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

Statistical Supplement | August 2005

Statistical Supplement to the Federal Reserve Bulletin, August 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		Feb	Mar	Apr	Mar 30	Apr 6	Apr 13	Apr 20	Apr 27	May 4	May 11	May 18
		Net outright positions²
1	U.S. Treasury bills	23,229	43,797	18,887	37,457	46,354	42,888	6,963	-6,107	-5,906	-12,098	-8,822
	Treasury coupon securities by maturity
2	Three years or less	-55,827	-62,824	-53,830	-59,339	-60,047	-56,043	-52,476	-47,254	-54,733	-47,824	-43,605
3	More than three years but less than or equal to six years	-49,862	-46,922	-51,382	-44,451	-52,076	-48,309	-52,080	-52,352	-53,273	-42,733	-42,359
4	More than six but less than or equal to eleven years	-16,295	-26,255	-17,943	-21,106	-23,513	-18,973	-11,900	-17,529	-19,465	-25,231	-18,438
5	More than eleven	-12,257	-12,740	-8,435	-10,451	-7,899	-10,016	-10,762	-5,348	-7,589	-6,453	-4,189
6	Inflation-protected	-245	-1,438	-666	-1,994	-1,300	-2,132	-200	602	-20	76	-775

	Federal agency and government-sponsored enterprises
7	Discount notes	51,004	52,900	51,135	45,990	52,673	52,185	48,092	49,710	56,030	58,305	60,111
	Coupon securities, by maturity
8	Three years or less	19,922	24,530	27,038	26,337	27,493	26,963	26,527	27,551	26,295	29,108	28,311
9	More than three years but less than or equal to six years	9,885	9,664	10,525	8,951	8,970	10,852	10,711	11,526	10,106	9,541	7,150
10	More than six but less than or equal to eleven years	1,952	955	3,626	2,239	2,292	3,017	4,120	4,585	4,321	3,746	3,763
11	More than eleven	3,291	3,508	3,929	3,521	3,495	3,490	4,257	4,227	4,362	4,766	4,850

12	Mortgage-backed	26,813	25,714	15,260	21,139	16,323	7,661	18,425	18,926	14,922	20,111	18,829

	Corporate securities
13	One year or less	30,253	30,428	34,145	26,161	31,918	33,307	36,395	32,349	39,494	35,299	31,909
14	More than one year	110,397	121,569	128,494	127,255	124,456	129,534	130,430	131,048	123,663	121,255	121,134
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,105,330	1,090,859	1,087,281	1,090,251	1,096,251	1,076,534	1,089,301	1,059,354	1,154,865	1,121,774	1,135,687
16	Term	1,125,747	1,248,604	1,083,958	1,337,445	1,001,392	1,078,304	1,060,996	1,148,462	1,165,349	1,286,790	1,209,548
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	175,629	178,226	165,335	175,760	179,552	157,627	167,746	159,500	162,871	165,492	175,684
18	Term	199,585	209,711	204,788	211,919	200,119	207,848	203,142	207,897	203,569	210,285	206,354
	Mortgage-backed securities
19	Overnight and continuing	61,807	67,932	72,003	66,089	75,547	65,532	68,643	74,270	82,567	83,861	82,648
20	Term	377,223	375,976	376,870	381,885	359,957	370,426	378,484	390,101	391,094	391,573	414,197
	Corporate securities
21	Overnight and continuing	111,952	110,722	111,921	107,290	112,763	112,462	111,863	111,286	110,588	110,607	108,075
22	Term	63,870	66,292	68,767	69,899	68,183	67,370	68,196	69,972	71,718	71,362	71,195

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	730,440	737,563	721,798	740,345	746,394	699,667	725,877	700,462	764,515	752,879	773,655
24	Term	1,501,677	1,633,990	1,450,384	1,740,074	1,356,249	1,437,841	1,422,290	1,521,473	1,567,602	1,665,946	1,604,881

	Securities out, U.S. Treasury
25	Overnight and continuing	1,021,186	981,482	987,909	959,340	993,421	981,788	991,747	963,746	1,038,593	1,064,820	1,084,958
26	Term	985,288	1,134,060	972,657	1,244,882	891,630	977,506	949,194	1,031,550	1,040,724	1,131,211	1,028,532
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	310,101	311,203	302,341	299,393	306,107	296,176	299,346	305,047	309,868	304,761	329,583
28	Term	132,043	143,120	143,598	141,752	138,407	145,525	142,424	146,880	144,562	146,582	141,985
	Mortgage-backed securities
29	Overnight and continuing	456,323	455,106	474,600	452,407	457,717	474,204	468,390	484,848	499,864	487,682	498,794
30	Term	246,544	253,800	239,630	262,849	236,315	248,734	236,855	239,607	231,547	227,325	239,173
	Corporate securities
31	Overnight and continuing	199,001	202,670	210,775	210,401	208,332	208,828	214,247	208,018	218,537	217,911	209,705
32	Term	45,382	45,804	48,325	47,535	47,324	47,119	48,604	49,056	50,785	49,460	50,543

	Memo
	Repurchase agreements
33	Overnight and continuing	1,732,904	1,712,859	1,744,745	1,689,625	1,725,088	1,729,268	1,747,038	1,733,904	1,840,115	1,841,823	1,887,217
34	Term	1,337,200	1,500,857	1,326,124	1,615,888	1,235,272	1,341,071	1,298,332	1,389,319	1,390,348	1,471,096	1,377,415

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: September 9, 2005