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Statistical Supplement | February 2005

Statistical Supplement to the Federal Reserve Bulletin, February 2005

1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2004 2004, week ending
Aug Sept Oct Sept 29 Oct 6 Oct 13 Oct 20 Oct 27 Nov 3 Nov 10 Nov 17
  Net outright positions2
1 U.S. Treasury bills 18,544 26,888 20,421 3,630 18,264 24,403 19,204 17,936 23,168 29,290 18,813
  Treasury coupon securities by maturity  
2 Three years or less -28,062 -30,870 -41,490 -29,603 -45,438 -43,528 -39,945 -38,587 -39,782 -35,128 -39,969
3 More than three years but less than or equal to six years -35,709 -30,051 -35,652 -35,351 -31,384 -37,484 -37,228 -35,658 -36,082 -38,294 -34,919
4 More than six but less than or equal to eleven years -22,227 -18,795 -12,927 -13,719 -11,756 -12,946 -13,463 -11,588 -16,052 -17,045 -20,836
5 More than eleven -6,719 -3,505 -4,975 -4,242 -4,132 -3,421 -6,444 -6,786 -3,221 -2,131 -2,120
6 Inflation-protected 134 -1,164 -1,081 -2,062 -2,429 -999 -1,214 -236 -449 -442 86
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 54,845 53,556 51,355 49,955 48,239 49,984 50,831 52,536 57,281 56,251 49,699
  Coupon securities, by maturity  
8 Three years or less 14,030 21,520 30,011 25,943 25,438 29,831 33,142 32,074 28,095 29,746 27,483
9 More than three years but less than or equal to six years 5,072 5,205 6,099 6,250 4,519 4,865 6,870 6,943 7,806 6,214 5,545
10 More than six but less than or equal to eleven years 4,404 4,348 3,396 5,026 3,534 4,533 2,924 2,578 3,459 4,316 4,328
11 More than eleven 4,185 4,260 3,913 4,245 4,078 3,887 3,918 3,843 3,826 3,393 3,319
 
12 Mortgage-backed 15,236 33,662 22,899 40,479 28,450 23,808 17,181 28,475 13,228 9,016 15,602
 
  Corporate securities  
13 One year or less 31,606 32,315 35,091 28,832 35,133 39,206 35,792 33,606 29,201 38,926 33,394
14 More than one year 95,578 100,428 105,298 105,409 103,324 104,413 107,606 107,109 102,600 105,094 104,391
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 987,657 992,077 979,187 997,527 1,003,449 958,820 976,809 970,838 997,205 1,021,425 1,067,869
16 Term 1,148,696 1,269,837 1,149,449 1,365,420 1,102,030 1,143,489 1,122,269 1,193,726 1,201,086 1,265,647 1,091,230
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 185,381 171,049 162,822 172,902 155,151 162,745 157,986 168,152 173,602 178,747 171,058
18 Term 218,460 215,073 214,732 215,927 201,700 214,037 218,068 224,040 213,373 207,268 193,290
  Mortgage-backed securities  
19 Overnight and continuing 48,368 50,593 53,778 46,076 49,583 51,125 54,106 58,943 55,102 52,337 60,309
20 Term 309,250 318,391 339,806 325,033 328,637 331,023 339,943 350,362 353,217 355,675 330,951
  Corporate securities  
21 Overnight and continuing 115,616 118,403 120,636 119,306 117,304 121,152 120,801 121,684 122,610 120,221 119,051
22 Term 57,944 58,049 58,495 59,726 59,821 59,985 58,434 56,853 56,879 58,854 57,808
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 641,873 660,191 648,781 700,662 657,787 627,245 639,885 653,761 679,815 665,345 731,626
24 Term 1,492,012 1,617,458 1,514,077 1,714,547 1,453,339 1,503,772 1,492,826 1,569,646 1,563,157 1,654,234 1,430,325
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 887,572 913,630 891,138 903,240 896,130 862,821 900,953 887,492 922,408 896,395 1,004,653
26 Term 1,078,505 1,184,734 1,038,288 1,286,310 1,006,213 1,035,566 1,003,002 1,078,458 1,082,615 1,203,042 988,125
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 321,662 311,459 318,969 313,595 314,156 313,803 317,298 329,588 319,568 297,139 309,713
28 Term 143,172 146,831 140,142 149,855 127,370 142,701 139,043 146,428 145,743 172,445 130,002
  Mortgage-backed securities  
29 Overnight and continuing 404,658 407,812 419,201 422,367 409,968 409,294 421,655 442,795 404,800 429,339 454,580
30 Term 180,280 216,805 248,838 236,962 233,360 237,619 256,591 253,636 269,721 239,484 214,223
  Corporate securities  
31 Overnight and continuing 184,306 193,826 196,363 196,239 199,162 198,630 196,513 195,742 189,024 197,886 188,620
32 Term 52,388 50,328 51,405 53,253 50,653 51,064 51,880 51,733 51,726 50,865 49,564
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 1,545,331 1,586,506 1,580,014 1,594,118 1,578,681 1,538,702 1,589,091 1,607,364 1,590,560 1,577,446 1,713,598
34 Term 1,381,047 1,523,322 1,406,761 1,647,566 1,343,280 1,397,279 1,377,291 1,457,192 1,481,897 1,592,960 1,313,333

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

Statistical Supplement | February 2005 | Tips for printing wide tables | Symbols and Abbreviations


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Last update: May 5, 2005