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Statistical Supplement | July 2005

Statistical Supplement to the Federal Reserve Bulletin, July 2005

1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2005 2005, week ending
Jan Feb Mar Mar 2 Mar 9 Mar 16 Mar 23 Mar 30 Apr 6 Apr 13 Apr 20
  Net outright positions2
1 U.S. Treasury bills 5,443 23,229 43,797 43,858 48,547 49,038 39,762 37,457 46,354 42,888 6,963
  Treasury coupon securities by maturity  
2 Three years or less -44,751 -55,827 -62,824 -55,214 -66,049 -62,464 -66,014 -59,339 -60,047 -56,043 -52,476
3 More than three years but less than or equal to six years -43,954 -49,862 -46,922 -54,009 -44,608 -47,463 -48,406 -44,451 -52,076 -48,309 -52,080
4 More than six but less than or equal to eleven years -18,881 -16,295 -26,255 -18,376 -25,195 -29,938 -31,422 -21,106 -23,513 -18,973 -11,900
5 More than eleven -11,807 -12,257 -12,740 -12,965 -12,509 -15,710 -12,917 -10,451 -7,899 -10,016 -10,762
6 Inflation-protected 832 -245 -1,438 -905 -653 -1,331 -1,946 -1,994 -1,300 -2,132 -200
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 51,492 51,004 52,900 53,995 59,932 56,167 49,231 45,990 52,673 52,185 48,092
  Coupon securities, by maturity  
8 Three years or less 17,104 19,922 24,530 20,646 25,339 24,731 22,399 26,337 27,493 26,963 26,527
9 More than three years but less than or equal to six years 11,094 9,885 9,664 6,321 7,532 11,801 11,428 8,951 8,970 10,852 10,711
10 More than six but less than or equal to eleven years 2,271 1,952 955 1,709 1,005 175 -5 2,239 2,292 3,017 4,120
11 More than eleven 3,313 3,291 3,508 3,463 3,398 3,538 3,588 3,521 3,495 3,490 4,257
 
12 Mortgage-backed 12,448 26,813 25,714 34,153 26,413 29,409 24,827 21,139 16,323 7,661 18,425
 
  Corporate securities  
13 One year or less 31,342 30,253 30,428 27,082 26,296 36,230 33,770 26,161 31,918 33,307 36,395
14 More than one year 109,436 110,397 121,569 113,758 116,329 117,968 126,544 127,255 124,456 129,534 130,430
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 1,104,595 1,105,330 1,090,859 1,070,815 1,077,951 1,095,948 1,104,240 1,090,251 1,096,251 1,076,534 1,089,301
16 Term 1,024,165 1,125,747 1,248,604 1,111,148 1,205,026 1,233,178 1,293,358 1,337,445 1,001,392 1,078,304 1,060,996
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 178,624 175,629 178,226 186,473 176,670 181,379 176,548 175,760 179,552 157,627 167,746
18 Term 199,542 199,585 209,711 204,152 211,524 210,005 208,355 211,919 200,119 207,848 203,142
  Mortgage-backed securities  
19 Overnight and continuing 54,562 61,807 67,932 60,138 62,108 71,794 72,876 66,089 75,547 65,532 68,643
20 Term 365,405 377,223 375,976 377,014 379,219 372,610 372,184 381,885 359,957 370,426 378,484
  Corporate securities  
21 Overnight and continuing 112,388 111,952 110,722 111,445 112,873 112,288 109,939 107,290 112,763 112,462 111,863
22 Term 64,589 63,870 66,292 65,034 65,213 64,630 65,516 69,899 68,183 67,370 68,196
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 694,580 730,440 737,563 722,879 704,518 763,638 744,684 740,345 746,394 699,667 725,877
24 Term 1,413,250 1,501,677 1,633,990 1,479,846 1,581,897 1,607,108 1,690,600 1,740,074 1,356,249 1,437,841 1,422,290
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 989,138 1,021,186 981,482 992,967 991,848 989,875 979,876 959,340 993,421 981,788 991,747
26 Term 918,214 985,288 1,134,060 977,495 1,068,479 1,108,024 1,194,222 1,244,882 891,630 977,506 949,194
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 301,742 310,101 311,203 321,965 328,508 311,854 302,711 299,393 306,107 296,176 299,346
28 Term 138,155 132,043 143,120 135,075 142,406 148,712 142,582 141,752 138,407 145,525 142,424
  Mortgage-backed securities  
29 Overnight and continuing 453,470 456,323 455,106 442,396 436,220 465,344 469,710 452,407 457,717 474,204 468,390
30 Term 237,830 246,544 253,800 249,562 256,014 252,514 247,532 262,849 236,315 248,734 236,855
  Corporate securities  
31 Overnight and continuing 196,691 199,001 202,670 193,098 194,114 206,461 201,631 210,401 208,332 208,828 214,247
32 Term 51,066 45,382 45,804 45,174 46,047 44,617 44,979 47,535 47,324 47,119 48,604
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 1,682,474 1,732,904 1,712,859 1,703,480 1,699,986 1,739,209 1,723,547 1,689,625 1,725,088 1,729,268 1,747,038
34 Term 1,271,973 1,337,200 1,500,857 1,335,576 1,436,094 1,481,449 1,555,159 1,615,888 1,235,272 1,341,071 1,298,332

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


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Last update: August 17, 2005