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Statistical Supplement | October 2004

Statistical Supplement to the Federal Reserve Bulletin, October 2004

1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2004 2004, week ending
Mar Apr May May 5 May 12 May 19 May 26 June 2 June 9 June 16 June 23
  Net outright positions2
1 U.S. Treasury bills 28,175 27,169 24,115 5,915 12,859 17,604 26,819 63,405 46,241 25,661 20,144
  Treasury coupon securities by maturity  
2 Three years or less -15,997 -30,226 -49,978 -40,214 -54,454 -55,448 -53,016 -41,564 -48,279 -57,972 -53,785
3 More than three years but less than or equal to six years -51,720 -56,603 -60,081 -63,543 -64,358 -62,345 -50,761 -60,507 -66,048 -60,545 -56,274
4 More than six but less than or equal to eleven years -5,975 -19,431 -20,617 -23,488 -21,501 -17,050 -18,579 -24,355 -24,699 -21,941 -28,409
5 More than eleven -4,226 -6,187 -10,411 -8,143 -9,460 -10,765 -10,540 -13,334 -13,035 -11,542 -12,218
6 Inflation-indexed -132 -3 -669 -685 -431 -400 -617 -1,436 -1,437 -1,222 -1,152
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 46,346 36,871 41,430 39,339 43,503 46,361 37,065 39,826 38,020 40,317 40,789
  Coupon securities, by maturity  
8 Three years or less 22,072 21,019 20,585 19,725 19,839 20,466 23,035 19,223 16,920 19,686 16,863
9 More than three years but less than or equal to six years 1,888 2,340 4,868 6,696 4,926 4,806 3,987 4,279 2,505 2,589 3,156
10 More than six but less than or equal to eleven years 6,196 4,825 3,817 3,805 2,725 4,100 4,331 4,243 3,395 3,977 2,469
11 More than eleven 3,086 2,989 3,218 3,234 3,083 3,108 3,388 3,304 3,040 2,727 2,719
 
12 Mortgage-backed 16,128 15,563 14,861 12,597 11,608 18,061 14,601 17,565 18,794 12,391 17,727
 
  Corporate securities  
13 One year or less 33,347 33,238 27,922 31,413 26,012 30,689 27,274 24,138 29,879 33,362 33,361
14 More than one year 91,560 89,744 86,871 93,479 85,143 85,480 84,339 88,177 88,551 90,633 90,239
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 855,135 882,241 940,606 940,450 931,663 948,439 922,972 967,004 972,986 979,545 969,555
16 Term 1,065,122 1,037,748 1,143,648 1,109,474 1,192,419 1,082,521 1,151,282 1,184,434 1,257,026 1,264,826 1,312,063
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 173,738 182,778 191,631 184,839 198,815 192,604 190,055 189,208 186,960 186,223 181,217
18 Term 210,720 206,649 213,752 203,936 210,883 210,467 216,685 228,076 239,461 234,867 241,832
  Mortgage-backed securities  
19 Overnight and continuing 42,303 47,180 49,963 47,709 50,529 56,417 41,548 54,171 55,243 39,162 53,266
20 Term 280,694 272,464 289,725 275,650 282,985 292,168 295,579 301,623 300,253 291,464 307,474
  Corporate securities  
21 Overnight and continuing 95,251 96,666 99,276 97,260 99,146 99,825 99,827 99,936 100,950 101,611 101,644
22 Term 44,583 44,253 46,649 45,454 46,262 46,651 47,327 47,432 47,730 48,022 47,330
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 571,314 568,834 634,339 621,163 617,519 646,087 617,191 678,620 662,745 644,607 646,247
24 Term 1,329,832 1,299,064 1,433,895 1,372,721 1,474,590 1,375,419 1,448,359 1,499,711 1,584,379 1,582,658 1,661,494
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 829,373 824,786 825,747 842,522 813,120 822,718 802,487 863,454 873,417 862,399 855,949
26 Term 941,904 909,562 1,042,618 980,716 1,087,546 982,496 1,074,399 1,081,299 1,161,065 1,162,238 1,223,318
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 309,757 309,913 314,781 307,115 319,894 319,715 313,275 310,492 313,134 315,177 309,131
28 Term 143,555 140,772 149,819 138,073 150,001 145,728 152,846 162,797 168,648 160,787 165,044
  Mortgage-backed securities  
29 Overnight and continuing 403,404 393,657 380,408 376,886 377,594 384,187 382,596 379,513 377,515 386,974 402,456
30 Term 173,964 188,358 193,238 192,525 191,899 198,926 192,749 188,545 195,689 191,222 201,845
  Corporate securities  
31 Overnight and continuing 171,341 178,545 180,263 183,341 176,456 184,731 178,875 178,200 179,816 186,793 183,634
32 Term 35,377 36,481 38,389 38,542 37,838 37,420 39,874 38,286 37,861 37,582 36,284
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 1,455,729 1,444,447 1,443,991 1,453,091 1,434,457 1,452,309 1,412,979 1,480,008 1,480,848 1,493,014 1,491,883
34 Term 1,236,633 1,202,318 1,346,396 1,271,406 1,385,990 1,290,785 1,381,669 1,394,426 1,493,031 1,482,433 1,565,699

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

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Last update: May 5, 2005