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Foreign Holdings of Federal Debt

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Order Code RS22331 Updated November 28, 2005 CRS Report for Congress Received through the CRS WebMarch 14, 2007 Foreign Holdings of Federal Debt Justin Murray Information Research Specialist Knowledge Services Group Marc Labonte Specialist in Macroeconomics Government and Finance Division Summary This report presents current data on estimated ownership of United States Treasury securities and major holders of federal debt by country. Federal debt represents the accumulated balance of borrowing by the federal government. To finance federal borrowing, United States Treasury securities are sold to investors. Treasury securities may be purchased directly from the Treasury or on the secondary market in the United States or overseas by the individual private investors, financial institutionsby individual private investors, financial institutions in the United States or overseas, and foreign, state, or local governments. Foreign investment in federal debt has grown in recent years, prompting questions on the location of the foreign holders and how much debt they hold. Federal debt represents, in large measure, the accumulated balance of federal borrowing of the United States government. The portion of gross federal debt held by the public consists primarily of investment in U.S. Treasury securities.1 Investors in the United States and abroad include official institutions such as the United States Federal Reserve, financial institutions such as private banks, and private individual investors. Table 1 below provides dataprovides December 2006 data, available as of November 2005March 2007, on estimated ownership of U.S. Treasury securities by type of investment and the percentage of that investment attributable to foreign investors. As the table notes, during the past four investment attributable to foreign investors.2 1 Figures on federal debt held by the public are available on the Department of Treasury Bureau of Public Debt website, “The Debt to the Penny and Who Holds It,” at [http://www.treasurydirect.gov/NP/BPDLogin?application=np], visited on Mar. 14, 2007. 2 This report discusses foreign holdings of U.S. federal debt. Foreign investors also hold U.S. private securities. For data on foreign holdings of U.S. private securities, see “Survey of Foreign Holdings of U.S. Securities,” at [http://www.ustreas.gov/tic/shlhistdat.html], produced by the (continued...) CRS-2 As the table shows, during the past five years, foreign holdings of the public debt have increased more than the total privately held debt has increased. Foreign holdings of debt increased by $856.5 billion to nearly $1.91.17 trillion to more than $2.2 trillion from December 2000 to December 20042001 to December 2006. During the same period, total privately held debt increased by $786 billion to $3.7 trillion. 1 Figures on debt held by the public are available on the Bureau of Public Debt website, “The Debt to the Penny and Who Holds It,” at [http://www.publicdebt.treas.gov/opd/opdpdodt.htm]. Congressional Research Service ˜ The Library of Congress CRS-21.3 trillion to $4.12 trillion. In December 20002001, total foreign investment in U.S. federal debt was just over $1 trillion (35.937.3%) of the total $2.898 trillion in privately held debt. By December 20042006, total foreign investment in U.S. federal debt grew by 15.717 percentage points to approximately $1.92.225 trillion (51.654.0%) of all debt held by private investors.23 Table 1. Estimated Ownership of U.S. Treasury Securities (in billions of dollars) End of month Total public debt held by all private investors Total public debt held by by foreign investors Percentage of public debt held by foreign investors Dec. 2004 $3,667.1 $1,890.7 51.6% Dec. 2003 $3,377.9 $1,537.6 45.5% Dec. 2002 $3,018.5 $1,200.8 39.8% Dec. 2001 $2,819.5 $1,051.2 37.3% Dec. 2000 $2,880.4 $1,034.2 35.9Foreign holdings as a share of total privately-held public debt Dec. 2006 $4,122.1 $2,225.0 54.0% Dec. 2005 $3,970.6 $2,036.0 51.3% Dec. 2004 $3,690.6 $1,853.4 50.2% Dec. 2003 $3,377.9 $1,533.0 45.4% Dec. 2002 $3,018.5 $1,246.8 41.3% Dec. 2001 $2,819.5 $1,051.2 37.3% Source: Table OFS-2: Estimated Ownership of U.S. Treasury Securities from the September 2005 Treasury Bulletin. See link for “Ownership of Federal Securities” tables at March 2007 Treasury B u l l e tin. See link for “Owne r s hi p o f F e d e r a l S e c ur i t i e s ” t a b l e s a t [http://www.fms.treas.gov/ bulletin/index.html]. Percentage approximations Data in the table above represent estimated figures current as of March 14, 2007. For the most current data, connect to the link listed above. Percentage shares calculated by CRS. Notes: Although gross federal debt is the broadest measure of the debt, it may not be the most important one. The debt measure that is relevant in an economic sense is debt held by the public. This is the measure of debt that has actually been sold in credit markets and has influenced interest rates and private investment decisions. This table reflects that portion of public debt held by all private investors in federal securities and the portion of that debt held by foreign investors. See CRS Report RL31590, The Federal Government Debt: Its Size and Economic Significance, by Brian Cashell. 2 (...continued) Treasury Department International Capital System. 