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November 02, 2017 20:13 GMT
US Data: Fails By U.S. Government Securities Dealers
As of: October 25, 2017
Source: U.S. Federal Reserve Bank of New York
Figures in millions of U.S. dollars
Fails to Fails To
Type of Security receive Change Deliver Change
--------------------------------------------------------------------------------
U.S. Treasury Securities (excluding
TIPS) 149707 20855 145813 22290
U.S. Treasury Inflation-Protected
Securities (TIPS) 7080 1372 6027 632
Federal Agency and GSE Securities
(excluding MBS) 2157 1281 2854 1735
Federal Agency and GSE
Mortgage-backed Securities4 17420 -18997 20809 -26316
Other Mortgage-backed Securities 2054 286 2886 272
Corporate Securities 14342 -2561 23140 -419
Notes:
Delivery Fails occur when a trade fails to settle on schedule.
There are two parties to every fail: one party fails to receive the
security (fails to receive) and one party fails to deliver the security
(fails to deliver). Outright purchase and sale transactions can result
in a fail. Financing transactions (securities borrowed or securities
lent, also known as the market for collateral) may also result in a
fail.
Aggregated fails data are aggregated across four distinct
securities categories: Treasury Securities, Agency Securities,
Mortgage-Backed Securities, and Corporate Securities. While fails are
reported separately for these four categories, there is no defined
breakdown within each category. For example, fails for Treasury bills
are not reported separately from fails for Treasury notes.
Fails data reflect cumulative weekly aggregated 'fails to receive'
and 'fails to deliver' for the primary dealer community. Aged fails are
not reported separately from overall fails. Fails are reported at the
amount that was to be paid or received on the day the failed trade was
to settle.
Fails in Mortgage-Backed securities include 'to be announced'
securities where the settlement date is beyond the contractual
settlement date.
Data are not published if fewer than three dealers report financing
in this category. Figures may not add due to rounding. Data may reflect
revisions since prior publication.
--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com
[TOPICS: MTABLE,MAUDT$,M$U$$$,M$$FI$,MN$FI$]
To read the full story
Close
Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
Sign up now for free trial access to this content.
Please enter your details below.
Why MNI
MNI is the leading provider
of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
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