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As of September 13, 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                13-Sep-17  06-Sep-17  30-Aug-17  23-Aug-17
U.S. Government Securities (excl
TIPS)
Treasury Bills                            15068      15573      10269      15776
Coupon Securities
due in less than or equal to 2
years                                     21317      21490      17017      18376
due in more than 2 years but less
than or equal to 3 years                  -4494      -8865      -3775      -6568
due in more than 3 years but less
than or equal to 6 years                  10831      11725      20335      20452
due in more than 6 years but less
than or equal to 7 years                  10805       9267      10788       9004
due in more than 7 years but less
than or equal to 11 years                  7852       7494       7577        779
due in more than 11 years                 28827      27100      29629      31500
U.S.Floating Rate Notes
Floating Rate Notes                        3747       4833       6964       9139
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years                                      3247       3212       3506       2564
due in more than 2 years but less
than or equal to 6 years                    491       2178       3119        -12
due in more than 6 years but less
than or equal to 11 years                  1650       1120        575        935
due in more than 11 years                  2051       1647       1485       1501
Total U.S. Government Securities         101392      96774     107489     103446
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes                             6628       5545       4503       3024
Coupon Securities                         16156      16429      15456      16475
Total Federal Agency and
Government Sponsored Enterprise
Securities                                22784      21974      19959      19499
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS                          12182      20190      18003      13600
All Other Federal Agency and GSE
Residential MBS                           29465      29071      28177      28140
Federal Agency and GSE CMBS                5985       6010       5706       5743
Non-Agency MBS
Non-Agency Residential MBS                 7872       7295       7402       7590
Other CMBS                                 7086       6770       6554       6505
Total Mortgage-backed Securities          62590      69336      65842      61578
Corporate Securities
Commercial paper                          10788       9635       8600      10527
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months                                     2443       2198       2141       2027
due in 13 months to 5 years                5975       6220       5579       5862
due in 5 years to 10 years                 1734       2026       2024       2683
due in more than 10 years                   -17       2317       2180       2308
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months                                      188       1295       1310       1333
due in 13 months to 5 years                1723       1532       1456       1840
due in 5 years to 10 years                -1223      -1125       -992       -548
due in more than 10 years                   908       1178       1149       1285
Total Corporate Securities                22519      25276      23447      27317
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months                                     2660       1549       1621       2117
due in 13 months to 5 years                1100       1064       1055        824
due in 5 years to 10 years                 2512       2378       2514       2232
due in more than 10 years                  9935       9661       9935       9539
Variable rate demand notes                 4753       4519       4056       3618
Total State and Municipal
Government Obligations                    20960      19171      19181      18330
Asset-backed Securities
Credit card-backed securities               957        929        887        976
Student loan-backed securities             3576       1632       2633       2656
Automobile loan-backed securities          1774       1453       1543       1524
Other asset-backed securities              3988       3945       3729       3768
Total Asset-backed securities             10295       7959       8792       8924
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills                             -505       5304      -5507       5140
Coupon Securities
due in less than or equal to 2
years                                      -173       4473      -1359       -606
due in more than 2 years but less
than or equal to 3 years                   4371      -5090       2793      -2005
due in more than 3 years but less
than or equal to 6 years                   -894      -8610       -117      -3687
due in more than 6 years but less
than or equal to 7 years                   1538      -1521       1784        873
due in more than 7 years but less
than or equal to 11 years                   358        -83       6798       -293
due in more than 11 years                  1727      -2529      -1871       2401
U.S.Floating Rate Notes
Floating Rate Notes                       -1086      -2131      -2175       4704
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years                                        35       -294        942         78
due in more than 2 years but less
than or equal to 6 years                  -1687       -941       3131       -214
due in more than 6 years but less
than or equal to 11 years                   530        545       -360       1245
due in more than 11 years                   404        162        -16       -311
Total U.S. Government Securities           4618     -10715       4043       7325
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes                             1083       1042       1479       -485
Coupon Securities                          -273        973      -1019      -1719
Total Federal Agency and
Government Sponsored Enterprise
Securities                                  810       2015        460      -2204
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS                          -8008       2187       4403      -3373
All Other Federal Agency and GSE
Residential MBS                             394        894         37       -869
Federal Agency and GSE CMBS                 -25        304        -37        466
Non-Agency MBS
Non-Agency Residential MBS                  577       -107       -188        251
Other CMBS                                  316        216         49       -110
Total Mortgage-backed Securities          -6746       3494       4264      -3635
Corporate Securities
Commercial paper                           1153       1035      -1927      -1520
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months                                      245         57        114       -474
due in 13 months to 5 years                -245        641       -283      -1309
due in 5 years to 10 years                 -292          2       -659        121
due in more than 10 years                 -2334        137       -128        108
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months                                    -1107        -15        -23          3
due in 13 months to 5 years                 191         76       -384        110
due in 5 years to 10 years                  -98       -133       -444       -159
due in more than 10 years                  -270         29       -136        193
Total Corporate Securities                -2757       1829      -3870      -2927
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months                                     1111        -72       -496       1055
due in 13 months to 5 years                  36          9        231       -119
due in 5 years to 10 years                  134       -136        282         91
due in more than 10 years                   274       -274        396        -90
Variable rate demand notes                  234        463        438       1102
Total State and Municipal
Government Obligations                     1789        -10        851       2039
Asset-backed Securities
Credit card-backed securities                28         42        -89       -293
Student loan-backed securities             1944      -1001        -23          7
Automobile loan-backed securities           321        -90         19       -484
Other asset-backed securities                43        216        -39        544
Total Asset-backed securities              2336       -833       -132       -226
--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com
[TOPICS: MTABLE,MAUDT$,M$U$$$,M$$FI$,MN$FI$]