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

Statistical Supplement | December 2005

Statistical Supplement to the Federal Reserve Bulletin, December 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		June	July	Aug	Aug 3	Aug 10	Aug 17	Aug 24	Aug 31	Sept 7	Sept 14	Sept 21
		Net outright positions²
1	U.S. Treasury bills	4,968	-1,304	-2,079	-72	208	-4,479	-4,410	-497	7,333	-7,303	-14,972
	Treasury coupon securities by maturity
2	Three years or less	-53,308	-50,908	-41,787	-47,476	-44,116	-43,717	-36,684	-40,192	-26,488	-40,610	-45,740
3	More than three years but less than or equal to six years	-35,096	-44,176	-49,062	-48,914	-46,197	-47,177	-51,027	-51,911	-45,579	-43,307	-41,841
4	More than six but less than or equal to eleven years	-27,731	-38,222	-32,058	-43,307	-42,631	-25,617	-26,504	-28,661	-32,330	-17,701	-14,919
5	More than eleven	-4,487	-5,395	-7,745	-6,153	-7,500	-6,618	-8,499	-9,047	-10,726	-11,459	-8,596
6	Inflation-protected	-480	-328	-479	-679	-592	-519	-830	109	307	-820	-367

	Federal agency and government-sponsored enterprises
7	Discount notes	54,844	47,540	48,076	45,877	46,749	51,323	50,756	44,417	48,158	45,453	39,128
	Coupon securities, by maturity
8	Three years or less	30,393	30,547	28,904	29,166	29,896	27,790	29,344	28,474	29,549	30,666	29,450
9	More than three years but less than or equal to six years	9,618	9,375	10,502	9,100	9,941	10,791	11,133	10,743	9,822	12,871	14,108
10	More than six but less than or equal to eleven years	2,955	1,930	841	739	-161	401	1,888	1,280	1,855	3,596	3,326
11	More than eleven	4,748	3,907	3,802	3,590	3,472	4,020	3,724	4,082	4,385	4,540	4,377

12	Mortgage-backed	38,385	27,977	30,844	30,439	33,462	30,429	32,020	27,637	27,009	28,728	30,506

	Corporate securities
13	One year or less	37,037	33,175	33,591	34,303	36,175	34,445	31,864	31,575	31,440	35,125	38,807
14	More than one year	133,983	124,537	124,182	122,490	119,717	123,915	118,348	135,473	132,329	129,394	128,627
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	1,094,028	1,107,551	1,097,150	1,134,542	1,104,494	1,104,333	1,068,559	1,095,188	1,166,040	1,138,703	1,186,281
16	Term	1,376,656	1,147,434	1,259,667	1,196,372	1,287,211	1,228,024	1,258,810	1,291,749	1,309,073	1,404,898	1,389,576
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	163,283	168,581	156,993	164,977	163,433	155,790	154,544	150,783	157,822	162,538	156,046
18	Term	207,880	205,433	210,391	195,267	205,203	209,632	210,048	223,163	207,446	200,745	187,559
	Mortgage-backed securities
19	Overnight and continuing	72,729	70,282	80,566	84,653	85,672	86,292	80,407	68,142	81,147	85,668	91,512
20	Term	414,637	405,031	407,289	388,476	404,763	405,336	413,970	413,149	412,723	411,089	413,826
	Corporate securities
21	Overnight and continuing	108,228	108,236	107,104	107,468	107,730	107,891	108,545	104,092	108,114	110,147	108,395
22	Term	71,655	75,899	81,086	78,854	78,576	77,872	79,860	88,993	85,876	86,608	92,226

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	736,728	725,844	730,309	749,883	725,414	729,253	695,774	762,408	799,556	735,478	748,089
24	Term	1,750,953	1,507,834	1,621,632	1,529,791	1,655,653	1,599,131	1,635,497	1,635,607	1,681,696	1,765,416	1,777,947

	Securities out, U.S. Treasury
25	Overnight and continuing	1,072,376	1,053,779	1,065,384	1,093,744	1,071,365	1,075,262	1,027,799	1,074,957	1,132,818	1,089,412	1,096,465
26	Term	1,200,438	980,179	1,059,290	1,012,021	1,081,696	1,017,051	1,079,591	1,079,080	1,139,324	1,244,767	1,252,160
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	300,917	305,954	298,300	298,684	299,206	295,028	298,415	300,387	303,514	317,870	291,716
28	Term	156,523	145,230	142,249	138,484	142,621	146,742	142,799	138,449	145,542	142,097	133,080
	Mortgage-backed securities
29	Overnight and continuing	519,186	488,457	493,961	480,224	500,646	489,337	504,917	486,833	497,764	528,127	549,199
30	Term	251,754	260,845	244,753	254,885	232,843	251,261	253,832	236,734	246,442	251,372	239,473
	Corporate securities
31	Overnight and continuing	218,467	217,694	221,604	222,130	217,627	218,945	216,031	233,588	229,890	232,448	236,994
32	Term	48,611	44,892	46,793	44,049	45,156	46,310	45,764	51,118	50,532	50,561	56,292

	Memo
	Repurchase agreements
33	Overnight and continuing	1,875,373	1,836,827	1,847,325	1,858,231	1,857,455	1,849,072	1,818,984	1,859,114	1,932,490	1,907,272	1,924,635
34	Term	1,581,672	1,352,550	1,413,373	1,374,362	1,424,473	1,382,200	1,441,608	1,421,928	1,497,340	1,607,591	1,593,173

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: January 5, 2006