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

Statistical Supplement | September 2004

Statistical Supplement to the Federal Reserve Bulletin, September 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		Mar	Apr	May	May 5	May 12	May 19	May 26	June 2	June 9	June 16	June 23
		Net outright positions²
1	U.S. Treasury bills	28,175	27,169	24,115	5,915	12,859	17,604	26,819	63,405	46,241	25,661	20,144
	Treasury coupon securities by maturity
2	Three years or less	-15,997	-30,226	-49,978	-40,214	-54,454	-55,448	-53,016	-41,564	-48,279	-57,972	-53,785
3	More than three years but less than or equal to six years	-51,720	-56,603	-60,081	-63,543	-64,358	-62,345	-50,761	-60,507	-66,048	-60,545	-56,274
4	More than six but less than or equal to eleven years	-5,975	-19,431	-20,617	-23,488	-21,501	-17,050	-18,579	-24,355	-24,699	-21,941	-28,409
5	More than eleven	-4,226	-6,187	-10,411	-8,143	-9,460	-10,765	-10,540	-13,334	-13,035	-11,542	-12,218
6	Inflation-indexed	-132	-3	-669	-685	-431	-400	-617	-1,436	-1,437	-1,222	-1,152

	Federal agency and government-sponsored enterprises
7	Discount notes	46,346	36,871	41,430	39,339	43,503	46,361	37,065	39,826	38,020	40,317	40,789
	Coupon securities, by maturity
8	Three years or less	22,072	21,019	20,585	19,725	19,839	20,466	23,035	19,223	16,920	19,686	16,863
9	More than three years but less than or equal to six years	1,888	2,340	4,868	6,696	4,926	4,806	3,987	4,279	2,505	2,589	3,156
10	More than six but less than or equal to eleven years	6,196	4,825	3,817	3,805	2,725	4,100	4,331	4,243	3,395	3,977	2,469
11	More than eleven	3,086	2,989	3,218	3,234	3,083	3,108	3,388	3,304	3,040	2,727	2,719

12	Mortgage-backed	16,128	15,563	14,861	12,597	11,608	18,061	14,601	17,565	18,794	12,391	17,727

	Corporate securities
13	One year or less	33,347	33,238	27,922	31,413	26,012	30,689	27,274	24,138	29,879	33,362	33,361
14	More than one year	91,560	89,744	86,871	93,479	85,143	85,480	84,339	88,177	88,551	90,633	90,239
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	855,135	882,241	940,606	940,450	931,663	948,439	922,972	967,004	972,986	979,545	969,555
16	Term	1,065,122	1,037,748	1,143,648	1,109,474	1,192,419	1,082,521	1,151,282	1,184,434	1,257,026	1,264,826	1,312,063
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	173,738	182,778	191,631	184,839	198,815	192,604	190,055	189,208	186,960	186,223	181,217
18	Term	210,720	206,649	213,752	203,936	210,883	210,467	216,685	228,076	239,461	234,867	241,832
	Mortgage-backed securities
19	Overnight and continuing	42,303	47,180	49,963	47,709	50,529	56,417	41,548	54,171	55,243	39,162	53,266
20	Term	280,694	272,464	289,725	275,650	282,985	292,168	295,579	301,623	300,253	291,464	307,474
	Corporate securities
21	Overnight and continuing	95,251	96,666	99,276	97,260	99,146	99,825	99,827	99,936	100,950	101,611	101,644
22	Term	44,583	44,253	46,649	45,454	46,262	46,651	47,327	47,432	47,730	48,022	47,330

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	571,314	568,834	634,339	621,163	617,519	646,087	617,191	678,620	662,745	644,607	646,247
24	Term	1,329,832	1,299,064	1,433,895	1,372,721	1,474,590	1,375,419	1,448,359	1,499,711	1,584,379	1,582,658	1,661,494

	Securities out, U.S. Treasury
25	Overnight and continuing	829,373	824,786	825,747	842,522	813,120	822,718	802,487	863,454	873,417	862,399	855,949
26	Term	941,904	909,562	1,042,618	980,716	1,087,546	982,496	1,074,399	1,081,299	1,161,065	1,162,238	1,223,318
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	309,757	309,913	314,781	307,115	319,894	319,715	313,275	310,492	313,134	315,177	309,131
28	Term	143,555	140,772	149,819	138,073	150,001	145,728	152,846	162,797	168,648	160,787	165,044
	Mortgage-backed securities
29	Overnight and continuing	403,404	393,657	380,408	376,886	377,594	384,187	382,596	379,513	377,515	386,974	402,456
30	Term	173,964	188,358	193,238	192,525	191,899	198,926	192,749	188,545	195,689	191,222	201,845
	Corporate securities
31	Overnight and continuing	171,341	178,545	180,263	183,341	176,456	184,731	178,875	178,200	179,816	186,793	183,634
32	Term	35,377	36,481	38,389	38,542	37,838	37,420	39,874	38,286	37,861	37,582	36,284

	Memo
	Repurchase agreements
33	Overnight and continuing	1,455,729	1,444,447	1,443,991	1,453,091	1,434,457	1,452,309	1,412,979	1,480,008	1,480,848	1,493,014	1,491,883
34	Term	1,236,633	1,202,318	1,346,396	1,271,406	1,385,990	1,290,785	1,381,669	1,394,426	1,493,031	1,482,433	1,565,699

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 11, 2005