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Statistical Supplement | January 2005

Statistical Supplement to the Federal Reserve Bulletin, January 2005

1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2004 2004, week ending
July Aug Sept Sept 1 Sept 8 Sept 15 Sept 22 Sept 29 Oct 6 Oct 13 Oct 20
  Net outright positions2
1 U.S. Treasury bills 25,284 18,544 26,888 29,031 60,233 24,750 19,863 3,630 18,264 24,403 19,204
  Treasury coupon securities by maturity  
2 Three years or less -46,048 -28,062 -30,870 -24,745 -35,598 -26,669 -30,404 -29,603 -45,438 -43,528 -39,945
3 More than three years but less than or equal to six years -56,947 -35,709 -30,051 -29,350 -26,668 -26,836 -31,259 -35,351 -31,384 -37,484 -37,228
4 More than six but less than or equal to eleven years -30,811 -22,227 -18,795 -16,982 -24,553 -21,825 -16,349 -13,719 -11,756 -12,946 -13,463
5 More than eleven -10,885 -6,719 -3,505 -6,631 -3,794 -2,937 -2,509 -4,242 -4,132 -3,421 -6,444
6 Inflation-protected -623 134 -1,164 113 -643 -675 -1,279 -2,062 -2,429 -999 -1,214
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 48,717 54,845 53,556 55,658 56,979 57,649 50,100 49,955 48,239 49,984 50,831
  Coupon securities, by maturity  
8 Three years or less 15,821 14,030 21,520 16,729 16,925 19,082 24,254 25,943 25,438 29,831 33,142
9 More than three years but less than or equal to six years 4,717 5,072 5,205 4,753 5,879 3,572 5,280 6,250 4,519 4,865 6,870
10 More than six but less than or equal to eleven years 4,899 4,404 4,348 3,570 3,460 3,632 5,502 5,026 3,534 4,533 2,924
11 More than eleven 3,519 4,185 4,260 4,482 4,414 4,159 4,216 4,245 4,078 3,887 3,918
 
12 Mortgage-backed 15,851 15,236 33,662 23,349 21,525 31,911 42,950 40,479 28,450 23,808 17,181
 
  Corporate securities  
13 One year or less 33,310 31,606 32,315 29,984 30,466 35,668 34,225 28,832 35,133 39,206 35,792
14 More than one year 94,142 95,578 100,428 97,239 96,562 101,096 98,688 105,409 103,324 104,413 107,606
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 1,002,614 987,657 992,077 955,605 961,574 980,336 1,032,457 997,527 1,003,449 958,820 976,809
16 Term 1,102,833 1,148,696 1,269,837 1,156,233 1,214,925 1,268,746 1,270,456 1,365,420 1,102,030 1,143,489 1,122,269
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 175,037 185,381 171,049 178,761 170,096 173,543 168,824 172,902 155,151 162,745 157,986
18 Term 236,289 218,460 215,073 211,871 213,928 220,993 211,811 215,927 201,700 214,037 218,068
  Mortgage-backed securities  
19 Overnight and continuing 45,623 48,368 50,593 44,611 49,628 57,567 50,101 46,076 49,583 51,125 54,106
20 Term 298,450 309,250 318,391 311,815 314,894 312,555 320,556 325,033 328,637 331,023 339,943
  Corporate securities  
21 Overnight and continuing 113,266 115,616 118,403 117,099 117,310 118,782 118,559 119,306 117,304 121,152 120,801
22 Term 55,101 57,944 58,049 57,315 57,600 57,816 56,906 59,726 59,821 59,985 58,434
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 635,511 641,873 660,191 615,511 608,379 655,965 682,486 700,662 657,787 627,245 639,885
24 Term 1,457,922 1,492,012 1,617,458 1,494,317 1,551,999 1,609,369 1,634,956 1,714,547 1,453,339 1,503,772 1,492,826
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 842,527 887,572 913,630 891,703 902,140 916,172 938,602 903,240 896,130 862,821 900,953
26 Term 1,041,135 1,078,505 1,184,734 1,075,824 1,132,650 1,170,578 1,190,461 1,286,310 1,006,213 1,035,566 1,003,002
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 317,717 321,662 311,459 307,686 311,320 316,727 304,348 313,595 314,156 313,803 317,298
28 Term 152,937 143,172 146,831 141,650 138,952 152,974 149,064 149,855 127,370 142,701 139,043
  Mortgage-backed securities  
29 Overnight and continuing 414,265 404,658 407,812 397,707 395,229 410,603 404,184 422,367 409,968 409,294 421,655
30 Term 178,096 180,280 216,805 180,989 188,496 210,455 234,060 236,962 233,360 237,619 256,591
  Corporate securities  
31 Overnight and continuing 185,351 184,306 193,826 181,492 189,222 195,939 194,905 196,239 199,162 198,630 196,513
32 Term 47,387 52,388 50,328 50,918 49,658 48,414 49,855 53,253 50,653 51,064 51,880
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 1,501,697 1,545,331 1,586,506 1,531,200 1,552,158 1,602,901 1,605,864 1,594,118 1,578,681 1,538,702 1,589,091
34 Term 1,357,785 1,381,047 1,523,322 1,377,601 1,439,496 1,505,041 1,547,724 1,647,566 1,343,280 1,397,279 1,377,291

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-protected securities (TIPS) are reported in actual funds paid or received, except for pledged securities. TIPS 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 | January 2005 | Tips for printing wide tables | Symbols and Abbreviations


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Last update: May 5, 2005