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

Statistical Supplement | March 2004

Statistical Supplement to the Federal Reserve Bulletin, March 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		Sept	Oct	Nov	Nov 5	Nov 12	Nov 19	Nov 26	Dec 3	Dec 10	Dec 17	Dec 24
		Net outright positions²
1	U.S. Treasury bills	10,356	7,129	14,434	14,484	18,046	10,886	6,585	27,994	26,442	19,266	-1,036
	Treasury coupon securities by maturity
2	Three years or less	-11,868	-13,446	-10,845	-17,219	-11,299	-11,974	-4,450	-11,298	-16,311	-15,779	-15,650
3	More than three years but less than or equal to six years	-34,544	-36,171	-38,879	-39,906	-36,894	-39,756	-38,163	-40,786	-41,335	-41,590	-39,003
4	More than six but less than or equal to eleven years	-5,159	-3,986	-8,485	-6,636	-7,999	-5,654	-9,601	-14,651	-11,882	-8,106	-9,973
5	More than eleven	-480	-2,264	-3,953	-4,953	-3,306	-3,923	-2,716	-6,052	-8,250	-4,669	-2,598
6	Inflation-indexed	948	1,775	2,491	2,797	2,444	2,874	2,523	1,462	1,535	1,716	1,153

	Federal agency and government-sponsored enterprises
7	Discount notes	51,605	60,326	57,564	61,140	65,575	55,625	50,858	54,207	48,387	54,212	48,294
	Coupon securities, by maturity
8	Three years or less	12,307	13,970	11,451	12,590	10,934	11,347	11,794	10,517	11,810	16,003	15,371
9	More than three years but less than or equal to six years	1,646	2,135	3,580	2,512	845	5,278	4,943	4,341	8,060	8,097	6,971
10	More than six but less than or equal to eleven years	4,007	4,245	4,248	5,440	3,712	4,862	3,893	3,244	2,719	4,943	3,632
11	More than eleven	1,414	1,791	1,810	1,671	1,734	1,833	1,826	2,050	1,907	1,971	1,798

12	Mortgage-backed	11,081	7,027	11,346	10,915	5,159	11,224	16,841	13,309	9,889	13,080	32,448

	Corporate securities
13	One year or less	34,003	31,629	27,687	28,600	29,914	28,770	24,718	25,947	37,689	39,846	31,977
14	More than one year	85,763	87,481	91,940	90,580	88,908	91,916	91,532	99,700	99,990	98,020	97,593
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	750,796	759,604	754,064	749,110	740,582	797,035	706,784	791,392	765,166	782,378	671,054
16	Term	933,367	909,542	1,007,664	964,645	995,209	959,986	1,076,308	1,046,544	1,150,076	1,174,722	1,294,366
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	166,041	164,083	154,090	153,776	149,285	158,783	150,445	161,057	161,798	159,995	141,798
18	Term	219,006	220,972	230,118	234,953	226,719	230,279	233,645	223,569	231,026	216,584	228,258
	Mortgage-backed securities
19	Overnight and continuing	33,356	35,467	39,127	37,639	39,200	37,788	38,771	43,827	42,156	33,244	36,771
20	Term	235,137	225,028	233,281	230,597	228,966	236,518	236,782	232,395	235,441	237,392	248,504
	Corporate securities
21	Overnight and continuing	80,951	82,485	79,994	80,082	81,371	81,140	77,276	80,225	78,599	79,761	80,075
22	Term	30,893	30,496	34,380	32,094	32,104	34,334	38,129	34,743	34,393	34,223	35,250

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	489,637	486,236	479,469	474,211	457,017	518,742	441,182	523,605	494,050	505,136	374,882
24	Term	1,238,942	1,192,980	1,293,786	1,256,174	1,276,417	1,250,420	1,361,885	1,327,913	1,432,976	1,436,986	1,577,184

	Securities out, U.S. Treasury
25	Overnight and continuing	699,640	717,720	727,627	712,397	714,189	783,309	663,369	785,190	741,937	788,900	600,276
26	Term	850,781	813,081	904,894	866,705	898,333	843,167	988,194	926,359	1,031,729	1,045,598	1,214,726
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	286,149	300,063	293,906	291,480	290,857	305,271	281,602	303,920	303,028	306,120	275,467
28	Term	167,573	160,122	165,645	166,339	158,137	165,180	176,310	160,066	162,376	149,212	166,933
	Mortgage-backed securities
29	Overnight and continuing	330,662	349,964	355,734	341,356	350,688	366,879	356,566	361,578	350,485	368,574	373,362
30	Term	147,770	145,944	149,985	145,844	141,630	156,200	160,406	140,672	150,615	155,478	188,226
	Corporate securities
31	Overnight and continuing	157,255	161,515	157,422	156,742	159,320	159,179	154,669	156,696	171,043	176,437	168,240
32	Term	28,838	29,662	29,886	30,544	29,368	29,074	31,619	28,358	29,697	28,027	29,984

	Memo
	Repurchase agreements
33	Overnight and continuing	1,239,257	1,290,044	1,301,413	1,267,568	1,276,391	1,381,968	1,229,274	1,372,783	1,330,388	1,393,934	1,163,034
34	Term	1,153,320	1,101,190	1,195,931	1,159,956	1,173,251	1,138,380	1,299,280	1,200,441	1,316,883	1,321,340	1,541,694

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 18, 2005