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

Statistical Supplement | May 2004

Statistical Supplement to the Federal Reserve Bulletin, May 2004

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Item, by type of security		2003		2004	2003, week ending	2004, week ending
Millions of dollars
Item, by type of security		Nov	Dec	Jan	Dec 31	Jan 7	Jan 14	Jan 21	Jan 28	Feb 4	Feb 11	Feb 18
		Net outright positions²
1	U.S. Treasury bills	14,434	14,529	-161	7,674	5,484	-5,326	55	-2,691	4,114	7,849	23,826
	Treasury coupon securities by maturity
2	Three years or less	-10,845	-16,339	-25,700	-19,775	-21,456	-21,972	-24,358	-32,670	-31,173	-23,760	-30,211
3	More than three years but less than or equal to six years	-38,879	-40,146	-38,863	-38,380	-32,635	-41,367	-38,406	-41,930	-41,460	-37,162	-40,565
4	More than six but less than or equal to eleven years	-8,485	-10,140	-14,115	-8,664	-9,532	-11,211	-16,918	-16,678	-19,067	-9,738	2,184
5	More than eleven	-3,953	-4,080	-1,723	44	-1,318	-777	-2,707	-2,561	-629	1,116	-2,472
6	Inflation-indexed	2,491	1,348	953	937	-126	1,129	557	1,630	2,408	1,354	1,232

	Federal agency and government-sponsored enterprises
7	Discount notes	57,564	47,439	51,532	35,963	47,579	54,913	49,947	54,739	49,079	43,854	39,844
	Coupon securities, by maturity
8	Three years or less	11,451	13,924	14,174	13,973	13,110	16,087	14,658	12,897	14,044	12,151	14,907
9	More than three years but less than or equal to six years	3,580	7,134	5,054	6,603	5,919	6,735	5,694	3,375	1,536	-131	1,788
10	More than six but less than or equal to eleven years	4,248	3,754	5,705	3,940	4,539	7,254	5,207	5,747	5,877	4,431	4,690
11	More than eleven	1,810	1,871	2,072	1,731	1,582	1,927	2,295	2,267	2,579	2,992	3,119

12	Mortgage-backed	11,346	18,660	23,009	21,516	19,631	19,864	24,663	31,720	14,048	6,101	5,914

	Corporate securities
13	One year or less	27,687	32,585	31,990	23,672	26,525	36,202	34,086	30,819	32,753	33,862	31,874
14	More than one year	91,940	98,753	96,418	99,002	98,233	96,705	95,779	96,145	93,644	91,672	91,809
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	754,064	752,363	841,589	774,129	816,615	816,671	875,103	847,582	865,816	845,983	904,014
16	Term	1,007,664	1,108,894	914,913	843,134	806,460	902,554	917,603	989,555	1,016,369	1,074,838	927,567
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	154,090	157,823	169,555	166,316	172,552	160,514	173,102	161,422	194,358	170,899	171,185
18	Term	230,118	215,005	208,761	180,483	193,228	202,647	203,821	229,858	221,567	231,052	228,199
	Mortgage-backed securities
19	Overnight and continuing	39,127	37,318	42,427	34,312	43,290	47,100	44,623	36,175	38,976	46,639	47,373
20	Term	233,281	236,378	241,237	225,884	236,458	239,517	243,857	246,260	238,567	256,214	263,315
	Corporate securities
21	Overnight and continuing	79,994	79,755	82,358	80,384	82,276	81,989	82,451	82,516	82,822	85,240	86,430
22	Term	34,380	34,828	39,942	35,484	35,341	36,825	41,535	43,939	44,909	45,695	45,345

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	479,469	484,304	544,161	546,306	527,592	511,808	582,580	538,257	582,446	543,858	612,680
24	Term	1,293,786	1,360,405	1,176,768	1,008,399	1,055,278	1,150,383	1,180,742	1,274,886	1,283,592	1,360,667	1,222,756

	Securities out, U.S. Treasury
25	Overnight and continuing	727,627	725,799	787,675	746,629	765,934	770,253	817,660	787,902	808,563	806,848	871,458
26	Term	904,894	997,386	811,726	727,930	723,174	799,894	816,581	867,902	903,554	972,158	821,156
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	293,906	296,060	313,473	296,255	315,632	302,222	314,924	321,133	313,427	302,772	293,526
28	Term	165,645	149,108	135,981	113,216	121,830	129,234	132,140	149,727	161,634	150,778	152,725
	Mortgage-backed securities
29	Overnight and continuing	355,734	364,889	416,161	368,553	378,822	420,399	427,057	442,783	405,859	415,353	402,548
30	Term	149,985	160,621	158,587	156,713	159,796	159,152	162,762	154,091	155,195	161,586	160,496
	Corporate securities
31	Overnight and continuing	157,422	168,128	176,655	161,690	166,887	178,340	179,277	180,948	179,378	182,015	178,218
32	Term	29,886	28,048	27,643	24,350	25,802	27,092	27,944	28,997	29,359	30,290	29,562

	Memo
	Repurchase agreements
33	Overnight and continuing	1,301,413	1,308,896	1,443,462	1,320,847	1,381,042	1,429,353	1,489,350	1,469,741	1,453,644	1,448,404	1,490,469
34	Term	1,195,931	1,278,407	1,079,304	967,126	983,196	1,055,566	1,080,108	1,147,895	1,197,023	1,254,956	1,100,575

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