Research

Government Securities Dealers Reports
These reports collect information on market activity from primary dealers in U.S. government securities. This family of reports consists of the Weekly Report of Dealer Positions (FR 2004A), the Weekly Report of Cumulative Dealer Transactions (FR 2004B), the Weekly Report of Dealer Financing and Fails (FR 2004C), the Weekly Report of Specific Issues (FR 2004SI), the Daily Report of Specific Issues (FR 2004SD), and the Daily Report of Dealer Activity in Treasury Financing (FR 2004WI). The FR 2004A collects weekly data on dealers' outright positions in Treasury and other marketable debt securities. The FR 2004B collects cumulative weekly data on the volume of transactions made by dealers in the same instruments for which positions are reported on the FR 2004A. The FR 2004C collects weekly data on the amounts of dealer financing and fails. The FR 2004SI collects weekly data on outright, financing, and fails positions in current or on-the-run issues. Under certain circumstances this information is also collected on a daily basis on the FR 2004SD for on-the-run and off-the-run securities. The FR 2004WI collects daily data on positions in to-be-issued Treasury coupon securities, mainly the trading on a when-issued delivery basis.

Monthly Survey of Industrial Electricity Use
The Board of Governors of the Federal Reserve discontinued the Monthly Survey of Industrial Electricity Use (FR 2009; OMB No. 7100 0057) in November 2005. This voluntary survey collected information on the volume of electric power delivered during the month to classes of industrial customers. The reliability of the FR 2009 data decreased because of industry consolidation that resulted from the deregulation of the electricity markets. Between 1997 and 2005, the number of respondents and the coverage of the amount of electric power used by industry had decreased about 30 percent. Consequently, the electric power data became unacceptably volatile and required a significant increase in staff resources to continue the use of these data in the construction of industrial production.

The electric power data were used in deriving the Federal Reserve's monthly index of industrial production (IP) as well as for calculating the monthly estimates of electric power used by industry. The electric power component of the IP index has been replaced with production-worker hours data supplied by the Bureau of Labor Statistics.

Selected Balance Sheet Items for Discount Window Borrowers
The Federal Reserve collects balance sheet data from discount window borrowers on the FR 2046 to monitor discount window borrowing. Borrowers report six data items: total securities, federal funds sold and resale agreements, total loans (gross), total assets, total deposits, and federal funds purchased and repurchase agreements.

Weekly Report of Eurodollar Liabilities Held by Selected U.S. Addressees at Foreign Offices of U.S. Banks
The Board of Governors of the Federal Reserve discontinued the Weekly Report of Eurodollar Liabilities Held by Selected U.S. Addressees at Foreign Offices of U.S. Banks (FR 2050; OMB No. 7100-0068) in March 2006. In November 2005, the Federal Reserve decided to cease collecting, constructing, and publishing the M3 monetary aggregate, effective in March 2006. As a result of the Federal Reserve's decision to cease constructing the M3 monetary aggregate, data collected on the FR 2050 are no longer needed.

This voluntary report collected two items of daily data once a week: (1) total non-negotiable Eurodollars and (2) negotiable term Eurodollars held in custody accounts, both payable to U.S. addressees other than depository institutions and money market mutual funds. The primary use of the data was to construct the Eurodollar component of the M3 monetary aggregate. The data were also used for analysis of depository institutions' funding practices.

The analysis of bank liability management can be adequately handled by liabilities reported on the Weekly Report of Assets and Liabilities for Large Banks (FR 2416; OMB No. 7100-0075); Weekly Report of Selected Assets (FR 2644; OMB No. 7100-0075); and Weekly Report of Assets and Liabilities for Large U.S. Branches and Agencies of Foreign Banks (FR 2069; OMB No. 7100-0030) (bank credit reports).

Semiannual Report of Derivatives Activity
The FR 2436 report collects data on notional amounts and gross market values of the volumes outstanding of over-the-counter (OTC) derivatives in broad categories--foreign exchange, interest rate, equity- and commodity-linked, and credit default swaps--across a range of underlying currencies, interest rates, and equity markets.

Quarterly Report of Assets and Liabilities of Large Foreign Offices of U.S. Banks
This report collects data on the geographic distribution of the assets and liabilities of major foreign branches and subsidiaries of U.S. commercial banks and of Edge and agreement corporations.

Central Bank Survey of Foreign Exchange and Derivatives Market Activity
The FR 3036 survey consists of a Turnover section and a section on Derivatives Outstandings. The Turnover section requests information on the monthly volume of transactions (turnover) in the foreign exchange cash market, the foreign exchange derivatives market, and the interest rate derivatives markets. The Derivatives Outstandings section requests data on outstanding contracts in the derivatives markets for foreign exchange, interest rates, equities, and commodities.