less than or equal to six years 5,054 935 1,888 2,140 4,524 2,639 1,250 -970 -947 106 3,862
10 More than six but less than or equal to eleven years 5,705 5,074 6,196 4,518 4,652 6,976 7,575 6,300 5,110 5,723 4,986
11 More than eleven 2,072 2,938 3,086 2,974 3,290 2,997 2,977 3,128 2,836 2,952 3,025
 
12 Mortgage-backed 23,009 8,573 16,128 12,590 14,495 11,233 17,515 22,785 10,371 17,397 19,332
 
  Corporate securities  
13 One year or less 31,990 31,596 33,347 28,953 37,570 33,744 34,084 29,872 35,359 34,562 31,291
14 More than one year 96,418 91,889 91,560 91,878 92,459 93,550 84,507 95,589 91,238 88,869 87,281
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 841,589 874,217 855,135 896,086 870,475 841,461 819,236 871,819 842,246 860,853 893,244
16 Term 914,913 1,005,144 1,065,122 1,018,307 1,107,255 1,112,555 1,166,750 893,993 953,470 996,773 1,053,686
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 169,555 173,232 173,738 161,324 170,269 162,786 184,427 182,792 182,554 181,397 185,550
18 Term 208,761 226,140 210,720 213,457 216,691 216,426 208,051 200,539 205,186 205,967 205,647
  Mortgage-backed securities  
19 Overnight and continuing 42,427 43,863 42,303 45,438 51,824 42,855 43,817 29,374 40,264 58,471 43,363
20 Term 241,237 261,097 280,694 276,133 281,840 284,850 286,310 271,729 270,914 277,546 269,747
  Corporate securities  
21 Overnight and continuing 82,358 88,487 95,251 94,649 95,384 94,737 95,137 96,002 95,748 97,488 96,600
22 Term 39,942 45,444 44,583 44,542 44,369 44,973 44,243 44,766 44,643 43,758 45,040
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 544,161 585,113 571,314 603,975 567,093 532,892 542,115 629,160 536,833 562,362 573,459
24 Term 1,176,768 1,291,798 1,329,832 1,302,016 1,383,402 1,393,430 1,444,470 1,109,947 1,213,193 1,263,606 1,313,580
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 787,675 839,428 829,373 866,597 846,716 808,764 802,414 843,645 812,363 817,742 838,916
26 Term 811,726 899,344 941,904 902,871 981,721 1,006,032 1,032,801 763,788 828,750 873,671 917,851
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 313,473 304,163 309,757 310,509 314,856 302,918 308,918 312,012 314,075 310,546 306,364
28 Term 135,981 151,884 143,555 139,681 149,745 147,331 149,253 129,550 136,608 143,052 140,767
  Mortgage-backed securities  
29 Overnight and continuing 416,161 394,866 403,404 383,477 393,233 419,888 430,049 378,985 387,702 389,211 390,932
30 Term 158,587 159,082 173,964 163,307 164,425 172,644 181,702 181,653 178,101 193,778 193,482
  Corporate securities  
31 Overnight and continuing 176,655 172,811 171,341 161,409 168,916 171,808 173,546 175,349 177,900 181,919 177,721
32 Term 27,643 32,806 35,377 35,511 35,354 34,631 36,723 34,744 35,994 35,290 36,233
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 1,443,462 1,463,554 1,455,729 1,470,377 1,458,274 1,446,007 1,463,812 1,448,546 1,426,729 1,436,990 1,451,342
34 Term 1,079,304 1,182,370 1,236,633 1,180,465 1,269,897 1,301,463 1,345,812 1,053,430 1,111,302 1,177,488 1,214,373

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


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Last update: May 13, 2005