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TREASURY CASH BALANCE AND NET MARKET BORROWING
1 II III1980
IV I II III1981
IV I
e estimate
II III1982
IV I II III1983
IVe
Office of the Secretary of the TreasuryOffice of Government Finance & Market Analysis October 25, 1983-20
TREASURY NET BORROWING FROM NONMARKETABLE ISSUES—i $Bil.$Bil
2.2
0
-2
j*5
J^-1.4-.9
-4
-6
-8II III IV1979
Office of the Secretary of the TreasuryOffice of Government Finance & Market Analysis
j [Savings Bonds
g^g State & Local Series
H| Foreign Nonmarketables
KKM
ZB
-1.4
-2.4-2.2
-1.9
-4.0
I II III IV I II III IV1980 1981
e estimate
5.9
12.5
2.8
nm
HI11-2.0• mA "1.0-2.5 "-4
I II III IV1982
I II III IVe1983
October 25, 1983-12
0
-2
-4
-6
-8
QUARTERLY CHANGES IN FOREIGN AND INTERNATIONALHOLDINGS OF PUBLIC DEBT SECURITIES
$Bil. $Bil.
Nonmarketabie
12 12Marketable
Add-ons-L/ 8.0 o g
Other Transactions **
5.4
8.8
SHORT TERM INTEREST RATESMonthly Averages
%
22
1979
Office of the Secretary of the TreasuryOffice of Government Finance & Market Analysis
Prime Rate
1980 1981 1982
ThroughOctober 21"
>CS«3^
1983
%
22
20
18
16
14
12
10
8
6
4
October 25, 1983-8
%
12
11
8
.....*•—••...,V
SHORT TERM INTEREST RATESWeekly Averages
SV
Prime Rate
'•••••••C':::^,#3MonthTreasury Bill
.»•••-
X "V
Throughweek endingOctober 19
. ™.M... _
12
11
10
8
Jan Feb Mar Apr May June
1983
Jul Aug Sep Oct
Office of the Secretary of the TreasuryOffice of Government Finance & Market Analysis October 25, 1983-7
1979
Office of the Secretary of the TreasuryOffice of Government Finance & Market Analysis
LONG MARKET RATESMonthly Averages
1980 1981 1982 1983
October 25, 1983-5
%
14
13
8
INTERMEDIATE AND LONG MARKET RATESWeekly Averages
Treasury \20-Year
i I I lii I I I
New Aa
Corporates
I I l l ll i
Jan Feb Mar Apr
Municipal Bonds20-Year
May Jun
1983
Jul
Throughweek ending
October 21
Aug Sep Oct
%
14
13
12
11
10
8
7
Olfice of tiie Secretary of the TreasuryOffice of Government Finance & Market Analysis October 25, 1983-6
$Bil
70
60
50
40
30
20
10
0
TREASURY FINANCING REQUIREMENTSJuly - September 1983
Uses
Coupon Maturities^
Increase inCash Balance
Cash Deficit
71 y2Sources
[^Coupon Refunding
State and Local
2
Savings Bondsand Other
Net Market tBorrowing t
Office of the Secretary of the TreasuryOffice of Government Finance & Market Analysis
$Bil.
70
60
50
40
30
-20
10
•JO
October 25, 1983-17
$Bil.
90
80
70
60
50
40
30
20
10
0
TREASURY FINANCING REQUIREMENTSOctober-December 1 983 ^
Uses
Coupon Maturities^Foreign Nonmarketables
13/4
1/2
State and Local
4 Cash Deficit
803/4
Sources
^ Coupon RefundingSavings Bonds
1V4
Net Market a .7 JBorrowing W ** i
Decrease in 4Cash Balance^
y Excludes the 2 and 4 year notes settling January 3, 1984.y Issued or announced through October 21, 1983.& Assumes a $15 billion cash balance December 31,1983.
Office of the Secretary of Ihe TreasuryOffice of Government Finance & Market Analysis
$Bil.
90
80
70
60
50
40
30
20
10
0
October 25, 1983-18
$Bil.
