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November 30, 2017 21:12 GMT
US Data: Primary Dealer Securities Positions - Details
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$]
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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