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US Data: Primary Dealer Securities Positions - Details
As of August 2, 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 02-Aug-17 26-Jul-17 19-Jul-17 12-Jul-17
U.S. Government Securities (excl
TIPS)
Treasury Bills 11011 21725 34220 13811
Coupon Securities
due in less than or equal to 2
years 19051 22143 25173 28277
due in more than 2 years but less
than or equal to 3 years -9276 -12238 -10143 -8296
due in more than 3 years but less
than or equal to 6 years 25988 26572 21819 13010
due in more than 6 years but less
than or equal to 7 years 6397 5138 7137 5683
due in more than 7 years but less
than or equal to 11 years 5712 3174 3634 8424
due in more than 11 years 25503 30161 29365 30640
U.S.Floating Rate Notes
Floating Rate Notes 3382 5627 2708 4534
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 2697 974 428 1530
due in more than 2 years but less
than or equal to 6 years -556 1482 740 1808
due in more than 6 years but less
than or equal to 11 years 1333 1711 2446 1075
due in more than 11 years 1777 1728 1103 1489
Total U.S. Government Securities 93019 108197 118630 101985
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 2956 7297 3916 3891
Coupon Securities 20448 18820 16200 15903
Total Federal Agency and
Government Sponsored Enterprise
Securities 23404 26117 20116 19794
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 31551 27421 28928 29778
All Other Federal Agency and GSE
Residential MBS 29863 27866 27137 26019
Federal Agency and GSE CMBS 5433 5451 5492 5871
Non-Agency MBS
Non-Agency Residential MBS 7684 7671 7703 7153
Other CMBS 6702 6973 6920 7332
Total Mortgage-backed Securities 81233 75382 76180 76153
Corporate Securities
Commercial paper 9223 9134 8524 9415
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 3911 3497 3746 3082
due in 13 months to 5 years 6865 6088 6999 5270
due in 5 years to 10 years 2028 851 2698 1204
due in more than 10 years 1861 -167 1285 237
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 1290 1200 1460 1345
due in 13 months to 5 years 1449 1724 1413 1685
due in 5 years to 10 years -1709 -1525 -1408 -665
due in more than 10 years 1199 1154 1324 1245
Total Corporate Securities 26117 21956 26041 22818
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1660 1467 1506 1472
due in 13 months to 5 years 790 970 1014 1078
due in 5 years to 10 years 2224 2304 2547 2662
due in more than 10 years 9480 10433 11119 10559
Variable rate demand notes 1780 4368 4371 3127
Total State and Municipal
Government Obligations 15934 19542 20557 18898
Asset-backed Securities
Credit card-backed securities 968 991 1044 1386
Student loan-backed securities 2793 2665 2357 2339
Automobile loan-backed securities 1545 1650 1946 2099
Other asset-backed securities 3586 3703 3770 3655
Total Asset-backed securities 8892 9009 9117 9479
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -10714 -12495 20409 -5932
Coupon Securities
due in less than or equal to 2
years -3092 -3030 -3104 1063
due in more than 2 years but less
than or equal to 3 years 2962 -2095 -1847 3543
due in more than 3 years but less
than or equal to 6 years -584 4753 8809 -2297
due in more than 6 years but less
than or equal to 7 years 1259 -1999 1454 -653
due in more than 7 years but less
than or equal to 11 years 2538 -460 -4790 931
due in more than 11 years -4658 796 -1275 -137
U.S.Floating Rate Notes
Floating Rate Notes -2245 2919 -1826 -2300
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 1723 546 -1102 -580
due in more than 2 years but less
than or equal to 6 years -2038 742 -1068 717
due in more than 6 years but less
than or equal to 11 years -378 -735 1371 -2
due in more than 11 years 49 625 -386 60
Total U.S. Government Securities -15178 -10433 16645 -5587
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -4341 3381 25 229
Coupon Securities 1628 2620 297 -248
Total Federal Agency and
Government Sponsored Enterprise
Securities -2713 6001 322 -19
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 4130 -1507 -850 -4609
All Other Federal Agency and GSE
Residential MBS 1997 729 1118 -1056
Federal Agency and GSE CMBS -18 -41 -379 -182
Non-Agency MBS
Non-Agency Residential MBS 13 -32 550 1134
Other CMBS -271 53 -412 -300
Total Mortgage-backed Securities 5851 -798 27 -5013
Corporate Securities
Commercial paper 89 610 -891 1795
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 414 -249 664 112
due in 13 months to 5 years 777 -911 1729 1186
due in 5 years to 10 years 1177 -1847 1494 702
due in more than 10 years 2028 -1452 1048 62
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 90 -260 115 52
due in 13 months to 5 years -275 311 -272 -268
due in 5 years to 10 years -184 -117 -743 -349
due in more than 10 years 45 -170 79 71
Total Corporate Securities 4161 -4085 3223 3363
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 193 -39 34 152
due in 13 months to 5 years -180 -44 -64 23
due in 5 years to 10 years -80 -243 -115 -133
due in more than 10 years -953 -686 560 -994
Variable rate demand notes -2588 -3 1244 947
Total State and Municipal
Government Obligations -3608 -1015 1659 -5
Asset-backed Securities
Credit card-backed securities -23 -53 -342 -101
Student loan-backed securities 128 308 18 59
Automobile loan-backed securities -105 -296 -153 -52
Other asset-backed securities -117 -67 115 -364
Total Asset-backed securities -117 -108 -362 -458
--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com
[TOPICS: MTABLE,MAUDT$,M$U$$$,M$$FI$,MN$FI$]
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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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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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