FRB: February 2005 Statistical Supplement--U.S. Government Securities Dealers, Positions and Financing

Statistical Supplement | February 2005

Statistical Supplement to the Federal Reserve Bulletin, February 2005

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		Aug	Sept	Oct	Sept 29	Oct 6	Oct 13	Oct 20	Oct 27	Nov 3	Nov 10	Nov 17
		Net outright positions²
1	U.S. Treasury bills	18,544	26,888	20,421	3,630	18,264	24,403	19,204	17,936	23,168	29,290	18,813
	Treasury coupon securities by maturity
2	Three years or less	-28,062	-30,870	-41,490	-29,603	-45,438	-43,528	-39,945	-38,587	-39,782	-35,128	-39,969
3	More than three years but less than or equal to six years	-35,709	-30,051	-35,652	-35,351	-31,384	-37,484	-37,228	-35,658	-36,082	-38,294	-34,919
4	More than six but less than or equal to eleven years	-22,227	-18,795	-12,927	-13,719	-11,756	-12,946	-13,463	-11,588	-16,052	-17,045	-20,836
5	More than eleven	-6,719	-3,505	-4,975	-4,242	-4,132	-3,421	-6,444	-6,786	-3,221	-2,131	-2,120
6	Inflation-protected	134	-1,164	-1,081	-2,062	-2,429	-999	-1,214	-236	-449	-442	86

	Federal agency and government-sponsored enterprises
7	Discount notes	54,845	53,556	51,355	49,955	48,239	49,984	50,831	52,536	57,281	56,251	49,699
	Coupon securities, by maturity
8	Three years or less	14,030	21,520	30,011	25,943	25,438	29,831	33,142	32,074	28,095	29,746	27,483
9	More than three years but less than or equal to six years	5,072	5,205	6,099	6,250	4,519	4,865	6,870	6,943	7,806	6,214	5,545
10	More than six but less than or equal to eleven years	4,404	4,348	3,396	5,026	3,534	4,533	2,924	2,578	3,459	4,316	4,328
11	More than eleven	4,185	4,260	3,913	4,245	4,078	3,887	3,918	3,843	3,826	3,393	3,319

12	Mortgage-backed	15,236	33,662	22,899	40,479	28,450	23,808	17,181	28,475	13,228	9,016	15,602

	Corporate securities
13	One year or less	31,606	32,315	35,091	28,832	35,133	39,206	35,792	33,606	29,201	38,926	33,394
14	More than one year	95,578	100,428	105,298	105,409	103,324	104,413	107,606	107,109	102,600	105,094	104,391
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	987,657	992,077	979,187	997,527	1,003,449	958,820	976,809	970,838	997,205	1,021,425	1,067,869
16	Term	1,148,696	1,269,837	1,149,449	1,365,420	1,102,030	1,143,489	1,122,269	1,193,726	1,201,086	1,265,647	1,091,230
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	185,381	171,049	162,822	172,902	155,151	162,745	157,986	168,152	173,602	178,747	171,058
18	Term	218,460	215,073	214,732	215,927	201,700	214,037	218,068	224,040	213,373	207,268	193,290
	Mortgage-backed securities
19	Overnight and continuing	48,368	50,593	53,778	46,076	49,583	51,125	54,106	58,943	55,102	52,337	60,309
20	Term	309,250	318,391	339,806	325,033	328,637	331,023	339,943	350,362	353,217	355,675	330,951
	Corporate securities
21	Overnight and continuing	115,616	118,403	120,636	119,306	117,304	121,152	120,801	121,684	122,610	120,221	119,051
22	Term	57,944	58,049	58,495	59,726	59,821	59,985	58,434	56,853	56,879	58,854	57,808

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	641,873	660,191	648,781	700,662	657,787	627,245	639,885	653,761	679,815	665,345	731,626
24	Term	1,492,012	1,617,458	1,514,077	1,714,547	1,453,339	1,503,772	1,492,826	1,569,646	1,563,157	1,654,234	1,430,325

	Securities out, U.S. Treasury
25	Overnight and continuing	887,572	913,630	891,138	903,240	896,130	862,821	900,953	887,492	922,408	896,395	1,004,653
26	Term	1,078,505	1,184,734	1,038,288	1,286,310	1,006,213	1,035,566	1,003,002	1,078,458	1,082,615	1,203,042	988,125
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	321,662	311,459	318,969	313,595	314,156	313,803	317,298	329,588	319,568	297,139	309,713
28	Term	143,172	146,831	140,142	149,855	127,370	142,701	139,043	146,428	145,743	172,445	130,002
	Mortgage-backed securities
29	Overnight and continuing	404,658	407,812	419,201	422,367	409,968	409,294	421,655	442,795	404,800	429,339	454,580
30	Term	180,280	216,805	248,838	236,962	233,360	237,619	256,591	253,636	269,721	239,484	214,223
	Corporate securities
31	Overnight and continuing	184,306	193,826	196,363	196,239	199,162	198,630	196,513	195,742	189,024	197,886	188,620
32	Term	52,388	50,328	51,405	53,253	50,653	51,064	51,880	51,733	51,726	50,865	49,564

	Memo
	Repurchase agreements
33	Overnight and continuing	1,545,331	1,586,506	1,580,014	1,594,118	1,578,681	1,538,702	1,589,091	1,607,364	1,590,560	1,577,446	1,713,598
34	Term	1,381,047	1,523,322	1,406,761	1,647,566	1,343,280	1,397,279	1,377,291	1,457,192	1,481,897	1,592,960	1,313,333

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-protected securities (TIPS) are reported in actual funds paid or received, except for pledged securities. TIPS 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