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August 24, 2017 20:15 GMT
US Data: Primary Dealer Securities Positions - Details
As of August 16, 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 16-Aug-17 09-Aug-17 02-Aug-17 26-Jul-17
U.S. Government Securities (excl
TIPS)
Treasury Bills 10636 16758 11011 21725
Coupon Securities
due in less than or equal to 2
years 18982 18276 19051 22143
due in more than 2 years but less
than or equal to 3 years -4563 -5908 -9276 -12238
due in more than 3 years but less
than or equal to 6 years 24139 25212 25988 26572
due in more than 6 years but less
than or equal to 7 years 8131 5376 6397 5138
due in more than 7 years but less
than or equal to 11 years 1072 4118 5712 3174
due in more than 11 years 29099 26937 25503 30161
U.S.Floating Rate Notes
Floating Rate Notes 4435 4235 3382 5627
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 2486 2880 2697 974
due in more than 2 years but less
than or equal to 6 years 202 -386 -556 1482
due in more than 6 years but less
than or equal to 11 years -310 975 1333 1711
due in more than 11 years 1812 1627 1777 1728
Total U.S. Government Securities 96121 100100 93019 108197
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 3509 2857 2956 7297
Coupon Securities 18194 19539 20448 18820
Total Federal Agency and
Government Sponsored Enterprise
Securities 21703 22396 23404 26117
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 16973 31592 31551 27421
All Other Federal Agency and GSE
Residential MBS 29009 28010 29863 27866
Federal Agency and GSE CMBS 5277 5478 5433 5451
Non-Agency MBS
Non-Agency Residential MBS 7339 7577 7684 7671
Other CMBS 6615 6923 6702 6973
Total Mortgage-backed Securities 65213 79580 81233 75382
Corporate Securities
Commercial paper 12047 8862 9223 9134
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 2501 3627 3911 3497
due in 13 months to 5 years 7171 7322 6865 6088
due in 5 years to 10 years 2562 1648 2028 851
due in more than 10 years 2200 2805 1861 -167
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 1330 1209 1290 1200
due in 13 months to 5 years 1730 1706 1449 1724
due in 5 years to 10 years -389 -875 -1709 -1525
due in more than 10 years 1092 1208 1199 1154
Total Corporate Securities 30244 27512 26117 21956
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1062 1326 1660 1467
due in 13 months to 5 years 943 933 790 970
due in 5 years to 10 years 2141 2038 2224 2304
due in more than 10 years 9629 10062 9480 10433
Variable rate demand notes 2516 2384 1780 4368
Total State and Municipal
Government Obligations 16291 16743 15934 19542
Asset-backed Securities
Credit card-backed securities 1269 1309 968 991
Student loan-backed securities 2649 2781 2793 2665
Automobile loan-backed securities 2008 1636 1545 1650
Other asset-backed securities 3224 3901 3586 3703
Total Asset-backed securities 9150 9627 8892 9009
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -6122 5747 -10714 -12495
Coupon Securities
due in less than or equal to 2
years 706 -775 -3092 -3030
due in more than 2 years but less
than or equal to 3 years 1345 3368 2962 -2095
due in more than 3 years but less
than or equal to 6 years -1073 -776 -584 4753
due in more than 6 years but less
than or equal to 7 years 2755 -1021 1259 -1999
due in more than 7 years but less
than or equal to 11 years -3046 -1594 2538 -460
due in more than 11 years 2162 1434 -4658 796
U.S.Floating Rate Notes
Floating Rate Notes 200 853 -2245 2919
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -394 183 1723 546
due in more than 2 years but less
than or equal to 6 years 588 170 -2038 742
due in more than 6 years but less
than or equal to 11 years -1285 -358 -378 -735
due in more than 11 years 185 -150 49 625
Total U.S. Government Securities -3979 7081 -15178 -10433
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 652 -99 -4341 3381
Coupon Securities -1345 -909 1628 2620
Total Federal Agency and
Government Sponsored Enterprise
Securities -693 -1008 -2713 6001
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -14619 41 4130 -1507
All Other Federal Agency and GSE
Residential MBS 999 -1853 1997 729
Federal Agency and GSE CMBS -201 45 -18 -41
Non-Agency MBS
Non-Agency Residential MBS -238 -107 13 -32
Other CMBS -308 221 -271 53
Total Mortgage-backed Securities -14367 -1653 5851 -798
Corporate Securities
Commercial paper 3185 -361 89 610
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -1126 -284 414 -249
due in 13 months to 5 years -151 457 777 -911
due in 5 years to 10 years 914 -380 1177 -1847
due in more than 10 years -605 944 2028 -1452
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 121 -81 90 -260
due in 13 months to 5 years 24 257 -275 311
due in 5 years to 10 years 486 834 -184 -117
due in more than 10 years -116 9 45 -170
Total Corporate Securities 2732 1395 4161 -4085
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -264 -334 193 -39
due in 13 months to 5 years 10 143 -180 -44
due in 5 years to 10 years 103 -186 -80 -243
due in more than 10 years -433 582 -953 -686
Variable rate demand notes 132 604 -2588 -3
Total State and Municipal
Government Obligations -452 809 -3608 -1015
Asset-backed Securities
Credit card-backed securities -40 341 -23 -53
Student loan-backed securities -132 -12 128 308
Automobile loan-backed securities 372 91 -105 -296
Other asset-backed securities -677 315 -117 -67
Total Asset-backed securities -477 735 -117 -108
--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com
[TOPICS: 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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