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

Statistical Supplement | May 2005

Statistical Supplement to the Federal Reserve Bulletin, May 2005

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Item, by type of security		2004		2005	2004, week ending	2005, week ending
Millions of dollars
Item, by type of security		Nov	Dec	Jan	Dec 29	Jan 5	Jan 12	Jan 19	Jan 26	Feb 2	Feb 9	Feb 16
		Net outright positions²
1	U.S. Treasury bills	30,981	24,380	5,443	3,711	8,444	8,734	-124	5,125	6,076	14,638	13,237
	Treasury coupon securities by maturity
2	Three years or less	-40,191	-42,155	-44,751	-38,772	-38,217	-43,063	-48,527	-44,039	-49,360	-52,413	-57,345
3	More than three years but less than or equal to six years	-36,058	-49,425	-43,954	-56,732	-52,402	-41,695	-41,648	-43,525	-42,499	-44,433	-49,362
4	More than six but less than or equal to eleven years	-17,305	-14,165	-18,881	-11,073	-14,329	-18,456	-19,263	-20,945	-20,602	-18,164	-11,272
5	More than eleven	-4,711	-11,653	-11,807	-13,587	-13,576	-10,556	-9,714	-12,646	-13,543	-12,174	-12,714
6	Inflation-protected	-331	-321	832	-232	418	-61	1,304	1,558	818	-611	497

	Federal agency and government-sponsored enterprises
7	Discount notes	51,977	50,345	51,492	40,834	50,495	52,497	50,402	52,142	51,700	48,688	51,506
	Coupon securities, by maturity
8	Three years or less	26,806	21,313	17,104	18,979	19,568	16,909	14,965	16,228	19,135	18,912	19,846
9	More than three years but less than or equal to six years	6,574	9,115	11,094	9,469	9,277	10,411	11,289	11,852	12,536	11,672	10,160
10	More than six but less than or equal to eleven years	3,590	1,738	2,271	1,405	1,572	1,393	1,535	3,673	3,267	3,627	1,282
11	More than eleven	3,377	3,495	3,313	3,654	3,647	3,232	3,392	3,419	2,836	3,232	3,266

12	Mortgage-backed	16,193	29,702	12,448	32,925	30,294	-778	8,029	15,409	15,162	24,125	22,632

	Corporate securities
13	One year or less	33,343	35,890	31,342	28,965	28,821	29,634	32,180	30,244	36,617	32,921	28,107
14	More than one year	105,708	115,503	109,436	115,313	110,490	107,791	108,994	107,227	114,395	110,316	109,430
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,023,884	1,063,604	1,104,595	1,075,515	1,087,709	1,103,721	1,110,182	1,084,075	1,143,610	1,095,263	1,149,267
16	Term	1,194,754	1,232,744	1,024,165	1,305,720	930,318	1,007,772	1,006,599	1,108,074	1,048,081	1,171,989	1,090,303
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	163,629	166,623	178,624	169,706	163,240	181,035	180,110	175,382	193,090	168,941	175,289
18	Term	209,250	218,874	199,542	220,329	197,209	203,743	198,620	206,637	187,353	201,378	199,719
	Mortgage-backed securities
19	Overnight and continuing	59,405	58,518	54,562	51,461	51,260	55,753	52,380	54,719	59,033	64,229	57,611
20	Term	348,098	377,053	365,405	392,264	357,018	370,133	361,856	366,141	371,109	377,423	376,319
	Corporate securities
21	Overnight and continuing	117,905	111,086	112,388	109,313	110,480	112,540	111,302	113,847	113,564	114,919	111,219
22	Term	59,335	59,994	64,589	60,739	64,516	65,001	65,587	64,067	63,420	63,419	62,873

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	677,897	687,473	694,580	684,421	659,068	688,335	702,266	676,988	752,706	703,892	764,711
24	Term	1,566,035	1,654,584	1,413,250	1,744,690	1,318,358	1,410,762	1,392,293	1,495,392	1,425,968	1,550,891	1,470,293

	Securities out, U.S. Treasury
25	Overnight and continuing	942,410	965,551	989,138	942,306	942,246	991,125	997,180	958,992	1,064,194	1,002,575	1,073,386
26	Term	1,103,458	1,152,714	918,214	1,242,838	862,011	908,569	905,390	990,002	905,370	1,028,448	945,566
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	295,313	296,069	301,742	278,017	287,817	303,346	302,765	301,129	312,846	309,041	308,309
28	Term	153,969	155,732	138,155	160,053	137,367	140,970	139,250	142,188	127,823	134,882	132,437
	Mortgage-backed securities
29	Overnight and continuing	430,005	451,632	453,470	448,547	449,381	447,148	442,381	468,141	461,396	447,777	461,742
30	Term	239,220	242,723	237,830	249,825	225,443	237,902	246,790	239,208	235,644	246,622	247,375
	Corporate securities
31	Overnight and continuing	187,883	198,168	196,691	194,142	193,213	191,448	197,192	198,386	204,433	204,704	196,819
32	Term	49,767	45,417	51,066	48,596	50,144	53,441	51,887	51,333	47,137	47,183	44,386

	Memo
	Repurchase agreements
33	Overnight and continuing	1,608,532	1,652,764	1,682,474	1,601,313	1,615,736	1,672,668	1,682,881	1,669,855	1,780,036	1,706,606	1,786,539
34	Term	1,476,093	1,520,691	1,271,973	1,623,205	1,201,362	1,267,655	1,269,155	1,349,261	1,244,372	1,380,171	1,301,646

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: June 2, 2005