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

Statistical Supplement | April 2004

Statistical Supplement to the Federal Reserve Bulletin, April 2004

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Item, by type of security		2003			2003, week ending					2004, week ending
Millions of dollars
Item, by type of security		Oct	Nov	Dec	Dec 3	Dec 10	Dec 17	Dec 24	Dec 31	Jan 7	Jan 14	Jan 21
		Net outright positions²
1	U.S. Treasury bills	7,129	14,434	14,529	27,994	26,442	19,266	-1,036	7,674	5,484	-5,326	55
	Treasury coupon securities by maturity
2	Three years or less	-13,446	-10,845	-16,339	-11,298	-16,311	-15,779	-15,650	-19,775	-21,456	-21,972	-24,358
3	More than three years but less than or equal to six years	-36,171	-38,879	-40,146	-40,786	-41,335	-41,590	-39,003	-38,380	-32,635	-41,367	-38,406
4	More than six but less than or equal to eleven years	-3,986	-8,485	-10,140	-14,651	-11,882	-8,106	-9,973	-8,664	-9,532	-11,211	-16,918
5	More than eleven	-2,264	-3,953	-4,080	-6,052	-8,250	-4,669	-2,598	44	-1,318	-777	-2,707
6	Inflation-indexed	1,775	2,491	1,348	1,462	1,535	1,716	1,153	937	-126	1,129	557

	Federal agency and government-sponsored enterprises
7	Discount notes	60,326	57,564	47,439	54,207	48,387	54,212	48,294	35,963	47,579	54,913	49,947
	Coupon securities, by maturity
8	Three years or less	13,970	11,451	13,924	10,517	11,810	16,003	15,371	13,973	13,110	16,087	14,658
9	More than three years but less than or equal to six years	2,135	3,580	7,134	4,341	8,060	8,097	6,971	6,603	5,919	6,735	5,694
10	More than six but less than or equal to eleven years	4,245	4,248	3,754	3,244	2,719	4,943	3,632	3,940	4,539	7,254	5,207
11	More than eleven	1,791	1,810	1,871	2,050	1,907	1,971	1,798	1,731	1,582	1,927	2,295

12	Mortgage-backed	7,027	11,346	18,660	13,309	9,889	13,080	32,448	21,516	19,631	19,864	24,663

	Corporate securities
13	One year or less	31,629	27,687	32,585	25,947	37,689	39,846	31,977	23,672	26,525	36,202	34,086
14	More than one year	87,481	91,940	98,753	99,700	99,990	98,020	97,593	99,002	98,233	96,705	95,779
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	759,604	754,064	752,363	791,392	765,166	782,378	671,054	774,129	816,615	816,671	875,103
16	Term	909,542	1,007,664	1,108,894	1,046,544	1,150,076	1,174,722	1,294,366	843,134	806,460	902,554	917,603
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	164,083	154,090	157,823	161,057	161,798	159,995	141,798	166,316	172,552	160,514	173,102
18	Term	220,972	230,118	215,005	223,569	231,026	216,584	228,258	180,483	193,228	202,647	203,821
	Mortgage-backed securities
19	Overnight and continuing	35,467	39,127	37,318	43,827	42,156	33,244	36,771	34,312	43,290	47,100	44,623
20	Term	225,028	233,281	236,378	232,395	235,441	237,392	248,504	225,884	236,458	239,517	243,857
	Corporate securities
21	Overnight and continuing	82,485	79,994	79,755	80,225	78,599	79,761	80,075	80,384	82,276	81,989	82,451
22	Term	30,496	34,380	34,828	34,743	34,393	34,223	35,250	35,484	35,341	36,825	41,535

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	486,236	479,469	484,304	523,605	494,050	505,136	374,882	546,306	527,592	511,808	582,580
24	Term	1,192,980	1,293,786	1,360,405	1,327,913	1,432,976	1,436,986	1,577,184	1,008,399	1,055,278	1,150,383	1,180,742

	Securities out, U.S. Treasury
25	Overnight and continuing	717,720	727,627	725,799	785,190	741,937	788,900	600,276	746,629	765,934	770,253	817,660
26	Term	813,081	904,894	997,386	926,359	1,031,729	1,045,598	1,214,726	727,930	723,174	799,894	816,581
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	300,063	293,906	296,060	303,920	303,028	306,120	275,467	296,255	315,632	302,222	314,924
28	Term	160,122	165,645	149,108	160,066	162,376	149,212	166,933	113,216	121,830	129,234	132,140
	Mortgage-backed securities
29	Overnight and continuing	349,964	355,734	364,889	361,578	350,485	368,574	373,362	368,553	378,822	420,399	427,057
30	Term	145,944	149,985	160,621	140,672	150,615	155,478	188,226	156,713	159,796	159,152	162,762
	Corporate securities
31	Overnight and continuing	161,515	157,422	168,128	156,696	171,043	176,437	168,240	161,690	166,887	178,340	179,277
32	Term	29,662	29,886	28,048	28,358	29,697	28,027	29,984	24,350	25,802	27,092	27,944

	Memo
	Repurchase agreements
33	Overnight and continuing	1,290,044	1,301,413	1,308,896	1,372,783	1,330,388	1,393,934	1,163,034	1,320,847	1,381,042	1,429,353	1,489,350
34	Term	1,101,190	1,195,931	1,278,407	1,200,441	1,316,883	1,321,340	1,541,694	967,126	983,196	1,055,566	1,080,108

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 17, 2005