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August 03, 2017 20:07 GMT
US Data: Primary Dealer Securities Positions - Details
As of July 26, 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 26-Jul-17 19-Jul-17 12-Jul-17 05-Jul-17
U.S. Government Securities (excl
TIPS)
Treasury Bills 21725 34220 13811 19743
Coupon Securities
due in less than or equal to 2
years 22143 25173 28277 27214
due in more than 2 years but less
than or equal to 3 years -12238 -10143 -8296 -11839
due in more than 3 years but less
than or equal to 6 years 26572 21819 13010 15307
due in more than 6 years but less
than or equal to 7 years 5138 7137 5683 6336
due in more than 7 years but less
than or equal to 11 years 3174 3634 8424 7493
due in more than 11 years 30161 29365 30640 30777
U.S.Floating Rate Notes
Floating Rate Notes 5627 2708 4534 6834
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 974 428 1530 2110
due in more than 2 years but less
than or equal to 6 years 1482 740 1808 1091
due in more than 6 years but less
than or equal to 11 years 1711 2446 1075 1077
due in more than 11 years 1728 1103 1489 1429
Total U.S. Government Securities 108197 118630 101985 107572
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 7297 3916 3891 3662
Coupon Securities 18820 16200 15903 16151
Total Federal Agency and
Government Sponsored Enterprise
Securities 26117 20116 19794 19813
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 27421 28928 29778 34387
All Other Federal Agency and GSE
Residential MBS 27866 27137 26019 27075
Federal Agency and GSE CMBS 5451 5492 5871 6053
Non-Agency MBS
Non-Agency Residential MBS 7671 7703 7153 6019
Other CMBS 6973 6920 7332 7632
Total Mortgage-backed Securities 75382 76180 76153 81166
Corporate Securities
Commercial paper 9134 8524 9415 7620
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 3497 3746 3082 2970
due in 13 months to 5 years 6088 6999 5270 4084
due in 5 years to 10 years 851 2698 1204 502
due in more than 10 years -167 1285 237 175
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 1200 1460 1345 1293
due in 13 months to 5 years 1724 1413 1685 1953
due in 5 years to 10 years -1525 -1408 -665 -316
due in more than 10 years 1154 1324 1245 1174
Total Corporate Securities 21956 26041 22818 19455
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1467 1506 1472 1320
due in 13 months to 5 years 970 1014 1078 1055
due in 5 years to 10 years 2304 2547 2662 2795
due in more than 10 years 10433 11119 10559 11553
Variable rate demand notes 4368 4371 3127 2180
Total State and Municipal
Government Obligations 19542 20557 18898 18903
Asset-backed Securities
Credit card-backed securities 991 1044 1386 1487
Student loan-backed securities 2665 2357 2339 2280
Automobile loan-backed securities 1650 1946 2099 2151
Other asset-backed securities 3703 3770 3655 4019
Total Asset-backed securities 9009 9117 9479 9937
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -12495 20409 -5932 848
Coupon Securities
due in less than or equal to 2
years -3030 -3104 1063 -2590
due in more than 2 years but less
than or equal to 3 years -2095 -1847 3543 -1688
due in more than 3 years but less
than or equal to 6 years 4753 8809 -2297 1882
due in more than 6 years but less
than or equal to 7 years -1999 1454 -653 -1264
due in more than 7 years but less
than or equal to 11 years -460 -4790 931 -1110
due in more than 11 years 796 -1275 -137 -2668
U.S.Floating Rate Notes
Floating Rate Notes 2919 -1826 -2300 -1337
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 546 -1102 -580 -83
due in more than 2 years but less
than or equal to 6 years 742 -1068 717 796
due in more than 6 years but less
than or equal to 11 years -735 1371 -2 386
due in more than 11 years 625 -386 60 -561
Total U.S. Government Securities -10433 16645 -5587 -7389
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 3381 25 229 2191
Coupon Securities 2620 297 -248 964
Total Federal Agency and
Government Sponsored Enterprise
Securities 6001 322 -19 3155
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -1507 -850 -4609 -4546
All Other Federal Agency and GSE
Residential MBS 729 1118 -1056 375
Federal Agency and GSE CMBS -41 -379 -182 -139
Non-Agency MBS
Non-Agency Residential MBS -32 550 1134 -900
Other CMBS 53 -412 -300 -335
Total Mortgage-backed Securities -798 27 -5013 -5545
Corporate Securities
Commercial paper 610 -891 1795 2147
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -249 664 112 -670
due in 13 months to 5 years -911 1729 1186 -1055
due in 5 years to 10 years -1847 1494 702 -1067
due in more than 10 years -1452 1048 62 -716
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -260 115 52 -195
due in 13 months to 5 years 311 -272 -268 138
due in 5 years to 10 years -117 -743 -349 -123
due in more than 10 years -170 79 71 111
Total Corporate Securities -4085 3223 3363 -1430
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -39 34 152 -377
due in 13 months to 5 years -44 -64 23 -635
due in 5 years to 10 years -243 -115 -133 -123
due in more than 10 years -686 560 -994 -958
Variable rate demand notes -3 1244 947 -2107
Total State and Municipal
Government Obligations -1015 1659 -5 -4200
Asset-backed Securities
Credit card-backed securities -53 -342 -101 69
Student loan-backed securities 308 18 59 -178
Automobile loan-backed securities -296 -153 -52 -135
Other asset-backed securities -67 115 -364 197
Total Asset-backed securities -108 -362 -458 -47
--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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