3 Data are excerpted from Table OFS-2 in the March 2007 Treasury Bulletin. Table OFS-2 presents the estimated ownership of U.S. Treasury securities. Information is primarily obtained from the Federal Reserve Board of Governors Flow of Funds data, Table L209. State, local, and foreign holdings include special issues of nonmarketable securities to municipal entities and foreign official accounts. They also include municipal, foreign official, and private holdings of marketable Treasury securities. CRS-3 Data on major foreign holders (investors) of federal debt by country are provided in Table 2 below. According to the tabledata, the top three top-estimated foreign holders of federal debt by country, ranked in descending order as of September 2005December 2006, are Japan ($687.3 644.3 billion), China ($252.2349.6 billion), and the United Kingdom ($182.4239.1 billion). Based on these estimates, Japan’s portion of the investment in U.S. federal debt constitutes approximately 33.3 holds approximately 29.0% of all foreign investment in U.S. privately held federal debt; China’s, approximately 12.2%; and holds approximately 15.7%; and the United Kingdom’s, holds approximately 8.8%. 2 Data are excerpted from Table OFS-2 in the September 2004 Treasury Bulletin. Table OFS-2 presents the estimated ownership of U.S. Treasury securities. Information is primarily obtained from the Federal Reserve Board of Governors Flow of Funds data, Table L209. State, local, and foreign holdings include special issues of nonmarketable securities to municipal entities and foreign official accounts. They also include municipal, foreign official, and private holdings of marketable Treasury securities. CRS-3 Table 2. The Top Ten Foreign Holders of Federal Debt, by Country10.8%. Table 2. The Top 10 Foreign Holders of Federal Debt, by Country (Data current as of March 14, 2007) In billions of dollars (as of September 2005December 2006) Percentage of all foreign investmentholdings in federal debt In billions of dollars (as of September 2000December 2001) Percentage of all foreign investmentholdings in federal debt Japan $687.3 33.3644.3 29.0% Japan $317.39 30.5% Mainland China $252.2 12.2% Mainland China $62.1 6.0% United Kingdom $182.4 8.8% United Kingdom $64.3 6.2% Caribbean Banking Centers $102.9 5.0% Germany $50.9 4.9% Taiwan $71.8 3.5% OPEC $46.8 4.5% Germany $63.5 3.1% Taiwan $38.1 3.7% Korea $61.7 3.0% Hong Kong $37.4 3.6% OPEC $54.6 2.6% Caribbean Banking Centers $33.9 3.3% Canada $48.1 2.3% Korea $28.1 2.7% Hong Kong $47.8 2.3% BelgiumLuxembourg $23.36% Mainland China $349.6 15.7% Mainland China $78.6 7.6% United Kingdom $239.1 10.8% Germany $47.8 4.6% Oil Exporters $100.9 4.5% Hong Kong $47.7 4.6% Korea $70.0 3.1% Oil Exporters $46.8 4.5% Carribean Banking Centers $68.0 3.1% United Kingdom $45.0 4.3% Taiwan $63.1 2.8% Taiwan $35.3 3.4% Hong Kong $53.9 2.4% Korea $32.8 3.2% Germany $52.5 2.4% Carribean Banking Centers $27.6 2.7% Brazil $52.1 2.3% BelgiumLuxembourg $22.4 2.2% 76.2% Total Top 10 Countries of Foreign Investors in Federal Debt $702.2701.9 67.65% 100% Total All Foreign Investment in Federal Debt $1,038.8040.1 100% Total Top 10 Countries of Foreign Investors in Federal Debt Total All Foreign Investment in Federal Debt $1572.3 $2,062.91,693.4 $2,223.5 Source: The Treasury Department International Capital System provides data on estimated foreign holders of federal debt historically by month on its website at [http://www.treas.gov/tic/mfh.txt]. Note: Percentages may vary slightly due to rounding. Historical datamfhhis01.txt]. Current monthly estimates are available at [http://www.treas.gov/ tic/mfhhis01tic/mfh.txt]. Data, including historical data, in these Treasury Department tables are periodically adjusted. Data in the table above represent estimated amounts current as of March 14, 2007. For the most current data connect to the link listed above. Percentage approximations calculated by CRS. Note: Percentages may vary slightly due to rounding. CRS-4 Foreign investment as estimated by the Treasury Department can be divided into official (governmental investment) and private (individual investment) sources. Figure 1 below 1 provides data on the current breakdown of estimated foreign holdings in U.S. federal debt. As the figure shows, just over 59.559.3% of foreign holdings in U.S. federal debt are held by governmental sources. CRS-4 Figure 1 Private investors hold the other 40.7%. Figure 2. Breakdown of Official Versusvs. Private Foreign Holdings inof U.S. Federal Debt Source: Treasury Department International Capital System, at [http://www.treas.gov/tic/mfh.txt] (billions of $) 59.3% $1,317.5 40.7% $906 Source: T r easur y Dep ar t me n t I n t e r n a t i o n a l C a p i t a l S ys tem, at [http://www.treas.gov/tic/mfhhis01.txt]. Data in the chart above represent estimated figures current as of March 14, 2007. Data in these Treasury Department tables are periodically adjusted. For the most current estimates, click on the URL address listed above. Notes: The estimated combined total of all foreign holdings is $2,065.5 for December 2006 was $2,223.5 billion. Data as of November 16, 2005. consist of reported December 2006 figures from the Treasury Department International Capital System [http://www.treas.gov/tic/mfh.txt], visited on March 14, 2007. The breakdown between estimated official and private holdings is not publically available on a country-by-country basis. Percentages approximated