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August 31, 2017 20:06 GMT
US Data: Primary Dealer Securities Positions - Details
As of August 23, 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 23-Aug-17 16-Aug-17 09-Aug-17 02-Aug-17
U.S. Government Securities (excl
TIPS)
Treasury Bills 15776 10636 16758 11011
Coupon Securities
due in less than or equal to 2
years 18376 18982 18276 19051
due in more than 2 years but less
than or equal to 3 years -6568 -4563 -5908 -9276
due in more than 3 years but less
than or equal to 6 years 20452 24139 25212 25988
due in more than 6 years but less
than or equal to 7 years 9004 8131 5376 6397
due in more than 7 years but less
than or equal to 11 years 779 1072 4118 5712
due in more than 11 years 31500 29099 26937 25503
U.S.Floating Rate Notes
Floating Rate Notes 9139 4435 4235 3382
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 2564 2486 2880 2697
due in more than 2 years but less
than or equal to 6 years -12 202 -386 -556
due in more than 6 years but less
than or equal to 11 years 935 -310 975 1333
due in more than 11 years 1501 1812 1627 1777
Total U.S. Government Securities 103446 96121 100100 93019
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 3024 3509 2857 2956
Coupon Securities 16475 18194 19539 20448
Total Federal Agency and
Government Sponsored Enterprise
Securities 19499 21703 22396 23404
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 13600 16973 31592 31551
All Other Federal Agency and GSE
Residential MBS 28140 29009 28010 29863
Federal Agency and GSE CMBS 5743 5277 5478 5433
Non-Agency MBS
Non-Agency Residential MBS 7590 7339 7577 7684
Other CMBS 6505 6615 6923 6702
Total Mortgage-backed Securities 61578 65213 79580 81233
Corporate Securities
Commercial paper 10527 12047 8862 9223
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 2027 2501 3627 3911
due in 13 months to 5 years 5862 7171 7322 6865
due in 5 years to 10 years 2683 2562 1648 2028
due in more than 10 years 2308 2200 2805 1861
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 1333 1330 1209 1290
due in 13 months to 5 years 1840 1730 1706 1449
due in 5 years to 10 years -548 -389 -875 -1709
due in more than 10 years 1285 1092 1208 1199
Total Corporate Securities 27317 30244 27512 26117
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 2117 1062 1326 1660
due in 13 months to 5 years 824 943 933 790
due in 5 years to 10 years 2232 2141 2038 2224
due in more than 10 years 9539 9629 10062 9480
Variable rate demand notes 3618 2516 2384 1780
Total State and Municipal
Government Obligations 18330 16291 16743 15934
Asset-backed Securities
Credit card-backed securities 976 1269 1309 968
Student loan-backed securities 2656 2649 2781 2793
Automobile loan-backed securities 1524 2008 1636 1545
Other asset-backed securities 3768 3224 3901 3586
Total Asset-backed securities 8924 9150 9627 8892
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 5140 -6122 5747 -10714
Coupon Securities
due in less than or equal to 2
years -606 706 -775 -3092
due in more than 2 years but less
than or equal to 3 years -2005 1345 3368 2962
due in more than 3 years but less
than or equal to 6 years -3687 -1073 -776 -584
due in more than 6 years but less
than or equal to 7 years 873 2755 -1021 1259
due in more than 7 years but less
than or equal to 11 years -293 -3046 -1594 2538
due in more than 11 years 2401 2162 1434 -4658
U.S.Floating Rate Notes
Floating Rate Notes 4704 200 853 -2245
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 78 -394 183 1723
due in more than 2 years but less
than or equal to 6 years -214 588 170 -2038
due in more than 6 years but less
than or equal to 11 years 1245 -1285 -358 -378
due in more than 11 years -311 185 -150 49
Total U.S. Government Securities 7325 -3979 7081 -15178
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -485 652 -99 -4341
Coupon Securities -1719 -1345 -909 1628
Total Federal Agency and
Government Sponsored Enterprise
Securities -2204 -693 -1008 -2713
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -3373 -14619 41 4130
All Other Federal Agency and GSE
Residential MBS -869 999 -1853 1997
Federal Agency and GSE CMBS 466 -201 45 -18
Non-Agency MBS
Non-Agency Residential MBS 251 -238 -107 13
Other CMBS -110 -308 221 -271
Total Mortgage-backed Securities -3635 -14367 -1653 5851
Corporate Securities
Commercial paper -1520 3185 -361 89
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -474 -1126 -284 414
due in 13 months to 5 years -1309 -151 457 777
due in 5 years to 10 years 121 914 -380 1177
due in more than 10 years 108 -605 944 2028
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 3 121 -81 90
due in 13 months to 5 years 110 24 257 -275
due in 5 years to 10 years -159 486 834 -184
due in more than 10 years 193 -116 9 45
Total Corporate Securities -2927 2732 1395 4161
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1055 -264 -334 193
due in 13 months to 5 years -119 10 143 -180
due in 5 years to 10 years 91 103 -186 -80
due in more than 10 years -90 -433 582 -953
Variable rate demand notes 1102 132 604 -2588
Total State and Municipal
Government Obligations 2039 -452 809 -3608
Asset-backed Securities
Credit card-backed securities -293 -40 341 -23
Student loan-backed securities 7 -132 -12 128
Automobile loan-backed securities -484 372 91 -105
Other asset-backed securities 544 -677 315 -117
Total Asset-backed securities -226 -477 735 -117
--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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