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

Statistical Supplement | August 2004

Statistical Supplement to the Federal Reserve Bulletin, August 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		Feb	Mar	Apr	Mar 31	Apr 7	Apr 14	Apr 21	Apr 28	May 5	May 12	May 19
		Net outright positions²
1	U.S. Treasury bills	19,441	28,175	27,169	20,338	52,168	44,409	14,057	4,114	5,915	12,859	17,604
	Treasury coupon securities by maturity
2	Three years or less	-24,043	-15,997	-30,226	-20,197	-25,583	-27,799	-32,184	-32,483	-40,214	-54,454	-55,448
3	More than three years but less than or equal to six years	-41,830	-51,720	-56,603	-51,646	-51,323	-58,582	-56,360	-58,165	-63,543	-64,358	-62,345
4	More than six but less than or equal to eleven years	-5,560	-5,975	-19,431	-6,863	-12,797	-19,995	-20,016	-23,755	-23,488	-21,501	-17,050
5	More than eleven	-1,712	-4,226	-6,187	-3,490	-5,479	-5,725	-5,545	-7,442	-8,143	-9,460	-10,765
6	Inflation-indexed	1,141	-132	-3	-551	407	433	212	-870	-685	-431	-400

	Federal agency and government-sponsored enterprises
7	Discount notes	45,058	46,346	36,871	38,036	42,424	39,074	30,622	34,659	39,339	43,503	46,361
	Coupon securities, by maturity
8	Three years or less	16,193	22,072	21,019	24,497	23,699	21,406	20,174	19,166	19,725	19,839	20,466
9	More than three years but less than or equal to six years	935	1,888	2,340	-970	-947	106	3,862	5,094	6,696	4,926	4,806
10	More than six but less than or equal to eleven years	5,074	6,196	4,825	6,300	5,110	5,723	4,986	3,771	3,805	2,725	4,100
11	More than eleven	2,938	3,086	2,989	3,128	2,836	2,952	3,025	3,072	3,234	3,083	3,108

12	Mortgage-backed	8,573	16,128	15,563	22,785	10,371	17,397	19,332	15,999	12,597	11,608	18,061

	Corporate securities
13	One year or less	31,596	33,347	33,238	29,872	35,359	34,562	31,291	32,261	31,413	26,012	30,689
14	More than one year	91,889	91,560	89,744	95,589	91,238	88,869	87,281	90,520	93,479	85,143	85,480
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	874,217	855,135	882,241	871,819	842,246	860,853	893,244	915,991	940,450	931,663	948,439
16	Term	1,005,144	1,065,122	1,037,748	893,993	953,470	996,773	1,053,686	1,126,569	1,109,474	1,192,419	1,082,521
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	173,232	173,738	182,778	182,792	182,554	181,397	185,550	181,023	184,839	198,815	192,604
18	Term	226,140	210,720	206,649	200,539	205,186	205,967	205,647	210,570	203,936	210,883	210,467
	Mortgage-backed securities
19	Overnight and continuing	43,863	42,303	47,180	29,374	40,264	58,471	43,363	46,470	47,709	50,529	56,417
20	Term	261,097	280,694	272,464	271,729	270,914	277,546	269,747	270,740	275,650	282,985	292,168
	Corporate securities
21	Overnight and continuing	88,487	95,251	96,666	96,002	95,748	97,488	96,600	96,657	97,260	99,146	99,825
22	Term	45,444	44,583	44,253	44,766	44,643	43,758	45,040	43,226	45,454	46,262	46,651

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	585,113	571,314	568,834	629,160	536,833	562,362	573,459	587,729	621,163	617,519	646,087
24	Term	1,291,798	1,329,832	1,299,064	1,109,947	1,213,193	1,263,606	1,313,580	1,384,832	1,372,721	1,474,590	1,375,419

	Securities out, U.S. Treasury
25	Overnight and continuing	839,428	829,373	824,786	843,645	812,363	817,742	838,916	825,056	842,522	813,120	822,718
26	Term	899,344	941,904	909,562	763,788	828,750	873,671	917,851	997,646	980,716	1,087,546	982,496
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	304,163	309,757	309,913	312,012	314,075	310,546	306,364	309,467	307,115	319,894	319,715
28	Term	151,884	143,555	140,772	129,550	136,608	143,052	140,767	143,430	138,073	150,001	145,728
	Mortgage-backed securities
29	Overnight and continuing	394,866	403,404	393,657	378,985	387,702	389,211	390,932	411,575	376,886	377,594	384,187
30	Term	159,082	173,964	188,358	181,653	178,101	193,778	193,482	186,880	192,525	191,899	198,926
	Corporate securities
31	Overnight and continuing	172,811	171,341	178,545	175,349	177,900	181,919	177,721	175,269	183,341	176,456	184,731
32	Term	32,806	35,377	36,481	34,744	35,994	35,290	36,233	37,817	38,542	37,838	37,420

	Memo
	Repurchase agreements
33	Overnight and continuing	1,463,554	1,455,729	1,444,447	1,448,546	1,426,729	1,436,990	1,451,342	1,460,256	1,453,091	1,434,457	1,452,309
34	Term	1,182,370	1,236,633	1,202,318	1,053,430	1,111,302	1,177,488	1,214,373	1,286,369	1,271,406	1,385,990	1,290,785

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 12, 2005