![]() Statistical Supplement | February 2004 Statistical Supplement to the Federal Reserve Bulletin, February 2004 |
Millions of dollars | ||||||||||||
Item, by type of security | 2003 | 2003, week ending | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 |
Statistical Supplement | February 2004 | Tips for printing wide tables | Symbols and Abbreviations