register nowRegister now
USDJPY TECHS

Eighth Consecutive Session of Higher Highs

EURGBP TECHS

Remains Below The Feb 26 High

GBPUSD TECHS

Consolidating And Remains Vulnerable

EQUITIES

Stocks Spiral as S&P Chews Through Support

     
As of November 22, 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                22-Nov-17  15-Nov-17  08-Nov-17  01-Nov-17
U.S. Government Securities (excl
TIPS)
Treasury Bills                            18941      15427      28553      21166
Coupon Securities
due in less than or equal to 2
years                                     25725      23738      36035      30632
due in more than 2 years but less
than or equal to 3 years                  -5005      -4280      -3022      -6724
due in more than 3 years but less
than or equal to 6 years                  12582      15866       6462       6520
due in more than 6 years but less
than or equal to 7 years                   9318       8216       5357       4722
due in more than 7 years but less
than or equal to 11 years                   662       2283       8497       6012
due in more than 11 years                 25681      24871      23503      21984
U.S.Floating Rate Notes
Floating Rate Notes                        6245       2312       2772       4411
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years                                      3439       5812       6026       4835
due in more than 2 years but less
than or equal to 6 years                     19       -921       -498        707
due in more than 6 years but less
than or equal to 11 years                  5456       2416       3016       2063
due in more than 11 years                   493       1106        759       1155
Total U.S. Government Securities         103556      96846     117460      97483
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes                             5036       7980       5715       6501
Coupon Securities                         19333      21908      18592      17629
Total Federal Agency and
Government Sponsored Enterprise
Securities                                24369      29888      24307      24130
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS                          11063      15509      13258      11658
All Other Federal Agency and GSE
Residential MBS                           23795      24167      26877      26339
Federal Agency and GSE CMBS                2669       2384       5740       5186
Non-Agency MBS
Non-Agency Residential MBS                 8230       7915       8681       8241
Other CMBS                                 6653       6744       7005       6770
Total Mortgage-backed Securities          52410      56719      61561      58194
Corporate Securities
Commercial paper                          10024      10682      10696       9985
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months                                     2782       3087       3791       3927
due in 13 months to 5 years                7125       8171       9465       9778
due in 5 years to 10 years                 4318       4086       3449       3672
due in more than 10 years                   768       1298       1057       1131
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months                                      707        710        507        971
due in 13 months to 5 years                2441       2572       2184       1762
due in 5 years to 10 years                 -188        423        229        -28
due in more than 10 years                   809        886        791        801
Total Corporate Securities                28786      31915      32169      31999
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months                                     1608       1491       1628       1587
due in 13 months to 5 years                2469       2593       2671       3054
due in 5 years to 10 years                 3264       3237       2790       2995
due in more than 10 years                  9712       9867       9638       9933
Variable rate demand notes                 3449       3262       3873       3741
Total State and Municipal
Government Obligations                    20502      20450      20600      21310
Asset-backed Securities
Credit card-backed securities              1583       1864       1210        900
Student loan-backed securities             3779       3691       3861       3207
Automobile loan-backed securities          1867       1970       1666       1209
Other asset-backed securities              3863       4073       4068       3775
Total Asset-backed securities             11092      11598      10805       9091
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills                             3514     -13126       7387       3114
Coupon Securities
due in less than or equal to 2
years                                      1987     -12297       5403       4130
due in more than 2 years but less
than or equal to 3 years                   -725      -1258       3702       3219
due in more than 3 years but less
than or equal to 6 years                  -3284       9404        -58     -13395
due in more than 6 years but less
than or equal to 7 years                   1102       2859        635       4955
due in more than 7 years but less
than or equal to 11 years                 -1621      -6214       2485        902
due in more than 11 years                   810       1368       1519      -3805
U.S.Floating Rate Notes
Floating Rate Notes                        3933       -460      -1639      -2571
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years                                     -2373       -214       1191       1036
due in more than 2 years but less
than or equal to 6 years                    940       -423      -1205        391
due in more than 6 years but less
than or equal to 11 years                  3040       -600        953        548
due in more than 11 years                  -613        347       -396       -681
Total U.S. Government Securities           6710     -20614      19977      -2157
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes                            -2944       2265       -786       3349
Coupon Securities                         -2575       3316        963      -1936
Total Federal Agency and
Government Sponsored Enterprise
Securities                                -5519       5581        177       1413
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS                          -4446       2251       1600       1201
All Other Federal Agency and GSE
Residential MBS                            -372      -2710        538       1390
Federal Agency and GSE CMBS                 285      -3356        554         95
Non-Agency MBS
Non-Agency Residential MBS                  315       -766        440       -244
Other CMBS                                  -91       -261        235        288
Total Mortgage-backed Securities          -4309      -4842       3367       2730
Corporate Securities
Commercial paper                           -658        -14        711      -2460
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months                                     -305       -704       -136         13
due in 13 months to 5 years               -1046      -1294       -313       1929
due in 5 years to 10 years                  232        637       -223       1426
due in more than 10 years                  -530        241        -74        215
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months                                       -3        203       -464          7
due in 13 months to 5 years                -131        388        422       -311
due in 5 years to 10 years                 -611        194        257        305
due in more than 10 years                   -77         95        -10        -97
Total Corporate Securities                -3129       -254        170       1027
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months                                      117       -137         41       -112
due in 13 months to 5 years                -124        -78       -383        -51
due in 5 years to 10 years                   27        447       -205        422
due in more than 10 years                  -155        229       -295       -793
Variable rate demand notes                  187       -611        132        436
Total State and Municipal
Government Obligations                       52       -150       -710        -98
Asset-backed Securities
Credit card-backed securities              -281        654        310         28
Student loan-backed securities               88       -170        654        -74
Automobile loan-backed securities          -103        304        457       -275
Other asset-backed securities              -210          5        293       -127
Total Asset-backed securities              -506        793       1714       -448
--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com
[TOPICS: MTABLE,MAUDT$,M$U$$$,M$$FI$,MN$FI$]