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August 17, 2017 20:15 GMT
US Data: Primary Dealer Securities Positions - Details
As of: August 9, 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 09-Aug-17 02-Aug-17 26-Jul-17 19-Jul-17
U.S. Government Securities (excl
TIPS)
Treasury Bills 16758 11011 21725 34220
Coupon Securities
due in less than or equal to 2
years 18276 19051 22143 25173
due in more than 2 years but less
than or equal to 3 years -5908 -9276 -12238 -10143
due in more than 3 years but less
than or equal to 6 years 25212 25988 26572 21819
due in more than 6 years but less
than or equal to 7 years 5376 6397 5138 7137
due in more than 7 years but less
than or equal to 11 years 4118 5712 3174 3634
due in more than 11 years 26937 25503 30161 29365
U.S.Floating Rate Notes
Floating Rate Notes 4235 3382 5627 2708
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 2880 2697 974 428
due in more than 2 years but less
than or equal to 6 years -386 -556 1482 740
due in more than 6 years but less
than or equal to 11 years 975 1333 1711 2446
due in more than 11 years 1627 1777 1728 1103
Total U.S. Government Securities 100100 93019 108197 118630
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 2857 2956 7297 3916
Coupon Securities 19539 20448 18820 16200
Total Federal Agency and
Government Sponsored Enterprise
Securities 22396 23404 26117 20116
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 31592 31551 27421 28928
All Other Federal Agency and GSE
Residential MBS 28010 29863 27866 27137
Federal Agency and GSE CMBS 5478 5433 5451 5492
Non-Agency MBS
Non-Agency Residential MBS 7577 7684 7671 7703
Other CMBS 6923 6702 6973 6920
Total Mortgage-backed Securities 79580 81233 75382 76180
Corporate Securities
Commercial paper 8862 9223 9134 8524
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 3627 3911 3497 3746
due in 13 months to 5 years 7322 6865 6088 6999
due in 5 years to 10 years 1648 2028 851 2698
due in more than 10 years 2805 1861 -167 1285
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 1209 1290 1200 1460
due in 13 months to 5 years 1706 1449 1724 1413
due in 5 years to 10 years -875 -1709 -1525 -1408
due in more than 10 years 1208 1199 1154 1324
Total Corporate Securities 27512 26117 21956 26041
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1326 1660 1467 1506
due in 13 months to 5 years 933 790 970 1014
due in 5 years to 10 years 2038 2224 2304 2547
due in more than 10 years 10062 9480 10433 11119
Variable rate demand notes 2384 1780 4368 4371
Total State and Municipal
Government Obligations 16743 15934 19542 20557
Asset-backed Securities
Credit card-backed securities 1309 968 991 1044
Student loan-backed securities 2781 2793 2665 2357
Automobile loan-backed securities 1636 1545 1650 1946
Other asset-backed securities 3901 3586 3703 3770
Total Asset-backed securities 9627 8892 9009 9117
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 5747 -10714 -12495 20409
Coupon Securities
due in less than or equal to 2
years -775 -3092 -3030 -3104
due in more than 2 years but less
than or equal to 3 years 3368 2962 -2095 -1847
due in more than 3 years but less
than or equal to 6 years -776 -584 4753 8809
due in more than 6 years but less
than or equal to 7 years -1021 1259 -1999 1454
due in more than 7 years but less
than or equal to 11 years -1594 2538 -460 -4790
due in more than 11 years 1434 -4658 796 -1275
U.S.Floating Rate Notes
Floating Rate Notes 853 -2245 2919 -1826
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 183 1723 546 -1102
due in more than 2 years but less
than or equal to 6 years 170 -2038 742 -1068
due in more than 6 years but less
than or equal to 11 years -358 -378 -735 1371
due in more than 11 years -150 49 625 -386
Total U.S. Government Securities 7081 -15178 -10433 16645
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -99 -4341 3381 25
Coupon Securities -909 1628 2620 297
Total Federal Agency and
Government Sponsored Enterprise
Securities -1008 -2713 6001 322
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 41 4130 -1507 -850
All Other Federal Agency and GSE
Residential MBS -1853 1997 729 1118
Federal Agency and GSE CMBS 45 -18 -41 -379
Non-Agency MBS
Non-Agency Residential MBS -107 13 -32 550
Other CMBS 221 -271 53 -412
Total Mortgage-backed Securities -1653 5851 -798 27
Corporate Securities
Commercial paper -361 89 610 -891
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -284 414 -249 664
due in 13 months to 5 years 457 777 -911 1729
due in 5 years to 10 years -380 1177 -1847 1494
due in more than 10 years 944 2028 -1452 1048
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -81 90 -260 115
due in 13 months to 5 years 257 -275 311 -272
due in 5 years to 10 years 834 -184 -117 -743
due in more than 10 years 9 45 -170 79
Total Corporate Securities 1395 4161 -4085 3223
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -334 193 -39 34
due in 13 months to 5 years 143 -180 -44 -64
due in 5 years to 10 years -186 -80 -243 -115
due in more than 10 years 582 -953 -686 560
Variable rate demand notes 604 -2588 -3 1244
Total State and Municipal
Government Obligations 809 -3608 -1015 1659
Asset-backed Securities
Credit card-backed securities 341 -23 -53 -342
Student loan-backed securities -12 128 308 18
Automobile loan-backed securities 91 -105 -296 -153
Other asset-backed securities 315 -117 -67 115
Total Asset-backed securities 735 -117 -108 -362
--MNI Washington Bureau; +1 212-800-8517; email: sara.haire@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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