OVERVIEW
This table provides details of UK Monetary financial institutions’ (MFIs’) (excluding central bank) holdings of UK government bonds and treasury bills. It includes net positions, consistent with those published in Table B1.4, but extends the range of information available by also showing long and short positions. These are then further split into the three maturity categories; under 5 years residual maturity, 5 to 25 years residual maturity and over 25 years residual maturity.
AVAILABILITY
All data are available monthly, with levels data available from May 2009 and flows data available from June 2009. The data are not seasonally adjusted. Publication of data will usually occur on the 21st working day following the end of the period in Table B1.7 Bankstats (Monetary and Financial Statistics) or subject to the published schedule of releases.
Changes in a series between one period and the next may not equal the difference in amounts outstanding because they include, among others, adjustments to exclude price movements and changes in the reporting population.
SOURCES
Monthly data are provided directly to the Bank of England on the form GT by a selected population of UK-resident MFIs. For those MFIs who do not report, data are grossed up based on the net figures reported on form BT to provide a full population figure.
All data are subject to revision if and when new information becomes available. For more information on revisions practices see the Explanatory Note on revisions, available here.
DEFINITIONS
The amount of long positions reported includes all securities that are beneficially owned by MFIs, including those that have been lent or sold for a finite period with a commitment to repurchase under repo agreements. Securities that have been borrowed or purchased for a finite period with a commitment to re-sell under a reverse repo arrangement are not included in this data. However, where borrowed securities are sold without an agreement to repurchase they will be included as a short position.
The figures for MFIs’ transactions in UK government securities have been estimated from movements in the holdings data adjusted to exclude the estimated effect of movements in prices during each month.