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US Data: Primary Dealer Securities Positions - Details
As of September 20, 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 20-Sep-17 13-Sep-17 06-Sep-17 30-Aug-17
U.S. Government Securities (excl
TIPS)
Treasury Bills 13692 15068 15573 10269
Coupon Securities
due in less than or equal to 2
years 19275 21317 21490 17017
due in more than 2 years but less
than or equal to 3 years -6852 -4494 -8865 -3775
due in more than 3 years but less
than or equal to 6 years 11722 10831 11725 20335
due in more than 6 years but less
than or equal to 7 years 4134 10805 9267 10788
due in more than 7 years but less
than or equal to 11 years 7390 7852 7494 7577
due in more than 11 years 25759 28827 27100 29629
U.S.Floating Rate Notes
Floating Rate Notes 2966 3747 4833 6964
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 4694 3247 3212 3506
due in more than 2 years but less
than or equal to 6 years 295 491 2178 3119
due in more than 6 years but less
than or equal to 11 years 797 1650 1120 575
due in more than 11 years 1588 2051 1647 1485
Total U.S. Government Securities 85460 101392 96774 107489
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 2518 6628 5545 4503
Coupon Securities 14561 16156 16429 15456
Total Federal Agency and
Government Sponsored Enterprise
Securities 17079 22784 21974 19959
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 14503 12182 20190 18003
All Other Federal Agency and GSE
Residential MBS 28233 29465 29071 28177
Federal Agency and GSE CMBS 5267 5985 6010 5706
Non-Agency MBS
Non-Agency Residential MBS 8066 7872 7295 7402
Other CMBS 6684 7086 6770 6554
Total Mortgage-backed Securities 62753 62590 69336 65842
Corporate Securities
Commercial paper 10126 10788 9635 8600
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 2084 2443 2198 2141
due in 13 months to 5 years 4848 5975 6220 5579
due in 5 years to 10 years 2189 1734 2026 2024
due in more than 10 years 1532 -17 2317 2180
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 1455 188 1295 1310
due in 13 months to 5 years 1684 1723 1532 1456
due in 5 years to 10 years -1365 -1223 -1125 -992
due in more than 10 years 1362 908 1178 1149
Total Corporate Securities 23915 22519 25276 23447
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 2650 2660 1549 1621
due in 13 months to 5 years 906 1100 1064 1055
due in 5 years to 10 years 2551 2512 2378 2514
due in more than 10 years 10075 9935 9661 9935
Variable rate demand notes 5216 4753 4519 4056
Total State and Municipal
Government Obligations 21398 20960 19171 19181
Asset-backed Securities
Credit card-backed securities 531 957 929 887
Student loan-backed securities 3472 3576 1632 2633
Automobile loan-backed securities 1370 1774 1453 1543
Other asset-backed securities 3944 3988 3945 3729
Total Asset-backed securities 9317 10295 7959 8792
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -1376 -505 5304 -5507
Coupon Securities
due in less than or equal to 2
years -2042 -173 4473 -1359
due in more than 2 years but less
than or equal to 3 years -2358 4371 -5090 2793
due in more than 3 years but less
than or equal to 6 years 891 -894 -8610 -117
due in more than 6 years but less
than or equal to 7 years -6671 1538 -1521 1784
due in more than 7 years but less
than or equal to 11 years -462 358 -83 6798
due in more than 11 years -3068 1727 -2529 -1871
U.S.Floating Rate Notes
Floating Rate Notes -781 -1086 -2131 -2175
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 1447 35 -294 942
due in more than 2 years but less
than or equal to 6 years -196 -1687 -941 3131
due in more than 6 years but less
than or equal to 11 years -853 530 545 -360
due in more than 11 years -463 404 162 -16
Total U.S. Government Securities -15932 4618 -10715 4043
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -4110 1083 1042 1479
Coupon Securities -1595 -273 973 -1019
Total Federal Agency and
Government Sponsored Enterprise
Securities -5705 810 2015 460
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 2321 -8008 2187 4403
All Other Federal Agency and GSE
Residential MBS -1232 394 894 37
Federal Agency and GSE CMBS -718 -25 304 -37
Non-Agency MBS
Non-Agency Residential MBS 194 577 -107 -188
Other CMBS -402 316 216 49
Total Mortgage-backed Securities 163 -6746 3494 4264
Corporate Securities
Commercial paper -662 1153 1035 -1927
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -359 245 57 114
due in 13 months to 5 years -1127 -245 641 -283
due in 5 years to 10 years 455 -292 2 -659
due in more than 10 years 1549 -2334 137 -128
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 1267 -1107 -15 -23
due in 13 months to 5 years -39 191 76 -384
due in 5 years to 10 years -142 -98 -133 -444
due in more than 10 years 454 -270 29 -136
Total Corporate Securities 1396 -2757 1829 -3870
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -10 1111 -72 -496
due in 13 months to 5 years -194 36 9 231
due in 5 years to 10 years 39 134 -136 282
due in more than 10 years 140 274 -274 396
Variable rate demand notes 463 234 463 438
Total State and Municipal
Government Obligations 438 1789 -10 851
Asset-backed Securities
Credit card-backed securities -426 28 42 -89
Student loan-backed securities -104 1944 -1001 -23
Automobile loan-backed securities -404 321 -90 19
Other asset-backed securities -44 43 216 -39
Total Asset-backed securities -978 2336 -833 -132
--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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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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