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October 05, 2017 20:16 GMT
US Data: Primary Dealer Securities Positions - Details
As of September 27, 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 27-Sep-17 20-Sep-17 13-Sep-17 06-Sep-17
U.S. Government Securities (excl
TIPS)
Treasury Bills 13485 13692 15068 15573
Coupon Securities
due in less than or equal to 2
years 23976 19275 21317 21490
due in more than 2 years but less
than or equal to 3 years -3857 -6852 -4494 -8865
due in more than 3 years but less
than or equal to 6 years 19599 11722 10831 11725
due in more than 6 years but less
than or equal to 7 years 2576 4134 10805 9267
due in more than 7 years but less
than or equal to 11 years 7879 7390 7852 7494
due in more than 11 years 24946 25759 28827 27100
U.S.Floating Rate Notes
Floating Rate Notes 5331 2966 3747 4833
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 4688 4694 3247 3212
due in more than 2 years but less
than or equal to 6 years 1438 295 491 2178
due in more than 6 years but less
than or equal to 11 years 1551 797 1650 1120
due in more than 11 years 1231 1588 2051 1647
Total U.S. Government Securities 102843 85460 101392 96774
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 1668 2518 6628 5545
Coupon Securities 14490 14561 16156 16429
Total Federal Agency and
Government Sponsored Enterprise
Securities 16158 17079 22784 21974
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 13801 14503 12182 20190
All Other Federal Agency and GSE
Residential MBS 26760 28233 29465 29071
Federal Agency and GSE CMBS 5834 5267 5985 6010
Non-Agency MBS
Non-Agency Residential MBS 7780 8066 7872 7295
Other CMBS 6726 6684 7086 6770
Total Mortgage-backed Securities 60901 62753 62590 69336
Corporate Securities
Commercial paper 7160 10126 10788 9635
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 2671 2084 2443 2198
due in 13 months to 5 years 4379 4848 5975 6220
due in 5 years to 10 years 1309 2189 1734 2026
due in more than 10 years 1169 1532 -17 2317
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 1277 1455 188 1295
due in 13 months to 5 years 1595 1684 1723 1532
due in 5 years to 10 years -1722 -1365 -1223 -1125
due in more than 10 years 1291 1362 908 1178
Total Corporate Securities 19129 23915 22519 25276
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 2553 2650 2660 1549
due in 13 months to 5 years 1119 906 1100 1064
due in 5 years to 10 years 2209 2551 2512 2378
due in more than 10 years 9344 10075 9935 9661
Variable rate demand notes 4283 5216 4753 4519
Total State and Municipal
Government Obligations 19508 21398 20960 19171
Asset-backed Securities
Credit card-backed securities 575 531 957 929
Student loan-backed securities 3242 3472 3576 1632
Automobile loan-backed securities 1257 1370 1774 1453
Other asset-backed securities 3967 3944 3988 3945
Total Asset-backed securities 9041 9317 10295 7959
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -207 -1376 -505 5304
Coupon Securities
due in less than or equal to 2
years 4701 -2042 -173 4473
due in more than 2 years but less
than or equal to 3 years 2995 -2358 4371 -5090
due in more than 3 years but less
than or equal to 6 years 7877 891 -894 -8610
due in more than 6 years but less
than or equal to 7 years -1558 -6671 1538 -1521
due in more than 7 years but less
than or equal to 11 years 489 -462 358 -83
due in more than 11 years -813 -3068 1727 -2529
U.S.Floating Rate Notes
Floating Rate Notes 2365 -781 -1086 -2131
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -6 1447 35 -294
due in more than 2 years but less
than or equal to 6 years 1143 -196 -1687 -941
due in more than 6 years but less
than or equal to 11 years 754 -853 530 545
due in more than 11 years -357 -463 404 162
Total U.S. Government Securities 17383 -15932 4618 -10715
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -850 -4110 1083 1042
Coupon Securities -71 -1595 -273 973
Total Federal Agency and
Government Sponsored Enterprise
Securities -921 -5705 810 2015
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -702 2321 -8008 2187
All Other Federal Agency and GSE
Residential MBS -1473 -1232 394 894
Federal Agency and GSE CMBS 567 -718 -25 304
Non-Agency MBS
Non-Agency Residential MBS -286 194 577 -107
Other CMBS 42 -402 316 216
Total Mortgage-backed Securities -1852 163 -6746 3494
Corporate Securities
Commercial paper -2966 -662 1153 1035
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 587 -359 245 57
due in 13 months to 5 years -469 -1127 -245 641
due in 5 years to 10 years -880 455 -292 2
due in more than 10 years -363 1549 -2334 137
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -178 1267 -1107 -15
due in 13 months to 5 years -89 -39 191 76
due in 5 years to 10 years -357 -142 -98 -133
due in more than 10 years -71 454 -270 29
Total Corporate Securities -4786 1396 -2757 1829
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -97 -10 1111 -72
due in 13 months to 5 years 213 -194 36 9
due in 5 years to 10 years -342 39 134 -136
due in more than 10 years -731 140 274 -274
Variable rate demand notes -933 463 234 463
Total State and Municipal
Government Obligations -1890 438 1789 -10
Asset-backed Securities
Credit card-backed securities 44 -426 28 42
Student loan-backed securities -230 -104 1944 -1001
Automobile loan-backed securities -113 -404 321 -90
Other asset-backed securities 23 -44 43 216
Total Asset-backed securities -276 -978 2336 -833
--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com
[TOPICS: MTABLE,MAUDT$,M$U$$$,M$$FI$,MN$FI$]
To read the full story
Close
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.
Sign up now for free trial access to this content.
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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