FRB: January 2004 Statistical Supplement--U.S. Government Securities Dealers, Positions and Financing

Statistical Supplement | January 2004

Statistical Supplement to the Federal Reserve Bulletin, January 2004

1.43 U.S. Government Securities Dealers, Positions and Financing¹
Item, by type of security		2003			2003, week ending
Millions of dollars
Item, by type of security		July	Aug	Sept	Sept 3	Sept 10	Sept 17	Sept 24	Oct 1	Oct 8	Oct 15	Oct 22
		Net outright positions²
1	U.S. Treasury bills	10,596	20,019	10,356	28,330	26,500	6,328	2,540	-3,647	717	3,566	9,238
	Treasury coupon securities by maturity
2	Three years or less	-18,548	-11,040	-11,868	-20,399	-20,614	-5,595	-6,193	-11,338	-12,461	-13,673	-17,063
3	More than three years but less than or equal to six years	-54,366	-41,247	-34,544	-37,292	-33,677	-30,494	-36,046	-37,154	-33,685	-35,754	-39,556
4	More than six but less than or equal to eleven years	-18,655	-12,959	-5,159	-13,963	-8,688	-2,718	-3,964	-881	-2,297	-2,914	-5,532
5	More than eleven	4,869	2,871	-480	2,631	927	-490	-1,219	-2,803	-304	-1,521	-2,878
6	Inflation-indexed	911	709	948	986	1,476	1,815	-278	730	-421	1,834	2,660

	Federal agency and government-sponsored enterprises
7	Discount notes	59,856	43,786	51,605	42,287	50,206	48,716	57,998	53,806	59,019	61,143	62,375
	Coupon securities, by maturity
8	Three years or less	15,782	13,291	12,307	14,587	14,410	11,414	9,804	12,677	12,471	14,954	14,611
9	More than three years but less than or equal to six years	4,399	681	1,646	-37	1,933	22	1,787	3,885	1,642	1,397	2,303
10	More than six but less than or equal to eleven years	5,336	2,787	4,007	1,858	3,609	3,081	4,639	5,891	4,806	3,628	3,527
11	More than eleven	2,204	1,476	1,414	1,137	1,174	1,528	1,575	1,512	1,919	1,666	1,759

12	Mortgage-backed	57,244	20,020	11,081	17,225	8,864	10,705	10,026	12,265	5,314	10,772	6,601

	Corporate securities
13	One year or less	32,644	31,645	34,003	29,517	31,462	33,417	34,973	38,760	28,939	36,188	31,498
14	More than one year	65,577	80,204	85,763	79,473	80,780	86,674	88,120	90,909	88,276	87,898	86,590
		Financing³
	Securities in, U.S. Treasury
15	Overnight and continuing	726,387	726,152	750,796	753,204	759,982	744,634	727,690	773,020	760,576	747,844	775,408
16	Term	937,832	928,602	933,367	867,209	935,107	983,104	1,016,195	809,755	869,795	879,861	923,736
	Federal agency and government-sponsored enterprises
17	Overnight and continuing	147,727	161,323	166,041	165,344	176,133	160,763	158,838	169,176	175,220	161,829	162,734
18	Term	245,668	233,519	219,006	219,924	222,302	223,068	223,307	204,944	213,398	216,497	221,176
	Mortgage-backed securities
19	Overnight and continuing	37,704	37,545	33,356	32,165	36,958	33,998	30,363	32,491	35,890	33,841	36,170
20	Term	253,576	247,185	235,137	236,573	239,084	236,000	237,722	225,792	226,383	223,214	224,473
	Corporate securities
21	Overnight and continuing	76,154	76,406	80,951	76,930	79,705	80,912	81,707	83,577	82,646	83,122	82,958
22	Term	30,092	30,044	30,893	31,154	31,014	31,149	30,608	30,654	30,447	30,123	30,153

	Memo
	Reverse repurchase agreements
23	Overnight and continuing	472,181	473,738	489,637	495,517	506,823	478,313	464,797	508,836	497,809	474,833	489,701
24	Term	1,288,014	1,264,124	1,238,942	1,189,124	1,253,067	1,295,598	1,323,096	1,083,094	1,149,162	1,157,549	1,211,354

	Securities out, U.S. Treasury
25	Overnight and continuing	686,520	678,081	699,640	698,951	704,956	687,425	682,635	727,873	708,023	714,091	729,864
26	Term	832,743	848,932	850,781	792,725	854,923	907,685	932,265	713,525	776,319	768,166	825,563
	Federal agency and government-sponsored enterprises
27	Overnight and continuing	286,946	278,201	286,149	271,384	294,768	287,945	287,471	279,836	302,112	290,003	303,923
28	Term	190,018	179,519	167,573	169,600	172,032	171,935	166,474	157,549	157,425	159,015	161,182
	Mortgage-backed securities
29	Overnight and continuing	372,739	358,960	330,662	321,189	313,464	348,854	348,138	313,851	320,113	361,449	361,191
30	Term	160,896	162,755	147,770	145,930	154,472	149,538	149,720	136,534	143,421	152,158	145,340
	Corporate securities
31	Overnight and continuing	159,712	153,915	157,255	151,213	143,654	157,240	164,347	167,889	156,301	167,924	160,137
32	Term	27,191	31,618	28,838	28,927	29,719	27,748	28,415	29,529	29,861	28,568	30,495

	Memo
	Repurchase agreements
33	Overnight and continuing	1,276,928	1,235,582	1,239,257	1,205,246	1,224,407	1,250,787	1,245,382	1,252,988	1,245,164	1,298,290	1,310,091
34	Term	1,164,237	1,178,163	1,153,320	1,099,772	1,167,228	1,214,144	1,235,440	997,098	1,058,227	1,056,096	1,116,403

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 25, 2005