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

Statistical Supplement | October 2005

Statistical Supplement to the Federal Reserve Bulletin, October 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		Apr	May	June	June 1	June 8	June 15	June 22	June 29	July 6	July 13	July 20
		Net outright positions²
1	U.S. Treasury bills	18,887	-7,905	4,968	2,280	12,719	3,376	3,723	1,990	-5,895	-2,078	2,507
	Treasury coupon securities by maturity
2	Three years or less	-53,830	-46,616	-53,308	-42,949	-45,481	-55,400	-58,094	-55,460	-55,253	-53,792	-56,129
3	More than three years but less than or equal to six years	-51,382	-43,956	-35,096	-45,180	-30,251	-33,396	-36,671	-37,672	-41,776	-42,806	-43,545
4	More than six but less than or equal to eleven years	-17,943	-22,155	-27,731	-27,312	-27,806	-22,634	-30,554	-29,561	-30,730	-32,899	-41,162
5	More than eleven	-8,435	-5,639	-4,487	-4,864	-5,244	-6,763	-2,688	-2,885	-6,682	-5,276	-4,147
6	Inflation-protected	-666	-373	-480	-465	-1,156	-963	245	-196	561	-17	-653

	Federal agency and government-sponsored enterprises
7	Discount notes	51,135	58,258	54,844	59,214	56,843	59,448	56,713	46,863	47,050	45,487	51,249
	Coupon securities, by maturity
8	Three years or less	27,038	28,161	30,393	27,818	32,283	29,821	29,558	30,277	30,406	32,215	30,655
9	More than three years but less than or equal to six years	10,525	8,285	9,618	7,757	8,140	9,391	11,510	9,770	9,103	9,945	9,906
10	More than six but less than or equal to eleven years	3,626	3,565	2,955	2,961	2,666	2,934	2,556	3,639	3,127	2,482	1,896
11	More than eleven	3,929	5,031	4,748	5,553	5,578	4,506	4,387	4,456	4,402	4,087	3,779

12	Mortgage-backed	15,260	21,845	38,385	29,416	41,836	34,564	37,790	40,926	36,320	25,365	22,041

	Corporate securities
13	One year or less	34,145	34,636	37,037	37,829	36,452	45,549	37,346	29,557	30,954	33,586	33,802
14	More than one year	128,494	122,514	133,983	125,924	134,743	132,824	133,438	136,523	130,866	123,231	121,846
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,087,281	1,132,990	1,094,028	1,127,731	1,127,273	1,098,572	1,060,388	1,079,727	1,131,389	1,120,226	1,083,799
16	Term	1,083,958	1,241,818	1,376,656	1,240,024	1,338,522	1,354,613	1,431,665	1,447,653	1,052,492	1,138,704	1,151,920
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	165,335	169,023	163,283	172,887	158,199	161,456	168,838	162,225	170,569	164,738	167,862
18	Term	204,788	209,542	207,880	214,468	213,477	203,508	208,862	205,803	200,386	208,538	207,640
	Mortgage-backed securities
19	Overnight and continuing	72,003	87,160	72,729	84,753	90,629	65,369	71,508	63,437	60,501	73,368	73,495
20	Term	376,870	405,065	414,637	405,766	415,119	412,939	410,568	421,831	410,135	411,271	401,309
	Corporate securities
21	Overnight and continuing	111,921	109,852	108,228	111,330	110,023	110,848	107,160	104,536	107,530	108,953	109,428
22	Term	68,767	70,625	71,655	69,599	69,327	70,067	72,022	75,116	74,325	74,114	75,563

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	721,798	776,108	736,728	792,301	777,882	740,625	709,827	709,206	746,770	735,367	707,817
24	Term	1,450,384	1,627,924	1,750,953	1,616,125	1,715,705	1,722,421	1,797,159	1,834,920	1,421,036	1,507,263	1,509,914

	Securities out, U.S. Treasury
25	Overnight and continuing	987,909	1,085,400	1,072,376	1,109,565	1,112,309	1,086,968	1,048,527	1,036,058	1,074,678	1,072,811	1,012,137
26	Term	972,657	1,077,139	1,200,438	1,076,519	1,162,360	1,174,626	1,245,231	1,280,843	895,202	964,521	988,632
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	302,341	313,829	300,917	316,598	307,012	296,975	301,209	296,721	297,502	306,865	318,316
28	Term	143,598	143,234	156,523	141,813	145,373	157,009	169,639	158,217	142,207	144,766	143,100
	Mortgage-backed securities
29	Overnight and continuing	474,600	497,919	519,186	485,771	490,257	537,898	517,727	538,582	498,547	487,794	486,925
30	Term	239,630	232,151	251,754	231,269	238,652	254,679	258,424	257,671	255,383	257,154	268,944
	Corporate securities
31	Overnight and continuing	210,775	213,298	218,467	214,726	211,551	225,519	216,063	221,097	219,660	216,640	219,008
32	Term	48,325	50,094	48,611	49,720	50,916	51,126	46,450	46,407	44,331	46,405	44,964

	Memo
	Repurchase agreements
33	Overnight and continuing	1,744,745	1,877,649	1,875,373	1,898,539	1,889,454	1,913,278	1,844,860	1,852,850	1,859,547	1,857,443	1,808,485
34	Term	1,326,124	1,420,720	1,581,672	1,420,157	1,519,853	1,564,564	1,646,094	1,665,588	1,257,310	1,330,673	1,367,621

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: November 7, 2005