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

Statistical Supplement | December 2004

Statistical Supplement to the Federal Reserve Bulletin, December 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		June	July	Aug	Aug 4	Aug 11	Aug 18	Aug 25	Sept 1	Sept 8	Sept 15	Sept 22
		Net outright positions²
1	U.S. Treasury bills	26,717	25,284	18,544	21,499	19,555	5,598	19,803	29,031	60,233	24,750	19,863
	Treasury coupon securities by maturity
2	Three years or less	-51,597	-46,048	-28,062	-46,708	-40,700	-22,906	-12,767	-24,745	-35,598	-26,669	-30,404
3	More than three years but less than or equal to six years	-61,405	-56,947	-35,709	-52,400	-41,377	-29,922	-31,741	-29,350	-26,668	-26,836	-31,259
4	More than six but less than or equal to eleven years	-25,475	-30,811	-22,227	-30,162	-29,871	-18,202	-18,571	-16,982	-24,553	-21,825	-16,349
5	More than eleven	-12,135	-10,885	-6,719	-8,525	-5,613	-7,411	-6,177	-6,631	-3,794	-2,937	-2,509
6	Inflation-indexed	-1,426	-623	134	-428	46	420	273	113	-643	-675	-1,279

	Federal agency and government-sponsored enterprises
7	Discount notes	39,245	48,717	54,845	60,168	54,273	50,209	56,313	55,658	56,979	57,649	50,100
	Coupon securities, by maturity
8	Three years or less	18,006	15,821	14,030	11,563	12,344	13,747	15,097	16,729	16,925	19,082	24,254
9	More than three years but less than or equal to six years	3,071	4,717	5,072	5,024	5,977	5,047	4,495	4,753	5,879	3,572	5,280
10	More than six but less than or equal to eleven years	3,231	4,899	4,404	5,629	4,890	4,534	3,801	3,570	3,460	3,632	5,502
11	More than eleven	2,947	3,519	4,185	3,324	3,760	4,337	4,695	4,482	4,414	4,159	4,216

12	Mortgage-backed	17,420	15,851	15,236	16,274	16,558	6,870	14,735	23,349	21,525	31,911	42,950

	Corporate securities
13	One year or less	31,356	33,310	31,606	31,478	36,035	30,785	29,461	29,984	30,466	35,668	34,225
14	More than one year	92,102	94,142	95,578	96,105	99,285	93,781	91,943	97,239	96,562	101,096	98,688
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	984,364	1,002,614	987,657	993,876	1,029,145	1,012,477	945,267	955,605	961,574	980,336	1,032,457
16	Term	1,209,132	1,102,833	1,148,696	1,138,948	1,172,307	1,108,250	1,164,639	1,156,233	1,214,925	1,268,746	1,270,456
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	182,013	175,037	185,381	187,144	183,427	186,386	190,999	178,761	170,096	173,543	168,824
18	Term	231,641	236,289	218,460	233,648	216,697	217,065	218,587	211,871	213,928	220,993	211,811
	Mortgage-backed securities
19	Overnight and continuing	46,483	45,623	48,368	37,304	45,270	56,392	52,983	44,611	49,628	57,567	50,101
20	Term	295,728	298,450	309,250	304,205	298,940	311,913	317,581	311,815	314,894	312,555	320,556
	Corporate securities
21	Overnight and continuing	101,737	113,266^r	115,616^r	105,569	106,955	104,918	104,901	117,099	117,310	118,782	118,559
22	Term	48,153	55,101	57,944	59,819	57,041	58,835	57,422	57,315	57,600	57,816	56,906

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	672,821	635,511	641,873	639,546	665,677	671,620	612,248	615,511	608,379	655,965	682,486
24	Term	1,519,614	1,457,922	1,492,012	1,481,688	1,506,139	1,458,652	1,515,169	1,494,317	1,551,999	1,609,369	1,634,956

	Securities out, U.S. Treasury
25	Overnight and continuing	873,588	842,527	887,572	847,410	891,363	928,915	861,849	891,703	902,140	916,172	938,602
26	Term	1,110,752	1,041,135	1,078,505	1,074,880	1,131,327	1,021,316	1,087,240	1,075,824	1,132,650	1,170,578	1,190,461
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	309,425	317,717	321,662	323,048	322,092	325,713	328,368	307,686	311,320	316,727	304,348
28	Term	156,708	152,937	143,172	159,076	140,034	140,476	141,222	141,650	138,952	152,974	149,064
	Mortgage-backed securities
29	Overnight and continuing	381,533	414,265	404,658	400,312	401,309	407,532	413,573	397,707	395,229	410,603	404,184
30	Term	190,656	178,096	180,280	179,763	181,164	178,381	180,982	180,989	188,496	210,455	234,060
	Corporate securities
31	Overnight and continuing	185,288	185,351^r	184,306^r	192,328	198,838	192,338	194,111	181,492	189,222	195,939	194,905
32	Term	36,512	47,387	52,388	53,553	51,589	53,550	52,619	50,918	49,658	48,414	49,855

	Memo
	Repurchase agreements
33	Overnight and continuing	1,493,740	1,501,697	1,545,331	1,502,278	1,548,046	1,594,987	1,529,675	1,531,200	1,552,158	1,602,901	1,605,864
34	Term	1,427,296	1,357,785	1,381,047	1,394,422	1,429,215	1,319,561	1,389,674	1,377,601	1,439,496	1,505,041	1,547,724

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