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November 16, 2017 21:08 GMT
US Data: Primary Dealer Securities Positions - Details
As of November 8, 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 08-Nov-17 01-Nov-17 25-Oct-17 18-Oct-17
U.S. Government Securities (excl
TIPS)
Treasury Bills 28553 21166 18052 16551
Coupon Securities
due in less than or equal to 2
years 36035 30632 26502 26903
due in more than 2 years but less
than or equal to 3 years -3022 -6724 -9943 -6013
due in more than 3 years but less
than or equal to 6 years 6462 6520 19915 16330
due in more than 6 years but less
than or equal to 7 years 5357 4722 -233 2687
due in more than 7 years but less
than or equal to 11 years 8497 6012 5110 5698
due in more than 11 years 23503 21984 25789 24554
U.S.Floating Rate Notes
Floating Rate Notes 2772 4411 6982 2888
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 6026 4835 3799 5079
due in more than 2 years but less
than or equal to 6 years -498 707 316 -393
due in more than 6 years but less
than or equal to 11 years 3016 2063 1515 2116
due in more than 11 years 759 1155 1836 1531
Total U.S. Government Securities 117460 97483 99640 97931
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 5715 6501 3152 5621
Coupon Securities 18592 17629 19565 18805
Total Federal Agency and
Government Sponsored Enterprise
Securities 24307 24130 22717 24426
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 13258 11658 10457 13496
All Other Federal Agency and GSE
Residential MBS 26877 26339 24949 24329
Federal Agency and GSE CMBS 5740 5186 5091 4771
Non-Agency MBS
Non-Agency Residential MBS 8681 8241 8485 7681
Other CMBS 7005 6770 6482 6367
Total Mortgage-backed Securities 61561 58194 55464 56644
Corporate Securities
Commercial paper 10696 9985 12445 14801
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 3791 3927 3914 2746
due in 13 months to 5 years 9465 9778 7849 2946
due in 5 years to 10 years 3449 3672 2246 1184
due in more than 10 years 1057 1131 916 280
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 507 971 964 870
due in 13 months to 5 years 2184 1762 2073 1985
due in 5 years to 10 years 229 -28 -333 -448
due in more than 10 years 791 801 898 894
Total Corporate Securities 32169 31999 30972 25258
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1628 1587 1699 2049
due in 13 months to 5 years 2671 3054 3105 2278
due in 5 years to 10 years 2790 2995 2573 2437
due in more than 10 years 9638 9933 10726 10710
Variable rate demand notes 3873 3741 3305 3806
Total State and Municipal
Government Obligations 20600 21310 21408 21280
Asset-backed Securities
Credit card-backed securities 1210 900 872 973
Student loan-backed securities 3861 3207 3281 3437
Automobile loan-backed securities 1666 1209 1484 1646
Other asset-backed securities 4068 3775 3902 3969
Total Asset-backed securities 10805 9091 9539 10025
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 7387 3114 1501 -3176
Coupon Securities
due in less than or equal to 2
years 5403 4130 -401 -2500
due in more than 2 years but less
than or equal to 3 years 3702 3219 -3930 -2715
due in more than 3 years but less
than or equal to 6 years -58 -13395 3585 -5385
due in more than 6 years but less
than or equal to 7 years 635 4955 -2920 -12
due in more than 7 years but less
than or equal to 11 years 2485 902 -588 -5013
due in more than 11 years 1519 -3805 1235 3299
U.S.Floating Rate Notes
Floating Rate Notes -1639 -2571 4094 -929
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 1191 1036 -1280 642
due in more than 2 years but less
than or equal to 6 years -1205 391 709 -1051
due in more than 6 years but less
than or equal to 11 years 953 548 -601 -23
due in more than 11 years -396 -681 305 122
Total U.S. Government Securities 19977 -2157 1709 -16741
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -786 3349 -2469 791
Coupon Securities 963 -1936 760 2894
Total Federal Agency and
Government Sponsored Enterprise
Securities 177 1413 -1709 3685
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 1600 1201 -3039 3341
All Other Federal Agency and GSE
Residential MBS 538 1390 620 -68
Federal Agency and GSE CMBS 554 95 320 -154
Non-Agency MBS
Non-Agency Residential MBS 440 -244 804 341
Other CMBS 235 288 115 -528
Total Mortgage-backed Securities 3367 2730 -1180 2932
Corporate Securities
Commercial paper 711 -2460 -2356 1644
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -136 13 1168 -74
due in 13 months to 5 years -313 1929 4903 118
due in 5 years to 10 years -223 1426 1062 -257
due in more than 10 years -74 215 636 -930
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -464 7 94 2
due in 13 months to 5 years 422 -311 88 131
due in 5 years to 10 years 257 305 115 1179
due in more than 10 years -10 -97 4 -263
Total Corporate Securities 170 1027 5714 1550
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 41 -112 -350 91
due in 13 months to 5 years -383 -51 827 813
due in 5 years to 10 years -205 422 136 348
due in more than 10 years -295 -793 16 1682
Variable rate demand notes 132 436 -501 681
Total State and Municipal
Government Obligations -710 -98 128 3615
Asset-backed Securities
Credit card-backed securities 310 28 -101 -74
Student loan-backed securities 654 -74 -156 118
Automobile loan-backed securities 457 -275 -162 2
Other asset-backed securities 293 -127 -67 203
Total Asset-backed securities 1714 -448 -486 249
--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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