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pdfDRAFT ‐ July 20, 2012
FR 2004A
Weekly Report of Dealer Positions
as of close of trading on Wednesday:________
(millions of dollars at market value)
Outright Positions
long
1
1 U.S. Treasury Securities (excluding TIPS)
1a Bills
1b Coupons due in less than or equal to 2 years
1c Coupons due in more than 2 years but less than or equal to 3 years
1d Coupons due in more than 3 years but less than or equal to 6 years
1e Coupons due in more than 6 years but less than or equal to 7 years
1f Coupons due in more than 7 years but less than or equal to 11 years
1g Coupons due in more than 11 years
2 U.S. Treasury Inflation‐Protected Securities (TIPS)
2a TIPS due in less than or equal to 2 years
2b TIPS due in more than 2 years but less than or equal to 6 years
2c TIPS due in more than 6 years but less than or equal to 11 years
2d TIPS due in more than 11 years
3 Federal Agency and GSE Securities (excluding MBS)
3a Discount notes
3b Coupons
4 Mortgage‐backed Securities
Federal Agency and GSE MBS
4a Federal Agency and GSE Residential Pass‐through MBS
4b All Other Federal Agency and GSE Residential MBS
4c Federal Agency and GSE CMBS
Non‐Agency MBS
4d Non‐Agency Residential MBS
4e Other CMBS
5 Corporate Securities
5a Commercial paper
Investment grade bonds, notes, and debentures
5b Due in less than or equal to 13 months
5c Due in more than 13 months
5d Below investment grade bonds, notes, and debentures
6 State and Municipal Government Obligations
6a Due in less than or equal to 13 months
6b Due in more than 13 months
6c Variable rate demand notes
7 Asset‐backed Securities
7a Credit card‐backed securities
7b Student loan‐backed securities
7c Automobile loan‐backed securities
7d Other asset‐backed securities
8 Total (Lines 1 through 7)
Return by 4:00 pm the following business day to:
Government Securities Dealer Statistics Unit
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045
Facsimile number: (212) 720‐5030 or (646) 720‐5030
name of preparer:
telephone #:
dealer name:
comments:
short
2
DRAFT ‐ July 20, 2012
FR 2004B
Weekly Report of Cumulative Dealer Transactions
as of close of trading on Wednesday:________
(millions of dollars at principal value)
Cumulative Outright Transactions
with inter‐dealer
brokers
1
1 U.S. Treasury Securities (excluding TIPS)
1a Bills
1b Coupons due in less than or equal to 2 years
1c Coupons due in more than 2 years but less than or equal to 3 years
1d Coupons due in more than 3 years but less than or equal to 6 years
1e Coupons due in more than 6 years but less than or equal to 7 years
1f Coupons due in more than 7 years but less than or equal to 11 years
1g Coupons due in more than 11 years
2 U.S. Treasury Inflation‐Protected Securities (TIPS)
2a TIPS due in less than or equal to 2 years
2b TIPS due in more than 2 years but less than or equal to 6 years
2c TIPS due in more than 6 years but less than or equal to 11 years
2d TIPS due in more than 11 years
3 Federal Agency and GSE Securities (excluding MBS)
3a Discount notes
3b Coupons
4 Mortgage‐backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential Pass‐through MBS
4a Cash transactions
4b Dollar roll transactions
4c All Other Federal Agency and GSE Residential MBS
4d Federal Agency and GSE CMBS
Non‐Agency MBS
4e Non‐Agency Residential MBS
4f Other CMBS
5 Corporate Securities
5a Commercial paper
Investment grade bonds, notes, and debentures
5b Due in less than or equal to 13 months
5c Due in more than 13 months
5d Below investment grade bonds, notes, and debentures
6 State and Municipal Government Obligations
6a Due in less than or equal to 13 months
6b Due in more than 13 months
6c Variable rate demand notes
7 Asset‐backed Securities
7a Credit card‐backed securities
7b Student loan‐backed securities
7c Automobile loan‐backed securities
