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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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