FRB: February 2004 Statistical Supplement--U.S. Government Securities Dealers, Positions and Financing

Statistical Supplement | February 2004

Statistical Supplement to the Federal Reserve Bulletin, February 2004

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Item, by type of security		2003			2003, week ending
Millions of dollars
Item, by type of security		Aug	Sept	Oct	Oct 1	Oct 8	Oct 15	Oct 22	Oct 29	Nov 5	Nov 12	Nov 19
		Net outright positions²
1	U.S. Treasury bills	20,019	10,356	7,129	-3,647	717	3,566	9,238	14,433	14,484	18,046	10,886
	Treasury coupon securities by maturity
2	Three years or less	-11,040	-11,868	-13,446	-11,338	-12,461	-13,673	-17,063	-9,809	-17,219	-11,299	-11,974
3	More than three years but less than or equal to six years	-41,247	-34,544	-36,171	-37,154	-33,685	-35,754	-39,556	-34,481	-39,906	-36,894	-39,756
4	More than six but less than or equal to eleven years	-12,959	-5,159	-3,986	-881	-2,297	-2,914	-5,532	-4,887	-6,636	-7,999	-5,654
5	More than eleven	2,871	-480	-2,264	-2,803	-304	-1,521	-2,878	-3,508	-4,953	-3,306	-3,923
6	Inflation-indexed	709	948	1,775	730	-421	1,834	2,660	2,883	2,797	2,444	2,874

	Federal agency and government-sponsored enterprises
7	Discount notes	43,786	51,605	60,326	53,806	59,019	61,143	62,375	59,467	61,140	65,575	55,625
	Coupon securities, by maturity
8	Three years or less	13,291	12,307	13,970	12,677	12,471	14,954	14,611	14,422	12,590	10,934	11,347
9	More than three years but less than or equal to six years	681	1,646	2,135	3,885	1,642	1,397	2,303	2,840	2,512	845	5,278
10	More than six but less than or equal to eleven years	2,787	4,007	4,245	5,891	4,806	3,628	3,527	4,442	5,440	3,712	4,862
11	More than eleven	1,476	1,414	1,791	1,512	1,919	1,666	1,759	1,896	1,671	1,734	1,833

12	Mortgage-backed	20,020	11,081	7,027	12,265	5,314	10,772	6,601	3,561	10,915	5,159	11,224

	Corporate securities
13	One year or less	31,645	34,003	31,629	38,760	28,939	36,188	31,498	29,736	28,600	29,914	28,770
14	More than one year	80,204	85,763	87,481	90,909	88,276	87,898	86,590	85,784	90,580	88,908	91,916
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	726,152	750,796	759,604	773,020	760,576	747,844	775,408	755,668	749,110	740,582	797,035
16	Term	928,602	933,367	909,542	809,755	869,795	879,861	923,736	963,288	964,645	995,209	959,986
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	161,323	166,041	164,083	169,176	175,220	161,829	162,734	158,767	153,776	149,285	158,783
18	Term	233,519	219,006	220,972	204,944	213,398	216,497	221,176	231,113	234,953	226,719	230,279
	Mortgage-backed securities
19	Overnight and continuing	37,545	33,356	35,467	32,491	35,890	33,841	36,170	35,772	37,639	39,200	37,788
20	Term	247,185	235,137	225,028	225,792	226,383	223,214	224,473	224,343	230,597	228,966	236,518
	Corporate securities
21	Overnight and continuing	76,406	80,951	82,485	83,577	82,646	83,122	82,958	81,743	80,082	81,371	81,140
22	Term	30,044	30,893	30,496	30,654	30,447	30,123	30,153	30,782	32,094	32,104	34,334

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	473,738	489,637	486,236	508,836	497,809	474,833	489,701	482,807	474,211	457,017	518,742
24	Term	1,264,124	1,238,942	1,192,980	1,083,094	1,149,162	1,157,549	1,211,354	1,251,497	1,256,174	1,276,417	1,250,420

	Securities out, U.S. Treasury
25	Overnight and continuing	678,081	699,640	717,720	727,873	708,023	714,091	729,864	718,972	712,397	714,189	783,309
26	Term	848,932	850,781	813,081	713,525	776,319	768,166	825,563	881,176	866,705	898,333	843,167
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	278,201	286,149	300,063	279,836	302,112	290,003	303,923	309,556	291,480	290,857	305,271
28	Term	179,519	167,573	160,122	157,549	157,425	159,015	161,182	161,459	166,339	158,137	165,180
	Mortgage-backed securities
29	Overnight and continuing	358,960	330,662	349,964	313,851	320,113	361,449	361,191	364,722	341,356	350,688	366,879
30	Term	162,755	147,770	145,944	136,534	143,421	152,158	145,340	144,230	145,844	141,630	156,200
	Corporate securities
31	Overnight and continuing	153,915	157,255	161,515	167,889	156,301	167,924	160,137	162,153	156,742	159,320	159,179
32	Term	31,618	28,838	29,662	29,529	29,861	28,568	30,495	29,492	30,544	29,368	29,074

	Memo
	Repurchase agreements
33	Overnight and continuing	1,235,582	1,239,257	1,290,044	1,252,988	1,245,164	1,298,290	1,310,091	1,318,346	1,267,568	1,276,391	1,381,968
34	Term	1,178,163	1,153,320	1,101,190	997,098	1,058,227	1,056,096	1,116,403	1,172,112	1,159,956	1,173,251	1,138,380

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

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Last update: May 19, 2005