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

Statistical Supplement | July 2004

Statistical Supplement to the Federal Reserve Bulletin, July 2004

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Item, by type of security		2004			2004, week ending
Millions of dollars
Item, by type of security		Jan	Feb	Mar	Mar 3	Mar 10	Mar 17	Mar 24	Mar 31	Apr 7	Apr 14	Apr 21
		Net outright positions²
1	U.S. Treasury bills	-161	19,441	28,175	37,754	38,071	25,206	24,981	20,338	52,168	44,409	14,057
	Treasury coupon securities by maturity
2	Three years or less	-25,700	-24,043	-15,997	-15,475	-13,868	-12,598	-17,550	-20,197	-25,583	-27,799	-32,184
3	More than three years but less than or equal to six years	-38,863	-41,830	-51,720	-53,735	-51,747	-49,450	-53,172	-51,646	-51,323	-58,582	-56,360
4	More than six but less than or equal to eleven years	-14,115	-5,560	-5,975	-5,976	-4,437	-2,924	-9,675	-6,863	-12,797	-19,995	-20,016
5	More than eleven	-1,723	-1,712	-4,226	-5,371	-5,593	-4,240	-3,091	-3,490	-5,479	-5,725	-5,545
6	Inflation-indexed	953	1,141	-132	1,082	555	-560	-494	-551	407	433	212

	Federal agency and government-sponsored enterprises
7	Discount notes	51,532	45,058	46,346	53,443	52,800	46,915	44,593	38,036	42,424	39,074	30,622
	Coupon securities, by maturity
8	Three years or less	14,174	16,193	22,072	19,332	21,444	21,356	22,165	24,497	23,699	21,406	20,174
9	More than three years but less than or equal to six years	5,054	935	1,888	2,140	4,524	2,639	1,250	-970	-947	106	3,862
10	More than six but less than or equal to eleven years	5,705	5,074	6,196	4,518	4,652	6,976	7,575	6,300	5,110	5,723	4,986
11	More than eleven	2,072	2,938	3,086	2,974	3,290	2,997	2,977	3,128	2,836	2,952	3,025

12	Mortgage-backed	23,009	8,573	16,128	12,590	14,495	11,233	17,515	22,785	10,371	17,397	19,332

	Corporate securities
13	One year or less	31,990	31,596	33,347	28,953	37,570	33,744	34,084	29,872	35,359	34,562	31,291
14	More than one year	96,418	91,889	91,560	91,878	92,459	93,550	84,507	95,589	91,238	88,869	87,281
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	841,589	874,217	855,135	896,086	870,475	841,461	819,236	871,819	842,246	860,853	893,244
16	Term	914,913	1,005,144	1,065,122	1,018,307	1,107,255	1,112,555	1,166,750	893,993	953,470	996,773	1,053,686
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	169,555	173,232	173,738	161,324	170,269	162,786	184,427	182,792	182,554	181,397	185,550
18	Term	208,761	226,140	210,720	213,457	216,691	216,426	208,051	200,539	205,186	205,967	205,647
	Mortgage-backed securities
19	Overnight and continuing	42,427	43,863	42,303	45,438	51,824	42,855	43,817	29,374	40,264	58,471	43,363
20	Term	241,237	261,097	280,694	276,133	281,840	284,850	286,310	271,729	270,914	277,546	269,747
	Corporate securities
21	Overnight and continuing	82,358	88,487	95,251	94,649	95,384	94,737	95,137	96,002	95,748	97,488	96,600
22	Term	39,942	45,444	44,583	44,542	44,369	44,973	44,243	44,766	44,643	43,758	45,040

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	544,161	585,113	571,314	603,975	567,093	532,892	542,115	629,160	536,833	562,362	573,459
24	Term	1,176,768	1,291,798	1,329,832	1,302,016	1,383,402	1,393,430	1,444,470	1,109,947	1,213,193	1,263,606	1,313,580

	Securities out, U.S. Treasury
25	Overnight and continuing	787,675	839,428	829,373	866,597	846,716	808,764	802,414	843,645	812,363	817,742	838,916
26	Term	811,726	899,344	941,904	902,871	981,721	1,006,032	1,032,801	763,788	828,750	873,671	917,851
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	313,473	304,163	309,757	310,509	314,856	302,918	308,918	312,012	314,075	310,546	306,364
28	Term	135,981	151,884	143,555	139,681	149,745	147,331	149,253	129,550	136,608	143,052	140,767
	Mortgage-backed securities
29	Overnight and continuing	416,161	394,866	403,404	383,477	393,233	419,888	430,049	378,985	387,702	389,211	390,932
30	Term	158,587	159,082	173,964	163,307	164,425	172,644	181,702	181,653	178,101	193,778	193,482
	Corporate securities
31	Overnight and continuing	176,655	172,811	171,341	161,409	168,916	171,808	173,546	175,349	177,900	181,919	177,721
32	Term	27,643	32,806	35,377	35,511	35,354	34,631	36,723	34,744	35,994	35,290	36,233

	Memo
	Repurchase agreements
33	Overnight and continuing	1,443,462	1,463,554	1,455,729	1,470,377	1,458,274	1,446,007	1,463,812	1,448,546	1,426,729	1,436,990	1,451,342
34	Term	1,079,304	1,182,370	1,236,633	1,180,465	1,269,897	1,301,463	1,345,812	1,053,430	1,111,302	1,177,488	1,214,373

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 | July 2004 | Tips for printing wide tables | Symbols and Abbreviations

Accessibility | Contact us
Last update: May 13, 2005