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

Statistical Supplement | April 2005

Statistical Supplement to the Federal Reserve Bulletin, April 2005

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Item, by type of security		2004			2004, week ending					2005, week ending
Millions of dollars
Item, by type of security		Oct	Nov	Dec	Dec 1	Dec 8	Dec 15	Dec 22	Dec 29	Jan 5	Jan 12	Jan 19
		Net outright positions²
1	U.S. Treasury bills	20,421	30,981	24,380	54,157	55,063	26,567	12,477	3,711	8,444	8,734	-124
	Treasury coupon securities by maturity
2	Three years or less	-41,490	-40,191	-42,155	-47,190	-42,979	-41,077	-46,200	-38,772	-38,217	-43,063	-48,527
3	More than three years but less than or equal to six years	-35,652	-36,058	-49,425	-38,353	-42,651	-45,554	-53,495	-56,732	-52,402	-41,695	-41,648
4	More than six but less than or equal to eleven years	-12,927	-17,305	-14,165	-13,867	-15,586	-14,239	-15,759	-11,073	-14,329	-18,456	-19,263
5	More than eleven	-4,975	-4,711	-11,653	-9,397	-9,706	-10,621	-12,472	-13,587	-13,576	-10,556	-9,714
6	Inflation-protected	-1,081	-331	-321	-603	-475	-664	-86	-232	418	-61	1,304

	Federal agency and government-sponsored enterprises
7	Discount notes	51,355	51,977	50,345	48,934	55,814	59,174	45,717	40,834	50,495	52,497	50,402
	Coupon securities, by maturity
8	Three years or less	30,011	26,806	21,313	24,806	24,392	21,371	20,509	18,979	19,568	16,909	14,965
9	More than three years but less than or equal to six years	6,099	6,574	9,115	6,460	8,412	9,217	9,695	9,469	9,277	10,411	11,289
10	More than six but less than or equal to eleven years	3,396	3,590	1,738	1,679	1,284	2,323	1,997	1,405	1,572	1,393	1,535
11	More than eleven	3,913	3,377	3,495	3,251	3,304	3,417	3,596	3,654	3,647	3,232	3,392

12	Mortgage-backed	22,899	16,193	29,702	22,147	25,314	29,006	32,474	32,925	30,294	-778	8,029

	Corporate securities
13	One year or less	35,091	33,343	35,890	30,309	34,100	46,776	36,535	28,965	28,821	29,634	32,180
14	More than one year	105,298	105,708	115,503	108,210	116,097	116,504	116,570	115,313	110,490	107,791	108,994
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	979,187	1,023,884	1,063,604	1,069,114	1,027,558	1,092,887	1,050,781	1,075,515	1,087,709	1,103,721	1,110,182
16	Term	1,149,449	1,194,754	1,232,744	1,153,696	1,233,000	1,203,790	1,286,168	1,305,720	930,318	1,007,772	1,006,599
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	162,822	163,629	166,623	163,670	164,502	168,474	165,197	169,706	163,240	181,035	180,110
18	Term	214,732	209,250	218,874	212,204	228,271	214,983	219,054	220,329	197,209	203,743	198,620
	Mortgage-backed securities
19	Overnight and continuing	53,778	59,405	58,518	66,312	58,675	59,928	64,967	51,461	51,260	55,753	52,380
20	Term	339,806	348,098	377,053	353,695	375,116	365,237	384,658	392,264	357,018	370,133	361,856
	Corporate securities
21	Overnight and continuing	120,636	117,905	111,086	113,026	113,896	112,177	108,854	109,313	110,480	112,540	111,302
22	Term	58,495	59,335	59,994	61,725	60,084	56,722	60,891	60,739	64,516	65,001	65,587

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	648,781	677,897	687,473	732,574	678,668	714,582	673,892	684,421	659,068	688,335	702,266
24	Term	1,514,077	1,566,035	1,654,584	1,535,569	1,647,547	1,619,078	1,720,086	1,744,690	1,318,358	1,410,762	1,392,293

	Securities out, U.S. Treasury
25	Overnight and continuing	891,138	942,410	965,551	1,017,851	983,317	1,014,447	921,322	942,306	942,246	991,125	997,180
26	Term	1,038,288	1,103,458	1,152,714	1,039,001	1,128,691	1,113,965	1,224,665	1,242,838	862,011	908,569	905,390
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	318,969	295,313	296,069	298,470	309,739	311,221	287,314	278,017	287,817	303,346	302,765
28	Term	140,142	153,969	155,732	147,499	160,303	149,688	159,308	160,053	137,367	140,970	139,250
	Mortgage-backed securities
29	Overnight and continuing	419,201	430,005	451,632	442,786	437,312	470,614	451,964	448,547	449,381	447,148	442,381
30	Term	248,838	239,220	242,723	223,155	242,693	232,033	254,075	249,825	225,443	237,902	246,790
	Corporate securities
31	Overnight and continuing	196,363	187,883	198,168	183,025	189,462	210,162	202,484	194,142	193,213	191,448	197,192
32	Term	51,405	49,767	45,417	46,374	44,927	40,774	45,884	48,596	50,144	53,441	51,887

	Memo
	Repurchase agreements
33	Overnight and continuing	1,580,014	1,608,532	1,652,764	1,689,010	1,667,767	1,739,013	1,608,362	1,601,313	1,615,736	1,672,668	1,682,881
34	Term	1,406,761	1,476,093	1,520,691	1,388,065	1,500,877	1,462,563	1,606,301	1,623,205	1,201,362	1,267,655	1,269,155

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 2, 2005