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Statistical Supplement | November 2004

Statistical Supplement to the Federal Reserve Bulletin, November 2004

1.43  U.S. Government Securities Dealers, Positions and Financing1
Millions of dollars
Item, by type of security 2004 2004, week ending
May June July June 30 July 7 July 14 July 21 July 28 Aug 4 Aug 11 Aug 18
  Net outright positions2
1 U.S. Treasury bills 24,115 26,717 25,284 4,341 25,943 18,495 31,062 27,259 21,499 19,555 5,598
  Treasury coupon securities by maturity  
2 Three years or less -49,978 -51,597 -46,048 -49,217 -52,568 -50,626 -38,617 -42,100 -46,708 -40,700 -22,906
3 More than three years but less than or equal to six years -60,081 -61,405 -56,947 -63,009 -57,742 -58,858 -55,784 -57,351 -52,400 -41,377 -29,922
4 More than six but less than or equal to eleven years -20,617 -25,475 -30,811 -27,169 -29,463 -31,031 -30,130 -32,898 -30,162 -29,871 -18,202
5 More than eleven -10,411 -12,135 -10,885 -11,401 -10,597 -12,352 -11,471 -10,133 -8,525 -5,613 -7,411
6 Inflation-indexed -669 -1,426 -623 -1,888 -2,019 -407 -107 -42 -428 46 420
 
  Federal agency and government-sponsored enterprises  
7 Discount notes 41,430 39,245 48,717 37,689 44,786 47,584 43,860 53,729 60,168 54,273 50,209
  Coupon securities, by maturity  
8 Three years or less 20,585 18,006 15,821 18,208 17,289 18,337 16,343 13,142 11,563 12,344 13,747
9 More than three years but less than or equal to six years 4,868 3,071 4,717 3,687 4,316 4,089 4,493 5,840 5,024 5,977 5,047
10 More than six but less than or equal to eleven years 3,817 3,231 4,899 2,792 3,627 5,387 5,804 4,466 5,629 4,890 4,534
11 More than eleven 3,218 2,947 3,519 3,200 3,636 3,481 3,403 3,640 3,324 3,760 4,337
 
12 Mortgage-backed 14,861 17,420 15,851 20,725 15,998 15,643 12,752 18,829 16,274 16,558 6,870
 
  Corporate securities  
13 One year or less 27,922 31,356 33,310 30,884 37,301 32,159 31,550 33,013 31,478 36,035 30,785
14 More than one year 86,871 92,102 94,142 100,105 96,946 93,337 90,429 95,016 96,105 99,285 93,781
  Financing3
  Securities in, U.S. Treasury  
15 Overnight and continuing 940,606 984,364 1,002,614 1,020,328 1,034,441 983,281 1,013,795 982,684 993,876 1,029,145 1,012,477
16 Term 1,143,648 1,209,132 1,102,833 1,009,669 1,028,736 1,106,780 1,115,349 1,144,989 1,138,948 1,172,307 1,108,250
  Federal agency and government-sponsored enterprises  
17 Overnight and continuing 191,631 182,013 175,037 171,595 177,723 174,807 177,164 165,266 187,144 183,427 186,386
18 Term 213,752 231,641 236,289 211,423 220,723 238,133 242,839 244,594 233,648 216,697 217,065
  Mortgage-backed securities  
19 Overnight and continuing 49,963 46,483 45,623 36,066 41,693 42,523 63,377 38,466 37,304 45,270 56,392
20 Term 289,725 295,728 298,450 282,035 290,762 303,039 296,884 300,650 304,205 298,940 311,913
  Corporate securities  
21 Overnight and continuing 99,276 101,737 104,483 103,256 104,235 104,657 105,502 103,071 105,569 106,955 104,918
22 Term 46,649 48,153 55,101 49,738 50,134 56,148 56,124 55,974 59,819 57,041 58,835
 
  Memo  
  Reverse repurchase agreements  
23 Overnight and continuing 634,339 672,821 635,511 736,030 655,086 609,231 668,759 607,238 639,546 665,677 671,620
24 Term 1,433,895 1,519,614 1,457,922 1,255,611 1,365,792 1,472,533 1,475,696 1,507,481 1,481,688 1,506,139 1,458,652
 
  Securities out, U.S. Treasury  
25 Overnight and continuing 825,747 873,588 842,527 905,482 874,059 819,256 855,895 818,804 847,410 891,363 928,915
26 Term 1,042,618 1,110,752 1,041,135 904,801 950,725 1,040,367 1,060,388 1,098,599 1,074,880 1,131,327 1,021,316
  Federal agency and government-sponsored enterprises  
27 Overnight and continuing 314,781 309,425 317,717 299,954 311,452 324,585 320,597 311,951 323,048 322,092 325,713
28 Term 149,819 156,708 152,937 130,612 140,883 151,608 155,568 161,058 159,076 140,034 140,476
  Mortgage-backed securities  
29 Overnight and continuing 380,408 381,533 414,265 359,764 401,710 403,904 429,683 427,742 400,312 401,309 407,532
30 Term 193,238 190,656 178,096 174,472 171,450 181,525 182,480 176,216 179,763 181,164 178,381
  Corporate securities  
31 Overnight and continuing 180,263 185,288 194,134 192,933 198,457 197,059 189,726 192,068 192,328 198,838 192,338
32 Term 38,389 36,512 47,387 33,816 38,655 45,606 50,544 52,099 53,553 51,589 53,550
 
  Memo  
  Repurchase agreements  
33 Overnight and continuing 1,443,991 1,493,740 1,501,697 1,513,139 1,517,693 1,477,389 1,525,436 1,486,022 1,502,278 1,548,046 1,594,987
34 Term 1,346,396 1,427,296 1,357,785 1,177,412 1,241,220 1,361,763 1,388,243 1,424,214 1,394,422 1,429,215 1,319,561

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 | November 2004 | Tips for printing wide tables | Symbols and Abbreviations


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Last update: May 5, 2005