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

Statistical Supplement | June 2005

Statistical Supplement to the Federal Reserve Bulletin, June 2005

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Item, by type of security		2004	2005		2005, week ending
Millions of dollars
Item, by type of security		Dec	Jan	Feb	Feb 2	Feb 9	Feb 16	Feb 23	Mar 2	Mar 9	Mar 16	Mar 23
		Net outright positions²
1	U.S. Treasury bills	24,380	5,443	23,229	6,076	14,638	13,237	31,978	43,858	48,547	49,038	39,762
	Treasury coupon securities by maturity
2	Three years or less	-42,155	-44,751	-55,827	-49,360	-52,413	-57,345	-60,009	-55,214	-66,049	-62,464	-66,014
3	More than three years but less than or equal to six years	-49,425	-43,954	-49,862	-42,499	-44,433	-49,362	-54,934	-54,009	-44,608	-47,463	-48,406
4	More than six but less than or equal to eleven years	-14,165	-18,881	-16,295	-20,602	-18,164	-11,272	-16,731	-18,376	-25,195	-29,938	-31,422
5	More than eleven	-11,653	-11,807	-12,257	-13,543	-12,174	-12,714	-11,011	-12,965	-12,509	-15,710	-12,917
6	Inflation-protected	-321	832	-245	818	-611	497	-455	-905	-653	-1,331	-1,946

	Federal agency and government-sponsored enterprises
7	Discount notes	50,345	51,492	51,004	51,700	48,688	51,506	50,484	53,995	59,932	56,167	49,231
	Coupon securities, by maturity
8	Three years or less	21,313	17,104	19,922	19,135	18,912	19,846	20,717	20,646	25,339	24,731	22,399
9	More than three years but less than or equal to six years	9,115	11,094	9,885	12,536	11,672	10,160	9,613	6,321	7,532	11,801	11,428
10	More than six but less than or equal to eleven years	1,738	2,271	1,952	3,267	3,627	1,282	743	1,709	1,005	175	-5
11	More than eleven	3,495	3,313	3,291	2,836	3,232	3,266	3,382	3,463	3,398	3,538	3,588

12	Mortgage-backed	29,702	12,448	26,813	15,162	24,125	22,632	31,768	34,153	26,413	29,409	24,827

	Corporate securities
13	One year or less	35,890	31,342	30,253	36,617	32,921	28,107	30,176	27,082	26,296	36,230	33,770
14	More than one year	115,503	109,436	110,397	114,395	110,316	109,430	107,902	113,758	116,329	117,968	126,544
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,063,604	1,104,595	1,105,330	1,143,610	1,095,263	1,149,267	1,085,175	1,070,815	1,077,951	1,095,948	1,104,240
16	Term	1,232,744	1,024,165	1,125,747	1,048,081	1,171,989	1,090,303	1,147,568	1,111,148	1,205,026	1,233,178	1,293,358
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	166,623	178,624	175,629	193,090	168,941	175,289	169,923	186,473	176,670	181,379	176,548
18	Term	218,874	199,542	199,585	187,353	201,378	199,719	197,891	204,152	211,524	210,005	208,355
	Mortgage-backed securities
19	Overnight and continuing	58,518	54,562	61,807	59,033	64,229	57,611	65,566	60,138	62,108	71,794	72,876
20	Term	377,053	365,405	377,223	371,109	377,423	376,319	379,824	377,014	379,219	372,610	372,184
	Corporate securities
21	Overnight and continuing	111,086	112,388	111,952	113,564	114,919	111,219	109,621	111,445	112,873	112,288	109,939
22	Term	59,994	64,589	63,870	63,420	63,419	62,873	64,614	65,034	65,213	64,630	65,516

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	687,473	694,580	730,440	752,706	703,892	764,711	721,754	722,879	704,518	763,638	744,684
24	Term	1,654,584	1,413,250	1,501,677	1,425,968	1,550,891	1,470,293	1,521,070	1,479,846	1,581,897	1,607,108	1,690,600

	Securities out, U.S. Treasury
25	Overnight and continuing	965,551	989,138	1,021,186	1,064,194	1,002,575	1,073,386	995,467	992,967	991,848	989,875	979,876
26	Term	1,152,714	918,214	985,288	905,370	1,028,448	945,566	1,010,249	977,495	1,068,479	1,108,024	1,194,222
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	296,069	301,742	310,101	312,846	309,041	308,309	303,696	321,965	328,508	311,854	302,711
28	Term	155,732	138,155	132,043	127,823	134,882	132,437	127,849	135,075	142,406	148,712	142,582
	Mortgage-backed securities
29	Overnight and continuing	451,632	453,470	456,323	461,396	447,777	461,742	467,948	442,396	436,220	465,344	469,710
30	Term	242,723	237,830	246,544	235,644	246,622	247,375	246,595	249,562	256,014	252,514	247,532
	Corporate securities
31	Overnight and continuing	198,168	196,691	199,001	204,433	204,704	196,819	198,146	193,098	194,114	206,461	201,631
32	Term	45,417	51,066	45,382	47,137	47,183	44,386	44,226	45,174	46,047	44,617	44,979

	Memo
	Repurchase agreements
33	Overnight and continuing	1,652,764	1,682,474	1,732,904	1,780,036	1,706,606	1,786,539	1,713,118	1,703,480	1,699,986	1,739,209	1,723,547
34	Term	1,520,691	1,271,973	1,337,200	1,244,372	1,380,171	1,301,646	1,357,464	1,335,576	1,436,094	1,481,449	1,555,159

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: July 14, 2005