register nowRegister now
SILVER TECHS

Bear Mode Conditions

GOLD TECHS

Bears Still In Charge

WTI TECHS

(J1) Bull Trend Intact Despite Pullback

BRENT TECHS

(K1) Bull Trend Intact

USDCAD TECHS

Consolidating

     
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$]