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

Statistical Supplement | November 2004

Statistical Supplement to the Federal Reserve Bulletin, November 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		May	June	July	June 30	July 7	July 14	July 21	July 28	Aug 4	Aug 11	Aug 18
		Net outright positions²
1	U.S. Treasury bills	24,115	26,717	25,284	4,341	25,943	18,495	31,062	27,259	21,499	19,555	5,598
	Treasury coupon securities by maturity
2	Three years or less	-49,978	-51,597	-46,048	-49,217	-52,568	-50,626	-38,617	-42,100	-46,708	-40,700	-22,906
3	More than three years but less than or equal to six years	-60,081	-61,405	-56,947	-63,009	-57,742	-58,858	-55,784	-57,351	-52,400	-41,377	-29,922
4	More than six but less than or equal to eleven years	-20,617	-25,475	-30,811	-27,169	-29,463	-31,031	-30,130	-32,898	-30,162	-29,871	-18,202
5	More than eleven	-10,411	-12,135	-10,885	-11,401	-10,597	-12,352	-11,471	-10,133	-8,525	-5,613	-7,411
6	Inflation-indexed	-669	-1,426	-623	-1,888	-2,019	-407	-107	-42	-428	46	420

	Federal agency and government-sponsored enterprises
7	Discount notes	41,430	39,245	48,717	37,689	44,786	47,584	43,860	53,729	60,168	54,273	50,209
	Coupon securities, by maturity
8	Three years or less	20,585	18,006	15,821	18,208	17,289	18,337	16,343	13,142	11,563	12,344	13,747
9	More than three years but less than or equal to six years	4,868	3,071	4,717	3,687	4,316	4,089	4,493	5,840	5,024	5,977	5,047
10	More than six but less than or equal to eleven years	3,817	3,231	4,899	2,792	3,627	5,387	5,804	4,466	5,629	4,890	4,534
11	More than eleven	3,218	2,947	3,519	3,200	3,636	3,481	3,403	3,640	3,324	3,760	4,337

12	Mortgage-backed	14,861	17,420	15,851	20,725	15,998	15,643	12,752	18,829	16,274	16,558	6,870

	Corporate securities
13	One year or less	27,922	31,356	33,310	30,884	37,301	32,159	31,550	33,013	31,478	36,035	30,785
14	More than one year	86,871	92,102	94,142	100,105	96,946	93,337	90,429	95,016	96,105	99,285	93,781
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	940,606	984,364	1,002,614	1,020,328	1,034,441	983,281	1,013,795	982,684	993,876	1,029,145	1,012,477
16	Term	1,143,648	1,209,132	1,102,833	1,009,669	1,028,736	1,106,780	1,115,349	1,144,989	1,138,948	1,172,307	1,108,250
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	191,631	182,013	175,037	171,595	177,723	174,807	177,164	165,266	187,144	183,427	186,386
18	Term	213,752	231,641	236,289	211,423	220,723	238,133	242,839	244,594	233,648	216,697	217,065
	Mortgage-backed securities
19	Overnight and continuing	49,963	46,483	45,623	36,066	41,693	42,523	63,377	38,466	37,304	45,270	56,392
20	Term	289,725	295,728	298,450	282,035	290,762	303,039	296,884	300,650	304,205	298,940	311,913
	Corporate securities
21	Overnight and continuing	99,276	101,737	104,483	103,256	104,235	104,657	105,502	103,071	105,569	106,955	104,918
22	Term	46,649	48,153	55,101	49,738	50,134	56,148	56,124	55,974	59,819	57,041	58,835

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	634,339	672,821	635,511	736,030	655,086	609,231	668,759	607,238	639,546	665,677	671,620
24	Term	1,433,895	1,519,614	1,457,922	1,255,611	1,365,792	1,472,533	1,475,696	1,507,481	1,481,688	1,506,139	1,458,652

	Securities out, U.S. Treasury
25	Overnight and continuing	825,747	873,588	842,527	905,482	874,059	819,256	855,895	818,804	847,410	891,363	928,915
26	Term	1,042,618	1,110,752	1,041,135	904,801	950,725	1,040,367	1,060,388	1,098,599	1,074,880	1,131,327	1,021,316
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	314,781	309,425	317,717	299,954	311,452	324,585	320,597	311,951	323,048	322,092	325,713
28	Term	149,819	156,708	152,937	130,612	140,883	151,608	155,568	161,058	159,076	140,034	140,476
	Mortgage-backed securities
29	Overnight and continuing	380,408	381,533	414,265	359,764	401,710	403,904	429,683	427,742	400,312	401,309	407,532
30	Term	193,238	190,656	178,096	174,472	171,450	181,525	182,480	176,216	179,763	181,164	178,381
	Corporate securities
31	Overnight and continuing	180,263	185,288	194,134	192,933	198,457	197,059	189,726	192,068	192,328	198,838	192,338
32	Term	38,389	36,512	47,387	33,816	38,655	45,606	50,544	52,099	53,553	51,589	53,550

	Memo
	Repurchase agreements
33	Overnight and continuing	1,443,991	1,493,740	1,501,697	1,513,139	1,517,693	1,477,389	1,525,436	1,486,022	1,502,278	1,548,046	1,594,987
34	Term	1,346,396	1,427,296	1,357,785	1,177,412	1,241,220	1,361,763	1,388,243	1,424,214	1,394,422	1,429,215	1,319,561

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 5, 2005