-10
-20
TREASURY OPERATING CASH BALANCESemi-Monthly
,»"»i«.iiim"'»iiin,.1«»"* '« m«"" >""" "
Federal Reserve Account
Tax and Loan
Accounts Balance!
♦-Without New-*-
Borrow ing_L/
\ /
-30Oct Nov Dec Jan Feb Mar Apr May Jun Jul
1982 1983_i/ Assumes refunding of maturing issues
Aug Sep Oct Nov Dec
Office of the Secretary of the TreasuryOffice of Government Finance & Market Analysis October 25, 1983-19
TREASURY NET MARKET BORROWING^
Calendar Year Quarters
I II III IV I II III
1980 1981 1982
1/ Excludes Federal Reserve and Government Account Transactions.
Ill IVI II III IV
1979 1983
Office of the Secretary of the TreasuryOffice of Government Finance & Market Analysis October 25, 1983-15
MARKET YIELDS ON GOVERNMENTSBid Yields
Office of the Secretary of the TreasuryOffice of Government Finance & Market Analysis
4 5 6
Years to Maturity
October 25, 1983-13
PRIVATE HOLDINGS OF TREASURY MARKETABLE DEBTBY MATURITY
100W^Mw^-
1972 1973 1974 1975
Office of the Secretary of the TreasuryOffice of Government Finance & Market Analysis
1976 1977 1978 1979 1980 1981 1982
As of December 31
October 25, 1983-1
PRIVATE HOLDINGS OF TREASURY MARKETABLE DEBT
BY MATURITY
100%
Coupons • over 10 yrs g^ 1-2 yrs Bills
H 2-10 yrs 7A 1 yr & under
1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1982 Sep'83
Office of the Secretary of the TreasuryOffice of Government Finance & Market Analysis
As of December 31
October 25, 1983?
AVERAGE LENGTH OF THE MARKETABLE DEBTPrivately Held
June 194710 Years
5 MonthsMonths
1945 47 49 51 53 55 57 59 61 63 65 67
Office of the Secretary of the TreasuryOffice of Government Finance & Market Analysis
September 30, 1983
4 Years, 1 Month
October 25,1983-3
MATURING COUPON ISSUESNovember 1983 - March 1984
(In Millions of Dollars)
Maturing Issues
Outstanding September 30, 1983
Total
Held By
Federal Reserve
& Government
Accounts
Private
Investors
ForeignInvestors!/
7% Nt. 11/15/83
9 7/8%Nt. 11/15/83
12 1/8%Nt. 11/30/83
10 1/2%Nt. 12/31/83
13% Nt. 12/31/83
15% Nt. 1/31/84
7 1/4% Nt. 2/15/84
15 1/8% Nt. 2/29/84
14 1/4% Nt. 3/31/84
14 1/8% Nt. 3/31/84
2,3095,832
5,493
2,7015,427
6,208
8,438
5,9502,914
6,219
113
2,143
715
289
658
578
3,920
720
703
674
2,196
3,689
4,778
2,4124,769
5,630
4,5185,230
2,211
5,545
15
766
700
146
631
964
75
711
276
690
Total 51,491 10,513 40,978 4,974
XJ F.R.B. custody accounts for foreign official institutions;included in Private Investors.
Office of the Secretary of the TreasuryOffice of Government Finance & Market Analysis October 25, 1983-11
TREASURY MARKETABLE MATURITIESPrivately Held, Excluding Bills and Exchange Notes
J F M A M
Office of the Secretary of the TreasuryOffice of Government Finance & Market Analysis
J J A S O N D
H Securities issued prior to 1981
JFMAMJJASOND
jNew issues calendar year 1982New issuescalendar year 1981 |||||j Issued or announced through October 21, 1983 October 25 ,9839
$Bil.4
2
0
4
2
0
2
0
2
0
2 —
oL—
2
0
4
2
0
4
2
0
4
2
0
4 —
2 —
2.9
1.7
2.2
1.5
S3
1.7
3.0
TREASURY MARKETABLE MATURITIESPrivately Held, Excluding Bills and Exchange Notes
$Bil.
