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Statistical Supplement | June 2005

Statistical Supplement to the Federal Reserve Bulletin, June 2005

1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2004 2005 2005, week ending
Dec Jan Feb Feb 2 Feb 9 Feb 16 Feb 23 Mar 2 Mar 9 Mar 16 Mar 23
  Net outright positions2
1 U.S. Treasury bills 24,380 5,443 23,229 6,076 14,638 13,237 31,978 43,858 48,547 49,038 39,762
  Treasury coupon securities by maturity  
2 Three years or less -42,155 -44,751 -55,827 -49,360 -52,413 -57,345 -60,009 -55,214 -66,049 -62,464 -66,014
3 More than three years but less than or equal to six years -49,425 -43,954 -49,862 -42,499 -44,433 -49,362 -54,934 -54,009 -44,608 -47,463 -48,406
4 More than six but less than or equal to eleven years -14,165 -18,881 -16,295 -20,602 -18,164 -11,272 -16,731 -18,376 -25,195 -29,938 -31,422
5 More than eleven -11,653 -11,807 -12,257 -13,543 -12,174 -12,714 -11,011 -12,965 -12,509 -15,710 -12,917
6 Inflation-protected -321 832 -245 818 -611 497 -455 -905 -653 -1,331 -1,946
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 50,345 51,492 51,004 51,700 48,688 51,506 50,484 53,995 59,932 56,167 49,231
  Coupon securities, by maturity  
8 Three years or less 21,313 17,104 19,922 19,135 18,912 19,846 20,717 20,646 25,339 24,731 22,399
9 More than three years but less than or equal to six years 9,115 11,094 9,885 12,536 11,672 10,160 9,613 6,321 7,532 11,801 11,428
10 More than six but less than or equal to eleven years 1,738 2,271 1,952 3,267 3,627 1,282 743 1,709 1,005 175 -5
11 More than eleven 3,495 3,313 3,291 2,836 3,232 3,266 3,382 3,463 3,398 3,538 3,588
 
12 Mortgage-backed 29,702 12,448 26,813 15,162 24,125 22,632 31,768 34,153 26,413 29,409 24,827
 
  Corporate securities  
13 One year or less 35,890 31,342 30,253 36,617 32,921 28,107 30,176 27,082 26,296 36,230 33,770
14 More than one year 115,503 109,436 110,397 114,395 110,316 109,430 107,902 113,758 116,329 117,968 126,544
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 1,063,604 1,104,595 1,105,330 1,143,610 1,095,263 1,149,267 1,085,175 1,070,815 1,077,951 1,095,948 1,104,240
16 Term 1,232,744 1,024,165 1,125,747 1,048,081 1,171,989 1,090,303 1,147,568 1,111,148 1,205,026 1,233,178 1,293,358
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 166,623 178,624 175,629 193,090 168,941 175,289 169,923 186,473 176,670 181,379 176,548
18 Term 218,874 199,542 199,585 187,353 201,378 199,719 197,891 204,152 211,524 210,005 208,355
  Mortgage-backed securities  
19 Overnight and continuing 58,518 54,562 61,807 59,033 64,229 57,611 65,566 60,138 62,108 71,794 72,876
20 Term 377,053 365,405 377,223 371,109 377,423 376,319 379,824 377,014 379,219 372,610 372,184
  Corporate securities  
21 Overnight and continuing 111,086 112,388 111,952 113,564 114,919 111,219 109,621 111,445 112,873 112,288 109,939
22 Term 59,994 64,589 63,870 63,420 63,419 62,873 64,614 65,034 65,213 64,630 65,516
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 687,473 694,580 730,440 752,706 703,892 764,711 721,754 722,879 704,518 763,638 744,684
24 Term 1,654,584 1,413,250 1,501,677 1,425,968 1,550,891 1,470,293 1,521,070 1,479,846 1,581,897 1,607,108 1,690,600
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 965,551 989,138 1,021,186 1,064,194 1,002,575 1,073,386 995,467 992,967 991,848 989,875 979,876
26 Term 1,152,714 918,214 985,288 905,370 1,028,448 945,566 1,010,249 977,495 1,068,479 1,108,024 1,194,222
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 296,069 301,742 310,101 312,846 309,041 308,309 303,696 321,965 328,508 311,854 302,711
28 Term 155,732 138,155 132,043 127,823 134,882 132,437 127,849 135,075 142,406 148,712 142,582
  Mortgage-backed securities  
29 Overnight and continuing 451,632 453,470 456,323 461,396 447,777 461,742 467,948 442,396 436,220 465,344 469,710
30 Term 242,723 237,830 246,544 235,644 246,622 247,375 246,595 249,562 256,014 252,514 247,532
  Corporate securities  
31 Overnight and continuing 198,168 196,691 199,001 204,433 204,704 196,819 198,146 193,098 194,114 206,461 201,631
32 Term 45,417 51,066 45,382 47,137 47,183 44,386 44,226 45,174 46,047 44,617 44,979
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 1,652,764 1,682,474 1,732,904 1,780,036 1,706,606 1,786,539 1,713,118 1,703,480 1,699,986 1,739,209 1,723,547
34 Term 1,520,691 1,271,973 1,337,200 1,244,372 1,380,171 1,301,646 1,357,464 1,335,576 1,436,094 1,481,449 1,555,159

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 | June 2005 | Tips for printing wide tables | Symbols and Abbreviations


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Last update: July 14, 2005