-
Policy
Policy
Exclusive interviews with leading policymakers that convey the true policy message that impacts markets.
LATEST FROM POLICY: -
EM Policy
EM Policy
Exclusive interviews with leading policymakers that convey the true policy message that impacts markets.
LATEST FROM EM POLICY: -
G10 Markets
G10 Markets
Real-time insight on key fixed income and fx markets.
Launch MNI PodcastsFixed IncomeFI Markets AnalysisCentral Bank PreviewsFI PiFixed Income Technical AnalysisUS$ Credit Supply PipelineGilt Week AheadGlobal IssuanceEurozoneUKUSDeep DiveGlobal Issuance CalendarsEZ/UK Bond Auction CalendarEZ/UK T-bill Auction CalendarUS Treasury Auction CalendarPolitical RiskMNI Political Risk AnalysisMNI Political Risk - US Daily BriefMNI Political Risk - The week AheadElection Previews -
Emerging Markets
Emerging Markets
Real-time insight of emerging markets in CEMEA, Asia and LatAm region
-
Commodities
Commodities
Real-time insight of oil & gas markets
-
Credit
Credit
Real time insight of credit markets
-
Data
-
Global Macro
Global Macro
Actionable insight on monetary policy, balance sheet and inflation with focus on global issuance. Analysis on key political risk impacting the global markets.
Global MacroDM Central Bank PreviewsDM Central Bank ReviewsEM Central Bank PreviewsEM Central Bank ReviewsBalance Sheet AnalysisData AnalysisEurozone DataUK DataUS DataAPAC DataInflation InsightEmployment InsightGlobal IssuanceEurozoneUKUSDeep DiveGlobal Issuance Calendars EZ/UK Bond Auction Calendar EZ/UK T-bill Auction Calendar US Treasury Auction Calendar Chart Packs -
About Us
To read the full story
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.
Real-time Actionable Insight
Get the latest on Central Bank Policy and FX & FI Markets to help inform both your strategic and tactical decision-making.
Free AccessUS Data: Fails By U.S. Government Securities Dealers
As of: November 7, 2018
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) 78046 5112 70373 8964
U.S. Treasury Inflation-Protected
Securities (TIPS) 6934 -1129 6246 -790
Federal Agency and GSE Securities
(excluding MBS) 1305 84 1731 275
Federal Agency and GSE
Mortgage-backed Securities4 4970 -4830 4753 -4992
Other Mortgage-backed Securities 1204 -365 1319 -380
Corporate Securities 18110 2957 23269 3215
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
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.