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US Data: Primary Dealer Securities Positions - Details
As of September 6, 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 06-Sep-17 30-Aug-17 23-Aug-17 16-Aug-17
U.S. Government Securities (excl
TIPS)
Treasury Bills 15573 10269 15776 10636
Coupon Securities
due in less than or equal to 2
years 21490 17017 18376 18982
due in more than 2 years but less
than or equal to 3 years -8865 -3775 -6568 -4563
due in more than 3 years but less
than or equal to 6 years 11725 20335 20452 24139
due in more than 6 years but less
than or equal to 7 years 9267 10788 9004 8131
due in more than 7 years but less
than or equal to 11 years 7494 7577 779 1072
due in more than 11 years 27100 29629 31500 29099
U.S.Floating Rate Notes
Floating Rate Notes 4833 6964 9139 4435
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 3212 3506 2564 2486
due in more than 2 years but less
than or equal to 6 years 2178 3119 -12 202
due in more than 6 years but less
than or equal to 11 years 1120 575 935 -310
due in more than 11 years 1647 1485 1501 1812
Total U.S. Government Securities 96774 107489 103446 96121
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 5545 4503 3024 3509
Coupon Securities 16429 15456 16475 18194
Total Federal Agency and
Government Sponsored Enterprise
Securities 21974 19959 19499 21703
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 20190 18003 13600 16973
All Other Federal Agency and GSE
Residential MBS 29071 28177 28140 29009
Federal Agency and GSE CMBS 6010 5706 5743 5277
Non-Agency MBS
Non-Agency Residential MBS 7295 7402 7590 7339
Other CMBS 6770 6554 6505 6615
Total Mortgage-backed Securities 69336 65842 61578 65213
Corporate Securities
Commercial paper 9635 8600 10527 12047
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 2198 2141 2027 2501
due in 13 months to 5 years 6220 5579 5862 7171
due in 5 years to 10 years 2026 2024 2683 2562
due in more than 10 years 2317 2180 2308 2200
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 1295 1310 1333 1330
due in 13 months to 5 years 1532 1456 1840 1730
due in 5 years to 10 years -1125 -992 -548 -389
due in more than 10 years 1178 1149 1285 1092
Total Corporate Securities 25276 23447 27317 30244
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1549 1621 2117 1062
due in 13 months to 5 years 1064 1055 824 943
due in 5 years to 10 years 2378 2514 2232 2141
due in more than 10 years 9661 9935 9539 9629
Variable rate demand notes 4519 4056 3618 2516
Total State and Municipal
Government Obligations 19171 19181 18330 16291
Asset-backed Securities
Credit card-backed securities 929 887 976 1269
Student loan-backed securities 1632 2633 2656 2649
Automobile loan-backed securities 1453 1543 1524 2008
Other asset-backed securities 3945 3729 3768 3224
Total Asset-backed securities 7959 8792 8924 9150
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 5304 -5507 5140 -6122
Coupon Securities
due in less than or equal to 2
years 4473 -1359 -606 706
due in more than 2 years but less
than or equal to 3 years -5090 2793 -2005 1345
due in more than 3 years but less
than or equal to 6 years -8610 -117 -3687 -1073
due in more than 6 years but less
than or equal to 7 years -1521 1784 873 2755
due in more than 7 years but less
than or equal to 11 years -83 6798 -293 -3046
due in more than 11 years -2529 -1871 2401 2162
U.S.Floating Rate Notes
Floating Rate Notes -2131 -2175 4704 200
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -294 942 78 -394
due in more than 2 years but less
than or equal to 6 years -941 3131 -214 588
due in more than 6 years but less
than or equal to 11 years 545 -360 1245 -1285
due in more than 11 years 162 -16 -311 185
Total U.S. Government Securities -10715 4043 7325 -3979
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 1042 1479 -485 652
Coupon Securities 973 -1019 -1719 -1345
Total Federal Agency and
Government Sponsored Enterprise
Securities 2015 460 -2204 -693
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 2187 4403 -3373 -14619
All Other Federal Agency and GSE
Residential MBS 894 37 -869 999
Federal Agency and GSE CMBS 304 -37 466 -201
Non-Agency MBS
Non-Agency Residential MBS -107 -188 251 -238
Other CMBS 216 49 -110 -308
Total Mortgage-backed Securities 3494 4264 -3635 -14367
Corporate Securities
Commercial paper 1035 -1927 -1520 3185
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 57 114 -474 -1126
due in 13 months to 5 years 641 -283 -1309 -151
due in 5 years to 10 years 2 -659 121 914
due in more than 10 years 137 -128 108 -605
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -15 -23 3 121
due in 13 months to 5 years 76 -384 110 24
due in 5 years to 10 years -133 -444 -159 486
due in more than 10 years 29 -136 193 -116
Total Corporate Securities 1829 -3870 -2927 2732
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -72 -496 1055 -264
due in 13 months to 5 years 9 231 -119 10
due in 5 years to 10 years -136 282 91 103
due in more than 10 years -274 396 -90 -433
Variable rate demand notes 463 438 1102 132
Total State and Municipal
Government Obligations -10 851 2039 -452
Asset-backed Securities
Credit card-backed securities 42 -89 -293 -40
Student loan-backed securities -1001 -23 7 -132
Automobile loan-backed securities -90 19 -484 372
Other asset-backed securities 216 -39 544 -677
Total Asset-backed securities -833 -132 -226 -477
--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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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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