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

Statistical Supplement | June 2004

Statistical Supplement to the Federal Reserve Bulletin, June 2004

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Item, by type of security		2003	2004		2004, week ending
Millions of dollars
Item, by type of security		Dec	Jan	Feb	Feb 4	Feb 11	Feb 18	Feb 25	Mar 3	Mar 10	Mar 17	Mar 24
		Net outright positions²
1	U.S. Treasury bills	14,529	-161	19,441	4,114	7,849	23,826	24,941	37,754	38,071	25,206	24,981
	Treasury coupon securities by maturity
2	Three years or less	-16,339	-25,700	-24,043	-31,173	-23,760	-30,211	-18,978	-15,475	-13,868	-12,598	-17,550
3	More than three years but less than or equal to six years	-40,146	-38,863	-41,830	-41,460	-37,162	-40,565	-41,170	-53,735	-51,747	-49,450	-53,172
4	More than six but less than or equal to eleven years	-10,140	-14,115	-5,560	-19,067	-9,738	2,184	-1,170	-5,976	-4,437	-2,924	-9,675
5	More than eleven	-4,080	-1,723	-1,712	-629	1,116	-2,472	-2,307	-5,371	-5,593	-4,240	-3,091
6	Inflation-indexed	1,348	953	1,141	2,408	1,354	1,232	147	1,082	555	-560	-494

	Federal agency and government-sponsored enterprises
7	Discount notes	47,439	51,532	45,058	49,079	43,854	39,844	44,388	53,443	52,800	46,915	44,593
	Coupon securities, by maturity
8	Three years or less	13,924	14,174	16,193	14,044	12,151	14,907	20,957	19,332	21,444	21,356	22,165
9	More than three years but less than or equal to six years	7,134	5,054	935	1,536	-131	1,788	118	2,140	4,524	2,639	1,250
10	More than six but less than or equal to eleven years	3,754	5,705	5,074	5,877	4,431	4,690	5,959	4,518	4,652	6,976	7,575
11	More than eleven	1,871	2,072	2,938	2,579	2,992	3,119	2,886	2,974	3,290	2,997	2,977

12	Mortgage-backed	18,660	23,009	8,573	14,048	6,101	5,914	8,282	12,590	14,495	11,233	17,515

	Corporate securities
13	One year or less	32,585	31,990	31,596	32,753	33,862	31,874	29,902	28,953	37,570	33,744	34,084
14	More than one year	98,753	96,418	91,889	93,644	91,672	91,809	91,189	91,878	92,459	93,550	84,507
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	752,363	841,589	874,217	865,816	845,983	904,014	864,956	896,086	870,475	841,461	819,236
16	Term	1,108,894	914,913	1,005,144	1,016,369	1,074,838	927,567	999,091	1,018,307	1,107,255	1,112,555	1,166,750
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	157,823	169,555	173,232	194,358	170,899	171,185	172,343	161,324	170,269	162,786	184,427
18	Term	215,005	208,761	226,140	221,567	231,052	228,199	229,030	213,457	216,691	216,426	208,051
	Mortgage-backed securities
19	Overnight and continuing	37,318	42,427	43,863	38,976	46,639	47,373	39,470	45,438	51,824	42,855	43,817
20	Term	236,378	241,237	261,097	238,567	256,214	263,315	268,043	276,133	281,840	284,850	286,310
	Corporate securities
21	Overnight and continuing	79,755	82,358	88,487	82,822	85,240	86,430	93,508	94,649	95,384	94,737	95,137
22	Term	34,828	39,942	45,444	44,909	45,695	45,345	46,112	44,542	44,369	44,973	44,243

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	484,304	544,161	585,113	582,446	543,858	612,680	589,547	603,975	567,093	532,892	542,115
24	Term	1,360,405	1,176,768	1,291,798	1,283,592	1,360,667	1,222,756	1,290,822	1,302,016	1,383,402	1,393,430	1,444,470

	Securities out, U.S. Treasury
25	Overnight and continuing	725,799	787,675	839,428	808,563	806,848	871,458	842,090	866,597	846,716	808,764	802,414
26	Term	997,386	811,726	899,344	903,554	972,158	821,156	900,296	902,871	981,721	1,006,032	1,032,801
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	296,060	313,473	304,163	313,427	302,772	293,526	307,270	310,509	314,856	302,918	308,918
28	Term	149,108	135,981	151,884	161,634	150,778	152,725	153,552	139,681	149,745	147,331	149,253
	Mortgage-backed securities
29	Overnight and continuing	364,889	416,161	394,866	405,859	415,353	402,548	366,925	383,477	393,233	419,888	430,049
30	Term	160,621	158,587	159,082	155,195	161,586	160,496	154,969	163,307	164,425	172,644	181,702
	Corporate securities
31	Overnight and continuing	168,128	176,655	172,811	179,378	182,015	178,218	160,961	161,409	168,916	171,808	173,546
32	Term	28,048	27,643	32,806	29,359	30,290	29,562	38,990	35,511	35,354	34,631	36,723

	Memo
	Repurchase agreements
33	Overnight and continuing	1,308,896	1,443,462	1,463,554	1,453,644	1,448,404	1,490,469	1,453,552	1,470,377	1,458,274	1,446,007	1,463,812
34	Term	1,278,407	1,079,304	1,182,370	1,197,023	1,254,956	1,100,575	1,184,294	1,180,465	1,269,897	1,301,463	1,345,812

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 16, 2005