7d Other asset‐backed securities
8 Total (Lines 1 through 7)
Return by 4:00 pm the following business day to:
Government Securities Dealer Statistics Unit
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045
Facsimile number: (212) 720‐5030 or (646) 720‐5030
name of preparer:
telephone #:
dealer name:
comments:
with others
2
DRAFT ‐ July 20, 2012
FR 2004C
Weekly Report of Dealer Financing and Fails
as of close of trading on Wednesday:________
(millions of dollars)
Overnight and
Continuing
1
Term Agreements
(less than 30 days)
2
1 Repurchase Agreements
1a U.S. Treasury Securities (excluding TIPS)
1b U.S. Treasury Inflation‐Protected Securities (TIPS)
1c Federal Agency and GSE Securities (excluding MBS)
1d Federal Agency and GSE MBS
1e Corporate Debt
1f Equities
1g Other
2 Reverse Repurchase Agreements
2a U.S. Treasury Securities (excluding TIPS)
2b U.S. Treasury Inflation‐Protected Securities (TIPS)
2c Federal Agency and GSE Securities (excluding MBS)
2d Federal Agency and GSE MBS
2e Corporate Debt
2f Equities
2g Other
3 Other Financing Activity, Securities Lent
3a U.S. Treasury Securities (excluding TIPS)
3b U.S. Treasury Inflation‐Protected Securities (TIPS)
3c Federal Agency and GSE Securities (excluding MBS)
3d Federal Agency and GSE MBS
3e Corporate Debt
3f Equities
3g Other
4 Other Financing Activity, Securities Borrowed
4a U.S. Treasury Securities (excluding TIPS)
4b U.S. Treasury Inflation‐Protected Securities (TIPS)
4c Federal Agency and GSE Securities (excluding MBS)
4d Federal Agency and GSE MBS
4e Corporate Debt
4f Equities
4g Other
5 Total (lines 1‐4)
Fails to receive
1
6 Aggregate Fails
6a U.S. Treasury Securities (excluding TIPS)
6b U.S. Treasury Inflation‐Protected Securities (TIPS)
6c Federal agency and GSE securities (excluding MBS)
6d Federal agency and GSE MBS
6e Other MBS
6f Corporate securities
7 Total (Line 6)
Return by 4:00 pm the following business day to:
Government Securities Dealer Statistics Unit
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045
Facsimile number: (212) 720‐5030 or (646) 720‐5030
name of preparer:
telephone #:
dealer name:
comments:
Fails to deliver
2
Term Agreements
(30 days or greater)
3
Total
4
FR 2004SI
DRAFT ‐ July 20, 2012
Weekly Report of Specific Issues
as of close of trading on Wednesday:________
(millions of dollars at par value)
Gross Financing
Fails
Net
Securities In
Securities Out
FRBNY
Settled
Security ID
Position Specific Transactions
General
Specific Transactions
General
15
With others
to Receive to Deliver
4
Term ON/open
Term
ON/open
Term ON/open
Term ON/open
3
13
14
9
10
11
12
5
6
7
8
Cumulative Outright Transactions
Security
1
With interdealer
broker
2
1
2
2
3
3
5
4
7
5
10
6
30
7
55
8
60
9
80
Total
Return by 4:00 pm the following business day to:
Government Securities Dealer Statistics Unit
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045
Facsimile number: (212) 720‐5030 or (646) 720‐5030
name of preparer:
telephone #:
dealer name:
comments:
FR 2004SD
DRAFT ‐ July 20, 2012
Daily Report of Specific Issues
as of close of trading on:________
(millions of dollars at par value)
Gross Financing
Fails
Cumulative Outright Transactions
Security
1
With interdealer
broker
2
With others
3
Net Settled
Position
4
Securities In
Specific Transactions
ON/open 5
Securities Out
General
Term ON/open
7
6
Specific Transactions
Term ON/open
8
9
General
Term ON/open
10
11
Term
12
to Receive to Deliver
13
14
FRBNY
Security ID
15
1
2
2
3
3
5
4
7
5
10
6
30
7
55
8
60
9
80
Total
Return by 4:00 pm the following business day to:
Government Securities Dealer Statistics Unit
Federal Reserve Bank of New York
33 Liberty Street
New York, NY 10045
Facsimile number: (212) 720‐5030 or (646) 720‐5030
name of preparer:
telephone #:
dealer name:
comments:
| File Type | application/pdf |
| File Modified | 2013-01-16 |
| File Created | 2012-06-08 |