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Statistical Supplement | December 2005

Statistical Supplement to the Federal Reserve Bulletin, December 2005

1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2005 2005, week ending
June July Aug Aug 3 Aug 10 Aug 17 Aug 24 Aug 31 Sept 7 Sept 14 Sept 21
  Net outright positions2
1 U.S. Treasury bills 4,968 -1,304 -2,079 -72 208 -4,479 -4,410 -497 7,333 -7,303 -14,972
  Treasury coupon securities by maturity  
2 Three years or less -53,308 -50,908 -41,787 -47,476 -44,116 -43,717 -36,684 -40,192 -26,488 -40,610 -45,740
3 More than three years but less than or equal to six years -35,096 -44,176 -49,062 -48,914 -46,197 -47,177 -51,027 -51,911 -45,579 -43,307 -41,841
4 More than six but less than or equal to eleven years -27,731 -38,222 -32,058 -43,307 -42,631 -25,617 -26,504 -28,661 -32,330 -17,701 -14,919
5 More than eleven -4,487 -5,395 -7,745 -6,153 -7,500 -6,618 -8,499 -9,047 -10,726 -11,459 -8,596
6 Inflation-protected -480 -328 -479 -679 -592 -519 -830 109 307 -820 -367
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 54,844 47,540 48,076 45,877 46,749 51,323 50,756 44,417 48,158 45,453 39,128
  Coupon securities, by maturity  
8 Three years or less 30,393 30,547 28,904 29,166 29,896 27,790 29,344 28,474 29,549 30,666 29,450
9 More than three years but less than or equal to six years 9,618 9,375 10,502 9,100 9,941 10,791 11,133 10,743 9,822 12,871 14,108
10 More than six but less than or equal to eleven years 2,955 1,930 841 739 -161 401 1,888 1,280 1,855 3,596 3,326
11 More than eleven 4,748 3,907 3,802 3,590 3,472 4,020 3,724 4,082 4,385 4,540 4,377
 
12 Mortgage-backed 38,385 27,977 30,844 30,439 33,462 30,429 32,020 27,637 27,009 28,728 30,506
 
  Corporate securities  
13 One year or less 37,037 33,175 33,591 34,303 36,175 34,445 31,864 31,575 31,440 35,125 38,807
14 More than one year 133,983 124,537 124,182 122,490 119,717 123,915 118,348 135,473 132,329 129,394 128,627
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 1,094,028 1,107,551 1,097,150 1,134,542 1,104,494 1,104,333 1,068,559 1,095,188 1,166,040 1,138,703 1,186,281
16 Term 1,376,656 1,147,434 1,259,667 1,196,372 1,287,211 1,228,024 1,258,810 1,291,749 1,309,073 1,404,898 1,389,576
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 163,283 168,581 156,993 164,977 163,433 155,790 154,544 150,783 157,822 162,538 156,046
18 Term 207,880 205,433 210,391 195,267 205,203 209,632 210,048 223,163 207,446 200,745 187,559
  Mortgage-backed securities  
19 Overnight and continuing 72,729 70,282 80,566 84,653 85,672 86,292 80,407 68,142 81,147 85,668 91,512
20 Term 414,637 405,031 407,289 388,476 404,763 405,336 413,970 413,149 412,723 411,089 413,826
  Corporate securities  
21 Overnight and continuing 108,228 108,236 107,104 107,468 107,730 107,891 108,545 104,092 108,114 110,147 108,395
22 Term 71,655 75,899 81,086 78,854 78,576 77,872 79,860 88,993 85,876 86,608 92,226
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 736,728 725,844 730,309 749,883 725,414 729,253 695,774 762,408 799,556 735,478 748,089
24 Term 1,750,953 1,507,834 1,621,632 1,529,791 1,655,653 1,599,131 1,635,497 1,635,607 1,681,696 1,765,416 1,777,947
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 1,072,376 1,053,779 1,065,384 1,093,744 1,071,365 1,075,262 1,027,799 1,074,957 1,132,818 1,089,412 1,096,465
26 Term 1,200,438 980,179 1,059,290 1,012,021 1,081,696 1,017,051 1,079,591 1,079,080 1,139,324 1,244,767 1,252,160
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 300,917 305,954 298,300 298,684 299,206 295,028 298,415 300,387 303,514 317,870 291,716
28 Term 156,523 145,230 142,249 138,484 142,621 146,742 142,799 138,449 145,542 142,097 133,080
  Mortgage-backed securities  
29 Overnight and continuing 519,186 488,457 493,961 480,224 500,646 489,337 504,917 486,833 497,764 528,127 549,199
30 Term 251,754 260,845 244,753 254,885 232,843 251,261 253,832 236,734 246,442 251,372 239,473
  Corporate securities  
31 Overnight and continuing 218,467 217,694 221,604 222,130 217,627 218,945 216,031 233,588 229,890 232,448 236,994
32 Term 48,611 44,892 46,793 44,049 45,156 46,310 45,764 51,118 50,532 50,561 56,292
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 1,875,373 1,836,827 1,847,325 1,858,231 1,857,455 1,849,072 1,818,984 1,859,114 1,932,490 1,907,272 1,924,635
34 Term 1,581,672 1,352,550 1,413,373 1,374,362 1,424,473 1,382,200 1,441,608 1,421,928 1,497,340 1,607,591 1,593,173

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


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Last update: January 5, 2006