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Statistical Supplement | June 2004

Statistical Supplement to the Federal Reserve Bulletin, June 2004

1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2003 2004 2004, week ending
Dec Jan Feb Feb 4 Feb 11 Feb 18 Feb 25 Mar 3 Mar 10 Mar 17 Mar 24
  Net outright positions2
1 U.S. Treasury bills 14,529 -161 19,441 4,114 7,849 23,826 24,941 37,754 38,071 25,206 24,981
  Treasury coupon securities by maturity  
2 Three years or less -16,339 -25,700 -24,043 -31,173 -23,760 -30,211 -18,978 -15,475 -13,868 -12,598 -17,550
3 More than three years but less than or equal to six years -40,146 -38,863 -41,830 -41,460 -37,162 -40,565 -41,170 -53,735 -51,747 -49,450 -53,172
4 More than six but less than or equal to eleven years -10,140 -14,115 -5,560 -19,067 -9,738 2,184 -1,170 -5,976 -4,437 -2,924 -9,675
5 More than eleven -4,080 -1,723 -1,712 -629 1,116 -2,472 -2,307 -5,371 -5,593 -4,240 -3,091
6 Inflation-indexed 1,348 953 1,141 2,408 1,354 1,232 147 1,082 555 -560 -494
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 47,439 51,532 45,058 49,079 43,854 39,844 44,388 53,443 52,800 46,915 44,593
  Coupon securities, by maturity  
8 Three years or less 13,924 14,174 16,193 14,044 12,151 14,907 20,957 19,332 21,444 21,356 22,165
9 More than three years but less than or equal to six years 7,134 5,054 935 1,536 -131 1,788 118 2,140 4,524 2,639 1,250
10 More than six but less than or equal to eleven years 3,754 5,705 5,074 5,877 4,431 4,690 5,959 4,518 4,652 6,976 7,575
11 More than eleven 1,871 2,072 2,938 2,579 2,992 3,119 2,886 2,974 3,290 2,997 2,977
 
12 Mortgage-backed 18,660 23,009 8,573 14,048 6,101 5,914 8,282 12,590 14,495 11,233 17,515
 
  Corporate securities  
13 One year or less 32,585 31,990 31,596 32,753 33,862 31,874 29,902 28,953 37,570 33,744 34,084
14 More than one year 98,753 96,418 91,889 93,644 91,672 91,809 91,189 91,878 92,459 93,550 84,507
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 752,363 841,589 874,217 865,816 845,983 904,014 864,956 896,086 870,475 841,461 819,236
16 Term 1,108,894 914,913 1,005,144 1,016,369 1,074,838 927,567 999,091 1,018,307 1,107,255 1,112,555 1,166,750
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 157,823 169,555 173,232 194,358 170,899 171,185 172,343 161,324 170,269 162,786 184,427
18 Term 215,005 208,761 226,140 221,567 231,052 228,199 229,030 213,457 216,691 216,426 208,051
  Mortgage-backed securities  
19 Overnight and continuing 37,318 42,427 43,863 38,976 46,639 47,373 39,470 45,438 51,824 42,855 43,817
20 Term 236,378 241,237 261,097 238,567 256,214 263,315 268,043 276,133 281,840 284,850 286,310
  Corporate securities  
21 Overnight and continuing 79,755 82,358 88,487 82,822 85,240 86,430 93,508 94,649 95,384 94,737 95,137
22 Term 34,828 39,942 45,444 44,909 45,695 45,345 46,112 44,542 44,369 44,973 44,243
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 484,304 544,161 585,113 582,446 543,858 612,680 589,547 603,975 567,093 532,892 542,115
24 Term 1,360,405 1,176,768 1,291,798 1,283,592 1,360,667 1,222,756 1,290,822 1,302,016 1,383,402 1,393,430 1,444,470
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 725,799 787,675 839,428 808,563 806,848 871,458 842,090 866,597 846,716 808,764 802,414
26 Term 997,386 811,726 899,344 903,554 972,158 821,156 900,296 902,871 981,721 1,006,032 1,032,801
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 296,060 313,473 304,163 313,427 302,772 293,526 307,270 310,509 314,856 302,918 308,918
28 Term 149,108 135,981 151,884 161,634 150,778 152,725 153,552 139,681 149,745 147,331 149,253
  Mortgage-backed securities  
29 Overnight and continuing 364,889 416,161 394,866 405,859 415,353 402,548 366,925 383,477 393,233 419,888 430,049
30 Term 160,621 158,587 159,082 155,195 161,586 160,496 154,969 163,307 164,425 172,644 181,702
  Corporate securities  
31 Overnight and continuing 168,128 176,655 172,811 179,378 182,015 178,218 160,961 161,409 168,916 171,808 173,546
32 Term 28,048 27,643 32,806 29,359 30,290 29,562 38,990 35,511 35,354 34,631 36,723
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 1,308,896 1,443,462 1,463,554 1,453,644 1,448,404 1,490,469 1,453,552 1,470,377 1,458,274 1,446,007 1,463,812
34 Term 1,278,407 1,079,304 1,182,370 1,197,023 1,254,956 1,100,575 1,184,294 1,180,465 1,269,897 1,301,463 1,345,812

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-indexed securities (TIIS) are reported in actual funds paid or received, except for pledged securities. TIIS 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

Statistical Supplement | June 2004 | Tips for printing wide tables | Symbols and Abbreviations


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Last update: May 16, 2005