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US Data: Primary Dealer Securities Positions - Details
As of November 1, 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 01-Nov-17 25-Oct-17 18-Oct-17 11-Oct-17
U.S. Government Securities (excl
TIPS)
Treasury Bills 21166 18052 16551 19727
Coupon Securities
due in less than or equal to 2
years 30632 26502 26903 29403
due in more than 2 years but less
than or equal to 3 years -6724 -9943 -6013 -3298
due in more than 3 years but less
than or equal to 6 years 6520 19915 16330 21715
due in more than 6 years but less
than or equal to 7 years 4722 -233 2687 2699
due in more than 7 years but less
than or equal to 11 years 6012 5110 5698 10711
due in more than 11 years 21984 25789 24554 21255
U.S.Floating Rate Notes
Floating Rate Notes 4411 6982 2888 3817
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 4835 3799 5079 4437
due in more than 2 years but less
than or equal to 6 years 707 316 -393 658
due in more than 6 years but less
than or equal to 11 years 2063 1515 2116 2139
due in more than 11 years 1155 1836 1531 1409
Total U.S. Government Securities 97483 99640 97931 114672
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 6501 3152 5621 4830
Coupon Securities 17629 19565 18805 15911
Total Federal Agency and
Government Sponsored Enterprise
Securities 24130 22717 24426 20741
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 11658 10457 13496 10155
All Other Federal Agency and GSE
Residential MBS 26339 24949 24329 24397
Federal Agency and GSE CMBS 5186 5091 4771 4925
Non-Agency MBS
Non-Agency Residential MBS 8241 8485 7681 7340
Other CMBS 6770 6482 6367 6895
Total Mortgage-backed Securities 58194 55464 56644 53712
Corporate Securities
Commercial paper 9985 12445 14801 13157
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 3927 3914 2746 2820
due in 13 months to 5 years 9778 7849 2946 2828
due in 5 years to 10 years 3672 2246 1184 1441
due in more than 10 years 1131 916 280 1210
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 971 964 870 868
due in 13 months to 5 years 1762 2073 1985 1854
due in 5 years to 10 years -28 -333 -448 -1627
due in more than 10 years 801 898 894 1157
Total Corporate Securities 31999 30972 25258 23708
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1587 1699 2049 1958
due in 13 months to 5 years 3054 3105 2278 1465
due in 5 years to 10 years 2995 2573 2437 2089
due in more than 10 years 9933 10726 10710 9028
Variable rate demand notes 3741 3305 3806 3125
Total State and Municipal
Government Obligations 21310 21408 21280 17665
Asset-backed Securities
Credit card-backed securities 900 872 973 1047
Student loan-backed securities 3207 3281 3437 3319
Automobile loan-backed securities 1209 1484 1646 1644
Other asset-backed securities 3775 3902 3969 3766
Total Asset-backed securities 9091 9539 10025 9776
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 3114 1501 -3176 2415
Coupon Securities
due in less than or equal to 2
years 4130 -401 -2500 2647
due in more than 2 years but less
than or equal to 3 years 3219 -3930 -2715 3914
due in more than 3 years but less
than or equal to 6 years -13395 3585 -5385 6045
due in more than 6 years but less
than or equal to 7 years 4955 -2920 -12 -774
due in more than 7 years but less
than or equal to 11 years 902 -588 -5013 2580
due in more than 11 years -3805 1235 3299 199
U.S.Floating Rate Notes
Floating Rate Notes -2571 4094 -929 -225
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 1036 -1280 642 341
due in more than 2 years but less
than or equal to 6 years 391 709 -1051 23
due in more than 6 years but less
than or equal to 11 years 548 -601 -23 127
due in more than 11 years -681 305 122 377
Total U.S. Government Securities -2157 1709 -16741 17669
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 3349 -2469 791 356
Coupon Securities -1936 760 2894 483
Total Federal Agency and
Government Sponsored Enterprise
Securities 1413 -1709 3685 839
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 1201 -3039 3341 -2977
All Other Federal Agency and GSE
Residential MBS 1390 620 -68 -539
Federal Agency and GSE CMBS 95 320 -154 -158
Non-Agency MBS
Non-Agency Residential MBS -244 804 341 -118
Other CMBS 288 115 -528 418
Total Mortgage-backed Securities 2730 -1180 2932 -3374
Corporate Securities
Commercial paper -2460 -2356 1644 3158
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 13 1168 -74 177
due in 13 months to 5 years 1929 4903 118 -1614
due in 5 years to 10 years 1426 1062 -257 956
due in more than 10 years 215 636 -930 649
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 7 94 2 -478
due in 13 months to 5 years -311 88 131 285
due in 5 years to 10 years 305 115 1179 332
due in more than 10 years -97 4 -263 28
Total Corporate Securities 1027 5714 1550 3493
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -112 -350 91 -396
due in 13 months to 5 years -51 827 813 320
due in 5 years to 10 years 422 136 348 -173
due in more than 10 years -793 16 1682 -415
Variable rate demand notes 436 -501 681 12
Total State and Municipal
Government Obligations -98 128 3615 -652
Asset-backed Securities
Credit card-backed securities 28 -101 -74 276
Student loan-backed securities -74 -156 118 105
Automobile loan-backed securities -275 -162 2 186
Other asset-backed securities -127 -67 203 51
Total Asset-backed securities -448 -486 249 618
--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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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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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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