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US Data: Primary Dealer Securities Positions - Details
As of August 30, 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 30-Aug-17 23-Aug-17 16-Aug-17 09-Aug-17
U.S. Government Securities (excl
TIPS)
Treasury Bills 10269 15776 10636 16758
Coupon Securities
due in less than or equal to 2
years 17017 18376 18982 18276
due in more than 2 years but less
than or equal to 3 years -3775 -6568 -4563 -5908
due in more than 3 years but less
than or equal to 6 years 20335 20452 24139 25212
due in more than 6 years but less
than or equal to 7 years 10788 9004 8131 5376
due in more than 7 years but less
than or equal to 11 years 7577 779 1072 4118
due in more than 11 years 29629 31500 29099 26937
U.S.Floating Rate Notes
Floating Rate Notes 6964 9139 4435 4235
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 3506 2564 2486 2880
due in more than 2 years but less
than or equal to 6 years 3119 -12 202 -386
due in more than 6 years but less
than or equal to 11 years 575 935 -310 975
due in more than 11 years 1485 1501 1812 1627
Total U.S. Government Securities 107489 103446 96121 100100
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 4503 3024 3509 2857
Coupon Securities 15456 16475 18194 19539
Total Federal Agency and
Government Sponsored Enterprise
Securities 19959 19499 21703 22396
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 18003 13600 16973 31592
All Other Federal Agency and GSE
Residential MBS 28177 28140 29009 28010
Federal Agency and GSE CMBS 5706 5743 5277 5478
Non-Agency MBS
Non-Agency Residential MBS 7402 7590 7339 7577
Other CMBS 6554 6505 6615 6923
Total Mortgage-backed Securities 65842 61578 65213 79580
Corporate Securities
Commercial paper 8600 10527 12047 8862
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 2141 2027 2501 3627
due in 13 months to 5 years 5579 5862 7171 7322
due in 5 years to 10 years 2024 2683 2562 1648
due in more than 10 years 2180 2308 2200 2805
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 1310 1333 1330 1209
due in 13 months to 5 years 1456 1840 1730 1706
due in 5 years to 10 years -992 -548 -389 -875
due in more than 10 years 1149 1285 1092 1208
Total Corporate Securities 23447 27317 30244 27512
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1621 2117 1062 1326
due in 13 months to 5 years 1055 824 943 933
due in 5 years to 10 years 2514 2232 2141 2038
due in more than 10 years 9935 9539 9629 10062
Variable rate demand notes 4056 3618 2516 2384
Total State and Municipal
Government Obligations 19181 18330 16291 16743
Asset-backed Securities
Credit card-backed securities 887 976 1269 1309
Student loan-backed securities 2633 2656 2649 2781
Automobile loan-backed securities 1543 1524 2008 1636
Other asset-backed securities 3729 3768 3224 3901
Total Asset-backed securities 8792 8924 9150 9627
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -5507 5140 -6122 5747
Coupon Securities
due in less than or equal to 2
years -1359 -606 706 -775
due in more than 2 years but less
than or equal to 3 years 2793 -2005 1345 3368
due in more than 3 years but less
than or equal to 6 years -117 -3687 -1073 -776
due in more than 6 years but less
than or equal to 7 years 1784 873 2755 -1021
due in more than 7 years but less
than or equal to 11 years 6798 -293 -3046 -1594
due in more than 11 years -1871 2401 2162 1434
U.S.Floating Rate Notes
Floating Rate Notes -2175 4704 200 853
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 942 78 -394 183
due in more than 2 years but less
than or equal to 6 years 3131 -214 588 170
due in more than 6 years but less
than or equal to 11 years -360 1245 -1285 -358
due in more than 11 years -16 -311 185 -150
Total U.S. Government Securities 4043 7325 -3979 7081
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 1479 -485 652 -99
Coupon Securities -1019 -1719 -1345 -909
Total Federal Agency and
Government Sponsored Enterprise
Securities 460 -2204 -693 -1008
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 4403 -3373 -14619 41
All Other Federal Agency and GSE
Residential MBS 37 -869 999 -1853
Federal Agency and GSE CMBS -37 466 -201 45
Non-Agency MBS
Non-Agency Residential MBS -188 251 -238 -107
Other CMBS 49 -110 -308 221
Total Mortgage-backed Securities 4264 -3635 -14367 -1653
Corporate Securities
Commercial paper -1927 -1520 3185 -361
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 114 -474 -1126 -284
due in 13 months to 5 years -283 -1309 -151 457
due in 5 years to 10 years -659 121 914 -380
due in more than 10 years -128 108 -605 944
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -23 3 121 -81
due in 13 months to 5 years -384 110 24 257
due in 5 years to 10 years -444 -159 486 834
due in more than 10 years -136 193 -116 9
Total Corporate Securities -3870 -2927 2732 1395
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -496 1055 -264 -334
due in 13 months to 5 years 231 -119 10 143
due in 5 years to 10 years 282 91 103 -186
due in more than 10 years 396 -90 -433 582
Variable rate demand notes 438 1102 132 604
Total State and Municipal
Government Obligations 851 2039 -452 809
Asset-backed Securities
Credit card-backed securities -89 -293 -40 341
Student loan-backed securities -23 7 -132 -12
Automobile loan-backed securities 19 -484 372 91
Other asset-backed securities -39 544 -677 315
Total Asset-backed securities -132 -226 -477 735
--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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