-
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
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.
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 AccessTrending Top 5
July 25, 2024 17:38 GMT
US$ Credit Supply Pipeline
July 25, 2024 17:25 GMT
US Treasury Auction Calendar
Market News Topics
July 27, 2017 20:07 GMT
US Data: Primary Dealer Securities Positions - Details
As of July 19, 2017
Source: U.S. Federal Reserve Bank of New York
Figures in millions of U.S. dollars
Total net position and level changes calculated by MNI
--------------------------------------------------------------------------------
Wednesday-to-Wednesday 19-Jul-17 12-Jul-17 05-Jul-17 28-Jun-17
U.S. Government Securities (excl
TIPS)
Treasury Bills 34220 13811 19743 18895
Coupon Securities
due in less than or equal to 2
years 25173 28277 27214 29804
due in more than 2 years but less
than or equal to 3 years -10143 -8296 -11839 -10151
due in more than 3 years but less
than or equal to 6 years 21819 13010 15307 13425
due in more than 6 years but less
than or equal to 7 years 7137 5683 6336 7600
due in more than 7 years but less
than or equal to 11 years 3634 8424 7493 8603
due in more than 11 years 29365 30640 30777 33445
U.S.Floating Rate Notes
Floating Rate Notes 2708 4534 6834 8171
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 428 1530 2110 2193
due in more than 2 years but less
than or equal to 6 years 740 1808 1091 295
due in more than 6 years but less
than or equal to 11 years 2446 1075 1077 691
due in more than 11 years 1103 1489 1429 1990
Total U.S. Government Securities 118630 101985 107572 114961
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 3916 3891 3662 1471
Coupon Securities 16200 15903 16151 15187
Total Federal Agency and
Government Sponsored Enterprise
Securities 20116 19794 19813 16658
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 28928 29778 34387 38933
All Other Federal Agency and GSE
Residential MBS 27137 26019 27075 26700
Federal Agency and GSE CMBS 5492 5871 6053 6192
Non-Agency MBS
Non-Agency Residential MBS 7703 7153 6019 6919
Other CMBS 6920 7332 7632 7967
Total Mortgage-backed Securities 76180 76153 81166 86711
Corporate Securities
Commercial paper 8524 9415 7620 5473
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 3746 3082 2970 3640
due in 13 months to 5 years 6999 5270 4084 5139
due in 5 years to 10 years 2698 1204 502 1569
due in more than 10 years 1285 237 175 891
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 1460 1345 1293 1488
due in 13 months to 5 years 1413 1685 1953 1815
due in 5 years to 10 years -1408 -665 -316 -193
due in more than 10 years 1324 1245 1174 1063
Total Corporate Securities 26041 22818 19455 20885
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1506 1472 1320 1697
due in 13 months to 5 years 1014 1078 1055 1690
due in 5 years to 10 years 2547 2662 2795 2918
due in more than 10 years 11119 10559 11553 12511
Variable rate demand notes 4371 3127 2180 4287
Total State and Municipal
Government Obligations 20557 18898 18903 23103
Asset-backed Securities
Credit card-backed securities 1044 1386 1487 1418
Student loan-backed securities 2357 2339 2280 2458
Automobile loan-backed securities 1946 2099 2151 2286
Other asset-backed securities 3770 3655 4019 3822
Total Asset-backed securities 9117 9479 9937 9984
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 20409 -5932 848 12875
Coupon Securities
due in less than or equal to 2
years -3104 1063 -2590 -511
due in more than 2 years but less
than or equal to 3 years -1847 3543 -1688 -2066
due in more than 3 years but less
than or equal to 6 years 8809 -2297 1882 -5200
due in more than 6 years but less
than or equal to 7 years 1454 -653 -1264 1544
due in more than 7 years but less
than or equal to 11 years -4790 931 -1110 3973
due in more than 11 years -1275 -137 -2668 -302
U.S.Floating Rate Notes
Floating Rate Notes -1826 -2300 -1337 3124
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -1102 -580 -83 17
due in more than 2 years but less
than or equal to 6 years -1068 717 796 -628
due in more than 6 years but less
than or equal to 11 years 1371 -2 386 -590
due in more than 11 years -386 60 -561 652
Total U.S. Government Securities 16645 -5587 -7389 12888
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 25 229 2191 -693
Coupon Securities 297 -248 964 231
Total Federal Agency and
Government Sponsored Enterprise
Securities 322 -19 3155 -462
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -850 -4609 -4546 -1857
All Other Federal Agency and GSE
Residential MBS 1118 -1056 375 -1635
Federal Agency and GSE CMBS -379 -182 -139 479
Non-Agency MBS
Non-Agency Residential MBS 550 1134 -900 39
Other CMBS -412 -300 -335 663
Total Mortgage-backed Securities 27 -5013 -5545 -2311
Corporate Securities
Commercial paper -891 1795 2147 -3770
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 664 112 -670 440
due in 13 months to 5 years 1729 1186 -1055 -705
due in 5 years to 10 years 1494 702 -1067 -1265
due in more than 10 years 1048 62 -716 -300
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 115 52 -195 224
due in 13 months to 5 years -272 -268 138 -18
due in 5 years to 10 years -743 -349 -123 80
due in more than 10 years 79 71 111 53
Total Corporate Securities 3223 3363 -1430 -5261
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 34 152 -377 -37
due in 13 months to 5 years -64 23 -635 43
due in 5 years to 10 years -115 -133 -123 -126
due in more than 10 years 560 -994 -958 181
Variable rate demand notes 1244 947 -2107 -1150
Total State and Municipal
Government Obligations 1659 -5 -4200 -1089
Asset-backed Securities
Credit card-backed securities -342 -101 69 107
Student loan-backed securities 18 59 -178 98
Automobile loan-backed securities -153 -52 -135 -711
Other asset-backed securities 115 -364 197 -334
Total Asset-backed securities -362 -458 -47 -840
--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.
We are facing technical issues, please contact our team.
ok
Your request was sent sucessfully! Our team will contact you soon.
ok