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US 10YR FUTURE TECHS

(M1)‌‌ Needle Still Points North

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Expiries for Mar 02 NY cut 1000ET (Source DTCC)

GILT SUMMARY

Budget And Financial Tightening In The Spotlight

Release for week ended: February 27, 2019
Source: Federal Reserve H.4.1
Amounts in millions of U.S. dollars
*Calculation by Market News International
                                           Daily average:
Reserve Bank credit, related items           Wk ended   Chg from  Wednesday
and reserve balances                           Feb 27     Feb 20      Feb 27
Reserve Bank credit:                         3,939,793    -12,320  3,934,831
 Securities held outright                    3,795,931     -9,849  3,792,109
  US Treasury (1)                            2,182,132      -3430  2,182,092
   Bills (2)                                         0          0          0
   Notes and bonds, nominal (2)              2,046,102      -3327  2,046,102
   Notes and bonds, infl-index (2)             114,769          0    114,769
   Inflation compensation (3)                   21,261       -103     21,221
  Federal agency (2)                             2,409          0      2,409
 Mortgage-based securities                   1,611,390     -6,419  1,607,609
 Unamortized premiums on outright sec          137,302       -462    137,099
 Unamortized discounts on outright sec         -13,230         22    -13,218
 Repurchase agreements (4)                           0          0          0
 Other loans to institutions                        23          4         12
  Primary credit                                    13          8          3
  Secondary credit                                   0          0          0
  Seasonal credit                                   10         -4          9
  Other credit extensions                            0          0          0
 Net portfolio holdings of Maiden Lane (5)           0          0          0
 Float                                            -273       -106       -897
Central Bank liquidity swaps (13)                   88         20         88
 Other Federal Reserve assets                   19,952      -1949     19,637
 Foreign currency denominated assets            20,780         47     20,792
Gold stock                                      11,041          0     11,041
S.D.R. certificate account                       5,200          0      5,200
Treasury currency outstanding (6)               49,874         14     49,874
Total factors supplying
 reserve funds                               4,026,688    -12,258  4,021,738
Currency in circulation (6)                  1,710,884         -9  1,712,356
Reverse repo agreements (7)                    253,532      4,603    251,348
 Foreign official, intl accounts               249,700      4,580    249,433
 Others                                          3,832         22      1,915
Treasury cash holdings                             300         19        312
Deposits with Fed other than reserves          376,293    -25,926    330,718
 Term Deposits Held By Institutions                  0          0          0
 U.S. Treasury, general account                310,574    -23,322    266,024
 Foreign official                                5,244          0      5,243
 Other                                          60,475     -2,604     59,451
Other liabilities and capital (8)               44,929        885     44,794
Total factors, other than reserve
 balances, absorbing reserve funds           2,385,938    -20,429  2,339,528
Reserve balances with
  Federal Reserve banks (7)                  1,640,750      8,170  1,682,210
                                           Daily average:
                                             Wk ended   Chg from  Wednesday   Chg from
                                                Feb 27     Feb 20     Feb 27     Feb 20
Mktable securities held in custody
 for foreign offl and intl accounts          3,442,315     10,428  3,452,721     15,330
   Total includes:
                             U.S. Treasury   3,046,954     10,404  3,057,282     13,422
                            Federal Agency     324,007       -681    323,824        989
                     Other Securities (14)      71,353        704     71,615        919
                Securities Lent To Dealers      22,568       -274     21,030     -1,803
                    Overnight Facility (9)      22,568       -274     21,030     -1,803
                  U.S. Treasury Seucrities      22,568       -274     21,030     -1,803
                    Agency Debt Securities           0          0          0          0
                                            Wednesday   Chg from  Wednesday
                                                Feb 27     Feb 20     Feb 20
Mortgage-backed Securities Held Outright     1,607,609     -6,541  1,614,150
 Commitments to buy MBS                            286        -38        324
 Commitments to sell MBS                             0          0          0
Maiden Lane Net Portfolio Holdings                   0          0          0
Notes:
(1) Including securities lent to dealers under the overnight
and term securities lending facilities.
(2) Face value of the securities.
(3) Compensation that adjusts for effects of inflation on the original face
value of inflation-indexed securities.
(4) Cash value of agreements collateralized by U.S. government and federal
agency securities.
(5) Fair value.
(6) Estimated.
(7) Cash value of agreements collateralized by U.S. Treasury securities.
(8) Includes the liability for earnings remittances due to the U.S. Treasury.
(9)Fully collateralized by other U.S. Treasury Securities
(10)Fully collateralized by other U.S. Treasury Securities, federal agency securities
and highly rated non-agency MBS.
(11)Includes credit extended through the PDCF and credit extended to
certain other broker-dealers.
(12)Reflects extensions of credit to banks to finance purchases of high-quality
asset-backed commercial paper from money market mutual funds.
(13)Pending the closing of the recapitalization plan announced by AIG on
September 30, 2010, the case proceeds from the dispostion of certain AIG
assets will be held by the FRBNY as agent.
(14)Includes nonmarketable US Treasury securities, supranationals
corporate bonds, asset-backed securities, and commercial paper
     ** MNI Washington Bureau: (202) 371-2121 **
[TOPICS: MAUDT$,M$U$$$]