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

Statistical Supplement | September 2005

Statistical Supplement to the Federal Reserve Bulletin, September 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		Mar	Apr	May	May 4	May 11	May 18	May 25	June 1	June 8	June 15	June 22
		Net outright positions²
1	U.S. Treasury bills	43,797	18,887	-7,905	-5,906	-12,098	-8,822	-12,669	2,280	12,719	3,376	3,723
	Treasury coupon securities by maturity
2	Three years or less	-62,824	-53,830	-46,616	-54,733	-47,824	-43,605	-46,925	-42,949	-45,481	-55,400	-58,094
3	More than three years but less than or equal to six years	-46,922	-51,382	-43,956	-53,273	-42,733	-42,359	-40,403	-45,180	-30,251	-33,396	-36,671
4	More than six but less than or equal to eleven years	-26,255	-17,943	-22,155	-19,465	-25,231	-18,438	-19,914	-27,312	-27,806	-22,634	-30,554
5	More than eleven	-12,740	-8,435	-5,639	-7,589	-6,453	-4,189	-5,826	-4,864	-5,244	-6,763	-2,688
6	Inflation-protected	-1,438	-666	-373	-20	76	-775	-543	-465	-1,156	-963	245

	Federal agency and government-sponsored enterprises
7	Discount notes	52,900	51,135	58,258	56,030	58,305	60,111	56,812	59,214	56,843	59,448	56,713
	Coupon securities, by maturity
8	Three years or less	24,530	27,038	28,161	26,295	29,108	28,311	28,424	27,818	32,283	29,821	29,558
9	More than three years but less than or equal to six years	9,664	10,525	8,285	10,106	9,541	7,150	7,575	7,757	8,140	9,391	11,510
10	More than six but less than or equal to eleven years	955	3,626	3,565	4,321	3,746	3,763	3,273	2,961	2,666	2,934	2,556
11	More than eleven	3,508	3,929	5,031	4,362	4,766	4,850	5,413	5,553	5,578	4,506	4,387

12	Mortgage-backed	25,714	15,260	21,845	14,922	20,111	18,829	24,063	29,416	41,836	34,564	37,790

	Corporate securities
13	One year or less	30,428	34,145	34,636	39,494	35,299	31,909	31,187	37,829	36,452	45,549	37,346
14	More than one year	121,569	128,494	122,514	123,663	121,255	121,134	121,572	125,924	134,743	132,824	133,438
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,090,859	1,087,281	1,132,990	1,154,865	1,121,774	1,135,687	1,133,515	1,127,731	1,127,273	1,098,572	1,060,388
16	Term	1,248,604	1,083,958	1,241,818	1,165,349	1,286,790	1,209,548	1,274,352	1,240,024	1,338,522	1,354,613	1,431,665
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	178,226	165,335	169,023	162,871	165,492	175,684	166,096	172,887	158,199	161,456	168,838
18	Term	209,711	204,788	209,542	203,569	210,285	206,354	211,176	214,468	213,477	203,508	208,862
	Mortgage-backed securities
19	Overnight and continuing	67,932	72,003	87,160	82,567	83,861	82,648	99,660	84,753	90,629	65,369	71,508
20	Term	375,976	376,870	405,065	391,094	391,573	414,197	416,807	405,766	415,119	412,939	410,568
	Corporate securities
21	Overnight and continuing	110,722	111,921	109,852	110,588	110,607	108,075	109,185	111,330	110,023	110,848	107,160
22	Term	66,292	68,767	70,625	71,718	71,362	71,195	69,573	69,599	69,327	70,067	72,022

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	737,563	721,798	776,108	764,515	752,879	773,655	794,534	792,301	777,882	740,625	709,827
24	Term	1,633,990	1,450,384	1,627,924	1,567,602	1,665,946	1,604,881	1,657,530	1,616,125	1,715,705	1,722,421	1,797,159

	Securities out, U.S. Treasury
25	Overnight and continuing	981,482	987,909	1,085,400	1,038,593	1,064,820	1,084,958	1,112,455	1,109,565	1,112,309	1,086,968	1,048,527
26	Term	1,134,060	972,657	1,077,139	1,040,724	1,131,211	1,028,532	1,093,013	1,076,519	1,162,360	1,174,626	1,245,231
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	311,203	302,341	313,829	309,868	304,761	329,583	307,035	316,598	307,012	296,975	301,209
28	Term	143,120	143,598	143,234	144,562	146,582	141,985	141,596	141,813	145,373	157,009	169,639
	Mortgage-backed securities
29	Overnight and continuing	455,106	474,600	497,919	499,864	487,682	498,794	516,582	485,771	490,257	537,898	517,727
30	Term	253,800	239,630	232,151	231,547	227,325	239,173	231,057	231,269	238,652	254,679	258,424
	Corporate securities
31	Overnight and continuing	202,670	210,775	213,298	218,537	217,911	209,705	208,062	214,726	211,551	225,519	216,063
32	Term	45,804	48,325	50,094	50,785	49,460	50,543	50,206	49,720	50,916	51,126	46,450

	Memo
	Repurchase agreements
33	Overnight and continuing	1,712,859	1,744,745	1,877,649	1,840,115	1,841,823	1,887,217	1,907,448	1,898,539	1,889,454	1,913,278	1,844,860
34	Term	1,500,857	1,326,124	1,420,720	1,390,348	1,471,096	1,377,415	1,431,488	1,420,157	1,519,853	1,564,564	1,646,094

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: October 17, 2005