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US Data: Primary Dealer Securities Positions - Details
As of November 29, 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 29-Nov-17 22-Nov-17 15-Nov-17 08-Nov-17
U.S. Government Securities (excl
TIPS)
Treasury Bills 14459 18941 15427 28553
Coupon Securities
due in less than or equal to 2
years 27194 25725 23738 36035
due in more than 2 years but less
than or equal to 3 years -7635 -5005 -4280 -3022
due in more than 3 years but less
than or equal to 6 years 16759 12582 15866 6462
due in more than 6 years but less
than or equal to 7 years 14648 9318 8216 5357
due in more than 7 years but less
than or equal to 11 years -2779 662 2283 8497
due in more than 11 years 28270 25681 24871 23503
U.S.Floating Rate Notes
Floating Rate Notes 5644 6245 2312 2772
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 3465 3439 5812 6026
due in more than 2 years but less
than or equal to 6 years 275 19 -921 -498
due in more than 6 years but less
than or equal to 11 years 5041 5456 2416 3016
due in more than 11 years 516 493 1106 759
Total U.S. Government Securities 105857 103556 96846 117460
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 2544 5036 7980 5715
Coupon Securities 15837 19333 21908 18592
Total Federal Agency and
Government Sponsored Enterprise
Securities 18381 24369 29888 24307
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 8303 11063 15509 13258
All Other Federal Agency and GSE
Residential MBS 25359 23795 24167 26877
Federal Agency and GSE CMBS 2835 2669 2384 5740
Non-Agency MBS
Non-Agency Residential MBS 7776 8230 7915 8681
Other CMBS 6365 6653 6744 7005
Total Mortgage-backed Securities 50638 52410 56719 61561
Corporate Securities
Commercial paper 7300 10024 10682 10696
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 3365 2782 3087 3791
due in 13 months to 5 years 6408 7125 8171 9465
due in 5 years to 10 years 4353 4318 4086 3449
due in more than 10 years 1025 768 1298 1057
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 630 707 710 507
due in 13 months to 5 years 2428 2441 2572 2184
due in 5 years to 10 years 239 -188 423 229
due in more than 10 years 767 809 886 791
Total Corporate Securities 26515 28786 31915 32169
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1470 1608 1491 1628
due in 13 months to 5 years 2036 2469 2593 2671
due in 5 years to 10 years 2879 3264 3237 2790
due in more than 10 years 9951 9712 9867 9638
Variable rate demand notes 3752 3449 3262 3873
Total State and Municipal
Government Obligations 20088 20502 20450 20600
Asset-backed Securities
Credit card-backed securities 1346 1583 1864 1210
Student loan-backed securities 3789 3779 3691 3861
Automobile loan-backed securities 1869 1867 1970 1666
Other asset-backed securities 3802 3863 4073 4068
Total Asset-backed securities 10806 11092 11598 10805
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -4482 3514 -13126 7387
Coupon Securities
due in less than or equal to 2
years 1469 1987 -12297 5403
due in more than 2 years but less
than or equal to 3 years -2630 -725 -1258 3702
due in more than 3 years but less
than or equal to 6 years 4177 -3284 9404 -58
due in more than 6 years but less
than or equal to 7 years 5330 1102 2859 635
due in more than 7 years but less
than or equal to 11 years -3441 -1621 -6214 2485
due in more than 11 years 2589 810 1368 1519
U.S.Floating Rate Notes
Floating Rate Notes -601 3933 -460 -1639
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 26 -2373 -214 1191
due in more than 2 years but less
than or equal to 6 years 256 940 -423 -1205
due in more than 6 years but less
than or equal to 11 years -415 3040 -600 953
due in more than 11 years 23 -613 347 -396
Total U.S. Government Securities 2301 6710 -20614 19977
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -2492 -2944 2265 -786
Coupon Securities -3496 -2575 3316 963
Total Federal Agency and
Government Sponsored Enterprise
Securities -5988 -5519 5581 177
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -2760 -4446 2251 1600
All Other Federal Agency and GSE
Residential MBS 1564 -372 -2710 538
Federal Agency and GSE CMBS 166 285 -3356 554
Non-Agency MBS
Non-Agency Residential MBS -454 315 -766 440
Other CMBS -288 -91 -261 235
Total Mortgage-backed Securities -1772 -4309 -4842 3367
Corporate Securities
Commercial paper -2724 -658 -14 711
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 583 -305 -704 -136
due in 13 months to 5 years -717 -1046 -1294 -313
due in 5 years to 10 years 35 232 637 -223
due in more than 10 years 257 -530 241 -74
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -77 -3 203 -464
due in 13 months to 5 years -13 -131 388 422
due in 5 years to 10 years 427 -611 194 257
due in more than 10 years -42 -77 95 -10
Total Corporate Securities -2271 -3129 -254 170
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -138 117 -137 41
due in 13 months to 5 years -433 -124 -78 -383
due in 5 years to 10 years -385 27 447 -205
due in more than 10 years 239 -155 229 -295
Variable rate demand notes 303 187 -611 132
Total State and Municipal
Government Obligations -414 52 -150 -710
Asset-backed Securities
Credit card-backed securities -237 -281 654 310
Student loan-backed securities 10 88 -170 654
Automobile loan-backed securities 2 -103 304 457
Other asset-backed securities -61 -210 5 293
Total Asset-backed securities -286 -506 793 1714
--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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