by CRS. Foreign Investment in U.S. Federal Debt: Why Is It an Issue of Concern? Foreign ownership of federal debt has become a growing concern among some Members of Congress because of the nation’s large and rising trade deficit. During the past three decades, U.S. national saving has not been adequate to finance its capital investment needs and borrowing from abroad has covered the gap. In order for foreigners CRS-5 to invest in the U.S. economy on net, the United States must import more than it exports or (run a trade deficit). When the government runs a budget deficit, as it has done since 2002, it reduces the national saving rate. This implies that domestic investment must fall, unless private saving rises or borrowing from abroad increases.34 As seen in Table 1, as the national debt has increased, foreign ownership of U.S. Treasuries has followed closely, suggesting that the budget deficit has been financed, in part, through borrowing abroad. InBy June 2004, foreigners held more than 50% of the publicly held debt public debt held by private investors for the first time. Although this percentage has no particular economic significance, it has symbolic significance for somemay have other significance. Since 2002, some observers have been concerned that the nature of foreign purchases of U.S. Treasuries has changed. Beginning in that year, a large and growing fraction of the trade deficit was financed through official purchases of U.S. assets, such as purchases by foreign central banks. Although no direct data on official purchases of Treasuries by 3 CRS Report RS21409, The Budget Deficit and Trade Deficit: What is Their Relationship?, by Marc Labonte and Gail Makinen. CRS-5 country exist, one can infer that the Treasuries may have been purchased by certain Asian countries because they were the only countries that had large increases in their foreign reserves during that period. In descending order, Japan, China, Taiwan, Korea, and India had the largest increases in total foreign reserves (including non-U.S. assets) from 2002 to 2004. to 2005. Although the effect on the U.S. economy of official purchases of Treasuries is the same as private purchases, the motivations behind the purchases are different. Whereas private purchases are typically motivated by the profit incentive, official purchases may be motivated by a country’s desire to keep its exchange rate constant or mitigate its rise against the dollar.45 Many observers are concerned that the large fraction of national debt held by foreigners has the potential to be harmful to the U.S. economy. Specifically, they fear that if foreigners suddenly decided to stop holding U.S. Treasury securities, the dollar would securities or decided to diversify their holdings, the dollar could plummet in value and interest rates would rise. Others are concerned that China’s accumulation of hard currency assets will allow it to undertake activities in the foreign affairs and military realms that are not in the U.S. interest. When foreigners purchase U.S. Treasuries, or any other U.S. asset, the interest rate is reduced, unlikelower than when borrowing is financed domestically out of national saving. Thus, when overall interest rates fallare lower as a result of net capital inflows, more interest-sensitive interestsensitive spending is undertaken. Interest-sensitive spending includes capital investment (e.g., production plants and equipment), residential investment (e.g., new homes), and durable durable consumption goods (e.g., automobiles and appliances). On the other hand, foreign borrowing is linked to trade deficitsU.S. foreign borrowing induces a trade deficit by reducing exports and import-competing production. The trade deficit occurs because foreigners must first purchase U.S. dollars before purchasing U.S. assets. When the demand for dollars increases, the dollar appreciates, making U.S. exports and import-competing goods relatively more expensive. 4 CRS Report RS21409, The Budget Deficit and Trade Deficit: What Is Their Relationship? by Marc Labonte and Gail Makinen. 5 See CRS Report RS21951, The U.S. Trade Deficit: Role of Foreign Governments, by Marc Labonte and Gail Makinen. CRS-6 Thus, foreign borrowing shifts production out of the trade sector and into the interestsensitive sector.56 Selected CRS Reports CRS Report RS21409, The Budget Deficit and Trade Deficit: What isIs Their Relationship? by Marc Labonte and Gail E. Makinen. CRS Report RS21951, Changing Causes of the U.S. Trade Deficit, by Marc Labonte and Gail Makinen. CRS Report RL31590, Federal Government Debt: Its Size and Economic Significance, by Brian W. CashellRL31590, Federal Government Debt: Its Size and Economic Significance, by Brian W. Cashell. CRS Report RL33723, Growth in Foreign Holdings of Federal Debt, by Philip Winters. CRS Report RL30520, The National Debt: Who Bears Its Burden?, by Marc Labonte and Gail E. Makinen. CRS Report RS20645, Recent Changes in Federal Debt and Its Major Components, by Philip D. Winters. CRS Report RL31032, U.S. Trade Deficit: Cause, Consequences, and Cures, by Craig Elwell. 4 See CRS Report RS21951, Changing Causes of the U.S. Trade Deficit, by Marc Labonte and Gail Makinen. 5 CRS Report RL31032, K. Elwell. CRS Report RS21951, The U.S. Trade Deficit: Role of Foreign Governments, by Marc Labonte and Gail E. Makinen. crsphpgw 6 CRS Report RL31032, The U.S. Trade Deficit: Causes, Consequences, and Cures, by Craig Elwell.