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

Statistical Supplement | March 2005

Statistical Supplement to the Federal Reserve Bulletin, March 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		Sept	Oct	Nov	Nov 3	Nov 10	Nov 17	Nov 24	Dec 1	Dec 8	Dec 15	Dec 22
		Net outright positions²
1	U.S. Treasury bills	26,888	20,421	30,981	23,168	29,290	18,813	28,323	54,157	55,063	26,567	12,477
	Treasury coupon securities by maturity
2	Three years or less	-30,870	-41,490	-40,191	-39,782	-35,128	-39,969	-39,650	-47,190	-42,979	-41,077	-46,200
3	More than three years but less than or equal to six years	-30,051	-35,652	-36,058	-36,082	-38,294	-34,919	-32,984	-38,353	-42,651	-45,554	-53,495
4	More than six but less than or equal to eleven years	-18,795	-12,927	-17,305	-16,052	-17,045	-20,836	-17,516	-13,867	-15,586	-14,239	-15,759
5	More than eleven	-3,505	-4,975	-4,711	-3,221	-2,131	-2,120	-6,502	-9,397	-9,706	-10,621	-12,472
6	Inflation-protected	-1,164	-1,081	-331	-449	-442	86	-354	-603	-475	-664	-86

	Federal agency and government-sponsored enterprises
7	Discount notes	53,556	51,355	51,977	57,281	56,251	49,699	50,314	48,934	55,814	59,174	45,717
	Coupon securities, by maturity
8	Three years or less	21,520	30,011	26,806	28,095	29,746	27,483	24,349	24,806	24,392	21,371	20,509
9	More than three years but less than or equal to six years	5,205	6,099	6,574	7,806	6,214	5,545	7,532	6,460	8,412	9,217	9,695
10	More than six but less than or equal to eleven years	4,348	3,396	3,590	3,459	4,316	4,328	3,819	1,679	1,284	2,323	1,997
11	More than eleven	4,260	3,913	3,377	3,826	3,393	3,319	3,336	3,251	3,304	3,417	3,596

12	Mortgage-backed	33,662	22,899	16,193	13,228	9,016	15,602	20,128	22,147	25,314	29,006	32,474

	Corporate securities
13	One year or less	32,315	35,091	33,343	29,201	38,926	33,394	32,086	30,309	34,100	46,776	36,535
14	More than one year	100,428	105,298	105,708	102,600	105,094	104,391	106,825	108,210	116,097	116,504	116,570
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	992,077	979,187	1,023,884	997,205	1,021,425	1,067,869	955,025	1,069,114	1,027,558	1,092,887	1,050,781
16	Term	1,269,837	1,149,449	1,194,754	1,201,086	1,265,647	1,091,230	1,259,865	1,153,696	1,233,000	1,203,790	1,286,168
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	171,049	162,822	163,629	173,602	178,747	171,058	136,772	163,670	164,502	168,474	165,197
18	Term	215,073	214,732	209,250	213,373	207,268	193,290	222,895	212,204	228,271	214,983	219,054
	Mortgage-backed securities
19	Overnight and continuing	50,593	53,778	59,405	55,102	52,337	60,309	61,493	66,312	58,675	59,928	64,967
20	Term	318,391	339,806	348,098	353,217	355,675	330,951	350,676	353,695	375,116	365,237	384,658
	Corporate securities
21	Overnight and continuing	118,403	120,636	117,905	122,610	120,221	119,051	116,608	113,026	113,896	112,177	108,854
22	Term	58,049	58,495	59,335	56,879	58,854	57,808	60,346	61,725	60,084	56,722	60,891

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	660,191	648,781	677,897	679,815	665,345	731,626	589,031	732,574	678,668	714,582	673,892
24	Term	1,617,458	1,514,077	1,566,035	1,563,157	1,654,234	1,430,325	1,640,894	1,535,569	1,647,547	1,619,078	1,720,086

	Securities out, U.S. Treasury
25	Overnight and continuing	913,630	891,138	942,410	922,408	896,395	1,004,653	870,091	1,017,851	983,317	1,014,447	921,322
26	Term	1,184,734	1,038,288	1,103,458	1,082,615	1,203,042	988,125	1,183,388	1,039,001	1,128,691	1,113,965	1,224,665
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	311,459	318,969	295,313	319,568	297,139	309,713	265,984	298,470	309,739	311,221	287,314
28	Term	146,831	140,142	153,969	145,743	172,445	130,002	168,529	147,499	160,303	149,688	159,308
	Mortgage-backed securities
29	Overnight and continuing	407,812	419,201	430,005	404,800	429,339	454,580	405,945	442,786	437,312	470,614	451,964
30	Term	216,805	248,838	239,220	269,721	239,484	214,223	264,652	223,155	242,693	232,033	254,075
	Corporate securities
31	Overnight and continuing	193,826	196,363	187,883	189,024	197,886	188,620	180,817	183,025	189,462	210,162	202,484
32	Term	50,328	51,405	49,767	51,726	50,865	49,564	50,939	46,374	44,927	40,774	45,884

	Memo
	Repurchase agreements
33	Overnight and continuing	1,586,506	1,580,014	1,608,532	1,590,560	1,577,446	1,713,598	1,473,272	1,689,010	1,667,767	1,739,013	1,608,362
34	Term	1,523,322	1,406,761	1,476,093	1,481,897	1,592,960	1,313,333	1,594,953	1,388,065	1,500,877	1,462,563	1,606,301

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