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

Statistical Supplement | November 2005

Statistical Supplement to the Federal Reserve Bulletin, November 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		May	June	July	July 6	July 13	July 20	July 27	Aug 3	Aug 10	Aug 17	Aug 24
		Net outright positions²
1	U.S. Treasury bills	-7,905	4,968	-1,304	-5,895	-2,078	2,507	-1,110	-72	208	-4,479	-4,410
	Treasury coupon securities by maturity
2	Three years or less	-46,616	-53,308	-50,908	-55,253	-53,792	-56,129	-41,042	-47,476	-44,116	-43,717	-36,684
3	More than three years but less than or equal to six years	-43,956	-35,096	-44,176	-41,776	-42,806	-43,545	-45,527	-48,914	-46,197	-47,177	-51,027
4	More than six but less than or equal to eleven years	-22,155	-27,731	-38,222	-30,730	-32,899	-41,162	-44,121	-43,307	-42,631	-25,617	-26,504
5	More than eleven	-5,639	-4,487	-5,395	-6,682	-5,276	-4,147	-5,226	-6,153	-7,500	-6,618	-8,499
6	Inflation-protected	-373	-480	-328	561	-17	-653	-877	-679	-592	-519	-830

	Federal agency and government-sponsored enterprises
7	Discount notes	58,258	54,844	47,540	47,050	45,487	51,249	47,253	45,877	46,749	51,323	50,756
	Coupon securities, by maturity
8	Three years or less	28,161	30,393	30,547	30,406	32,215	30,655	29,682	29,166	29,896	27,790	29,344
9	More than three years but less than or equal to six years	8,285	9,618	9,375	9,103	9,945	9,906	8,665	9,100	9,941	10,791	11,133
10	More than six but less than or equal to eleven years	3,565	2,955	1,930	3,127	2,482	1,896	1,068	739	-161	401	1,888
11	More than eleven	5,031	4,748	3,907	4,402	4,087	3,779	3,611	3,590	3,472	4,020	3,724

12	Mortgage-backed	21,845	38,385	27,977	36,320	25,365	22,041	27,968	30,439	33,462	30,429	32,020

	Corporate securities
13	One year or less	34,636	37,037	33,175	30,954	33,586	33,802	33,396	34,303	36,175	34,445	31,864
14	More than one year	122,514	133,983	124,537	130,866	123,231	121,846	124,277	122,490	119,717	123,915	118,348
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,132,990	1,094,028	1,107,551	1,131,389	1,120,226	1,083,799	1,082,771	1,134,542	1,104,494	1,104,333	1,068,559
16	Term	1,241,818	1,376,656	1,147,434	1,052,492	1,138,704	1,151,920	1,205,093	1,196,372	1,287,211	1,228,024	1,258,810
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	169,023	163,283	168,581	170,569	164,738	167,862	173,500	164,977	163,433	155,790	154,544
18	Term	209,542	207,880	205,433	200,386	208,538	207,640	210,258	195,267	205,203	209,632	210,048
	Mortgage-backed securities
19	Overnight and continuing	87,160	72,729	70,282	60,501	73,368	73,495	64,156	84,653	85,672	86,292	80,407
20	Term	405,065	414,637	405,031	410,135	411,271	401,309	407,597	388,476	404,763	405,336	413,970
	Corporate securities
21	Overnight and continuing	109,852	108,228	108,236	107,530	108,953	109,428	107,370	107,468	107,730	107,891	108,545
22	Term	70,625	71,655	75,899	74,325	74,114	75,563	77,679	78,854	78,576	77,872	79,860

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	776,108	736,728	725,844	746,770	735,367	707,817	702,676	749,883	725,414	729,253	695,774
24	Term	1,627,924	1,750,953	1,507,834	1,421,036	1,507,263	1,509,914	1,568,175	1,529,791	1,655,653	1,599,131	1,635,497

	Securities out, U.S. Treasury
25	Overnight and continuing	1,085,400	1,072,376	1,053,779	1,074,678	1,072,811	1,012,137	1,035,638	1,093,744	1,071,365	1,075,262	1,027,799
26	Term	1,077,139	1,200,438	980,179	895,202	964,521	988,632	1,042,026	1,012,021	1,081,696	1,017,051	1,079,591
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	313,829	300,917	305,954	297,502	306,865	318,316	304,080	298,684	299,206	295,028	298,415
28	Term	143,234	156,523	145,230	142,207	144,766	143,100	154,268	138,484	142,621	146,742	142,799
	Mortgage-backed securities
29	Overnight and continuing	497,919	519,186	488,457	498,547	487,794	486,925	486,709	480,224	500,646	489,337	504,917
30	Term	232,151	251,754	260,845	255,383	257,154	268,944	264,526	254,885	232,843	251,261	253,832
	Corporate securities
31	Overnight and continuing	213,298	218,467	217,694	219,660	216,640	219,008	213,215	222,130	217,627	218,945	216,031
32	Term	50,094	48,611	44,892	44,331	46,405	44,964	44,268	44,049	45,156	46,310	45,764

	Memo
	Repurchase agreements
33	Overnight and continuing	1,877,649	1,875,373	1,836,827	1,859,547	1,857,443	1,808,485	1,812,847	1,858,231	1,857,455	1,849,072	1,818,984
34	Term	1,420,720	1,581,672	1,352,550	1,257,310	1,330,673	1,367,621	1,428,526	1,374,362	1,424,473	1,382,200	1,441,608

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: December 8, 2005