2.6
1.7
8
3.2
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
L5
2.5
I
2.4
3.5
1.5
1.4
1.6
3.0
3.5
4
2
02
04
2
0
4
2
0
4
2
0
4
2
0
4
2
0
10
8
6
4
2
0
2
0
2.7
I
1.8
2.12005
2006
2007
2008
3_9 2009
I2010
1.9
3.8 2011
2012
2013
1.4
4.0
1.2
3.6
I3.4
I4.2
4.4
10.3
1
JFMAMJJASOND
^•Securities issued prior to 1981OTiSSS^rF?™1^^ An.iv* ^New issues calendar year 1981
JFMAMJJASOND
(%%|New issues calendar year 1982
Hill Issued or announced through October 21, 1983 October 25, 1983-10
NET NEW MONEY IN AGENCY FINANCE, QUARTERLY
$Bil.10
9
8
7
6
5
4
3
2
1
0
9
8-
7-
6
5
4
3
2
1
0
FNMA
ii ll. iFHLB^
.•Ii. II II III IV
1979I II III IV
1980
Office of the Secretary of the TreasuryOffice of Government Finance & Market Analysis
•I
I
Privately Held$Bil.
lullFCA
0
-Ih
III!
GNMAMortgage BackedSecurities
ill
llli
i
mlI II III IV I II III IV I II llleIV
1981 1982 1983
13
12
11
10
9
8
7
6
5
4
3
2
1
0I II III IV I II III IV I II III IV I II III IV I II llleIV
1979 1980 1981 1982 1983
*Less than $50 million. e Partly estimated.
1/ Includes FHLB discount notes, bonds, and FHLMC discount notes, debentures,certificates, mortgage-backed bonds, and mortgage participation certificates. October 25, 1983-14
$Bil.
Office of the Secretary of the TreasuryOffice of Government Finance & Market Analysis
AGENCY MATURITIESvPrivately Held
$Bil.
6
4
2
0
4
2
0
2
0
2
0
2
0
2
0
2
IV I II III IV
1991 1992 1993 1994
2.6
1.4 1.3
3.2
I.. .3 .1(- 1995
.4
1996
.1 -5
1997
1.1 .9
• ££•
1998
.1 .2 .2 .1
1999 2000 2001
* _1
2002
* 2.2003
.1
2004
*
2005
.1 .1
2006
.1 .1
2007
JL J.
2008
^2 .3
2009 2010
2011 2012
.4
2013
_1 .2
2014
.2
- 2015 2016 2017 2018
IV I IVI II III IV I IV I
Calendar Years Quarterly±i Securities issued through September 30, 1983* Less than $50 million.
October 25, 1983-16
SCHEDULE OF ISSUES TO BE ANNOUNCED
AND AUCTIONED IN NOVEMBER 19831
Monday Tuesday Wednesday Thursday Friday
1Auction
3 Year^
2Auction
10 Year^
3 AAuction
30 Year*
4
7 8Partial Holiday
9 10 11Holiday
14 15 16Announce
2 Year
17 18Announce
52 Week
21Announce
5 Year
22Auction
2 Yeara
23Auction
52 Week*>
24Holiday
25
28 29Auction
5 Year^
30
Office of the Secretary of the TreasuryOffice of Government Finance & Market Analysis
1/ Does not include weekly bills2/ For settlement November 15
3/ For settlement November 30
*/ For settlement December 1
5/ For settlement in early December
October 25, 1983-22
SCHEDULE OF ISSUES TO BE ANNOUNCEDAND AUCTIONED IN DECEMBER 1983 ^
Monday Tuesday Wednesday Thursday Friday
12 13 14
Announce
2 Year
15 16
Announce
52 Week
19 20 21 22 23
Announce Auction Auction
4 Year 2 Year u 52 Week-2/
7 Year
20 Year
26 27 28 29 30
Holiday Auction Auction Auction4 Year-i/ 7 Year & 20 Year^
Office of the Secretary of the TreasuryOffice of Government Finance & Market Analysis
-i/Does not include weekly bills or the 5 year issuescheduled to be announced in late November
-?>For settlement January 3-2/For settlement December 29
i/For settlement in early JanuaryOctober 25, 1983-21