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

Statistical Supplement | July 2005

Statistical Supplement to the Federal Reserve Bulletin, July 2005

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Item, by type of security		2005			2005, week ending
Millions of dollars
Item, by type of security		Jan	Feb	Mar	Mar 2	Mar 9	Mar 16	Mar 23	Mar 30	Apr 6	Apr 13	Apr 20
		Net outright positions²
1	U.S. Treasury bills	5,443	23,229	43,797	43,858	48,547	49,038	39,762	37,457	46,354	42,888	6,963
	Treasury coupon securities by maturity
2	Three years or less	-44,751	-55,827	-62,824	-55,214	-66,049	-62,464	-66,014	-59,339	-60,047	-56,043	-52,476
3	More than three years but less than or equal to six years	-43,954	-49,862	-46,922	-54,009	-44,608	-47,463	-48,406	-44,451	-52,076	-48,309	-52,080
4	More than six but less than or equal to eleven years	-18,881	-16,295	-26,255	-18,376	-25,195	-29,938	-31,422	-21,106	-23,513	-18,973	-11,900
5	More than eleven	-11,807	-12,257	-12,740	-12,965	-12,509	-15,710	-12,917	-10,451	-7,899	-10,016	-10,762
6	Inflation-protected	832	-245	-1,438	-905	-653	-1,331	-1,946	-1,994	-1,300	-2,132	-200

	Federal agency and government-sponsored enterprises
7	Discount notes	51,492	51,004	52,900	53,995	59,932	56,167	49,231	45,990	52,673	52,185	48,092
	Coupon securities, by maturity
8	Three years or less	17,104	19,922	24,530	20,646	25,339	24,731	22,399	26,337	27,493	26,963	26,527
9	More than three years but less than or equal to six years	11,094	9,885	9,664	6,321	7,532	11,801	11,428	8,951	8,970	10,852	10,711
10	More than six but less than or equal to eleven years	2,271	1,952	955	1,709	1,005	175	-5	2,239	2,292	3,017	4,120
11	More than eleven	3,313	3,291	3,508	3,463	3,398	3,538	3,588	3,521	3,495	3,490	4,257

12	Mortgage-backed	12,448	26,813	25,714	34,153	26,413	29,409	24,827	21,139	16,323	7,661	18,425

	Corporate securities
13	One year or less	31,342	30,253	30,428	27,082	26,296	36,230	33,770	26,161	31,918	33,307	36,395
14	More than one year	109,436	110,397	121,569	113,758	116,329	117,968	126,544	127,255	124,456	129,534	130,430
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,104,595	1,105,330	1,090,859	1,070,815	1,077,951	1,095,948	1,104,240	1,090,251	1,096,251	1,076,534	1,089,301
16	Term	1,024,165	1,125,747	1,248,604	1,111,148	1,205,026	1,233,178	1,293,358	1,337,445	1,001,392	1,078,304	1,060,996
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	178,624	175,629	178,226	186,473	176,670	181,379	176,548	175,760	179,552	157,627	167,746
18	Term	199,542	199,585	209,711	204,152	211,524	210,005	208,355	211,919	200,119	207,848	203,142
	Mortgage-backed securities
19	Overnight and continuing	54,562	61,807	67,932	60,138	62,108	71,794	72,876	66,089	75,547	65,532	68,643
20	Term	365,405	377,223	375,976	377,014	379,219	372,610	372,184	381,885	359,957	370,426	378,484
	Corporate securities
21	Overnight and continuing	112,388	111,952	110,722	111,445	112,873	112,288	109,939	107,290	112,763	112,462	111,863
22	Term	64,589	63,870	66,292	65,034	65,213	64,630	65,516	69,899	68,183	67,370	68,196

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	694,580	730,440	737,563	722,879	704,518	763,638	744,684	740,345	746,394	699,667	725,877
24	Term	1,413,250	1,501,677	1,633,990	1,479,846	1,581,897	1,607,108	1,690,600	1,740,074	1,356,249	1,437,841	1,422,290

	Securities out, U.S. Treasury
25	Overnight and continuing	989,138	1,021,186	981,482	992,967	991,848	989,875	979,876	959,340	993,421	981,788	991,747
26	Term	918,214	985,288	1,134,060	977,495	1,068,479	1,108,024	1,194,222	1,244,882	891,630	977,506	949,194
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	301,742	310,101	311,203	321,965	328,508	311,854	302,711	299,393	306,107	296,176	299,346
28	Term	138,155	132,043	143,120	135,075	142,406	148,712	142,582	141,752	138,407	145,525	142,424
	Mortgage-backed securities
29	Overnight and continuing	453,470	456,323	455,106	442,396	436,220	465,344	469,710	452,407	457,717	474,204	468,390
30	Term	237,830	246,544	253,800	249,562	256,014	252,514	247,532	262,849	236,315	248,734	236,855
	Corporate securities
31	Overnight and continuing	196,691	199,001	202,670	193,098	194,114	206,461	201,631	210,401	208,332	208,828	214,247
32	Term	51,066	45,382	45,804	45,174	46,047	44,617	44,979	47,535	47,324	47,119	48,604

	Memo
	Repurchase agreements
33	Overnight and continuing	1,682,474	1,732,904	1,712,859	1,703,480	1,699,986	1,739,209	1,723,547	1,689,625	1,725,088	1,729,268	1,747,038
34	Term	1,271,973	1,337,200	1,500,857	1,335,576	1,436,094	1,481,449	1,555,159	1,615,888	1,235,272	1,341,071	1,298,332

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: August 17, 2005