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December 14, 2017 21:07 GMT
US Data: Primary Dealer Securities Positions - Details
As of December 6, 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 06-Dec-17 29-Nov-17 22-Nov-17 15-Nov-17
U.S. Government Securities (excl
TIPS)
Treasury Bills 5649 14459 18941 15427
Coupon Securities
due in less than or equal to 2
years 23615 27194 25725 23738
due in more than 2 years but less
than or equal to 3 years -4602 -7635 -5005 -4280
due in more than 3 years but less
than or equal to 6 years 9603 16759 12582 15866
due in more than 6 years but less
than or equal to 7 years 11956 14648 9318 8216
due in more than 7 years but less
than or equal to 11 years 1546 -2779 662 2283
due in more than 11 years 24316 28270 25681 24871
U.S.Floating Rate Notes
Floating Rate Notes 4790 5644 6245 2312
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 3148 3465 3439 5812
due in more than 2 years but less
than or equal to 6 years 340 275 19 -921
due in more than 6 years but less
than or equal to 11 years 3746 5041 5456 2416
due in more than 11 years 933 516 493 1106
Total U.S. Government Securities 85040 105857 103556 96846
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 4228 2544 5036 7980
Coupon Securities 15376 15837 19333 21908
Total Federal Agency and
Government Sponsored Enterprise
Securities 19604 18381 24369 29888
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 5055 8303 11063 15509
All Other Federal Agency and GSE
Residential MBS 24934 25359 23795 24167
Federal Agency and GSE CMBS 3079 2835 2669 2384
Non-Agency MBS
Non-Agency Residential MBS 7735 7776 8230 7915
Other CMBS 6389 6365 6653 6744
Total Mortgage-backed Securities 47192 50638 52410 56719
Corporate Securities
Commercial paper 10649 7300 10024 10682
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 3210 3365 2782 3087
due in 13 months to 5 years 5028 6408 7125 8171
due in 5 years to 10 years 3091 4353 4318 4086
due in more than 10 years 585 1025 768 1298
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 589 630 707 710
due in 13 months to 5 years 2518 2428 2441 2572
due in 5 years to 10 years 12 239 -188 423
due in more than 10 years 980 767 809 886
Total Corporate Securities 26662 26515 28786 31915
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1510 1470 1608 1491
due in 13 months to 5 years 1969 2036 2469 2593
due in 5 years to 10 years 3111 2879 3264 3237
due in more than 10 years 11090 9951 9712 9867
Variable rate demand notes 3282 3752 3449 3262
Total State and Municipal
Government Obligations 20962 20088 20502 20450
Asset-backed Securities
Credit card-backed securities 1189 1346 1583 1864
Student loan-backed securities 3774 3789 3779 3691
Automobile loan-backed securities 1983 1869 1867 1970
Other asset-backed securities 3883 3802 3863 4073
Total Asset-backed securities 10829 10806 11092 11598
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -8810 -4482 3514 -13126
Coupon Securities
due in less than or equal to 2
years -3579 1469 1987 -12297
due in more than 2 years but less
than or equal to 3 years 3033 -2630 -725 -1258
due in more than 3 years but less
than or equal to 6 years -7156 4177 -3284 9404
due in more than 6 years but less
than or equal to 7 years -2692 5330 1102 2859
due in more than 7 years but less
than or equal to 11 years 4325 -3441 -1621 -6214
due in more than 11 years -3954 2589 810 1368
U.S.Floating Rate Notes
Floating Rate Notes -854 -601 3933 -460
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -317 26 -2373 -214
due in more than 2 years but less
than or equal to 6 years 65 256 940 -423
due in more than 6 years but less
than or equal to 11 years -1295 -415 3040 -600
due in more than 11 years 417 23 -613 347
Total U.S. Government Securities -20817 2301 6710 -20614
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 1684 -2492 -2944 2265
Coupon Securities -461 -3496 -2575 3316
Total Federal Agency and
Government Sponsored Enterprise
Securities 1223 -5988 -5519 5581
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -3248 -2760 -4446 2251
All Other Federal Agency and GSE
Residential MBS -425 1564 -372 -2710
Federal Agency and GSE CMBS 244 166 285 -3356
Non-Agency MBS
Non-Agency Residential MBS -41 -454 315 -766
Other CMBS 24 -288 -91 -261
Total Mortgage-backed Securities -3446 -1772 -4309 -4842
Corporate Securities
Commercial paper 3349 -2724 -658 -14
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -155 583 -305 -704
due in 13 months to 5 years -1380 -717 -1046 -1294
due in 5 years to 10 years -1262 35 232 637
due in more than 10 years -440 257 -530 241
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -41 -77 -3 203
due in 13 months to 5 years 90 -13 -131 388
due in 5 years to 10 years -227 427 -611 194
due in more than 10 years 213 -42 -77 95
Total Corporate Securities 147 -2271 -3129 -254
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 40 -138 117 -137
due in 13 months to 5 years -67 -433 -124 -78
due in 5 years to 10 years 232 -385 27 447
due in more than 10 years 1139 239 -155 229
Variable rate demand notes -470 303 187 -611
Total State and Municipal
Government Obligations 874 -414 52 -150
Asset-backed Securities
Credit card-backed securities -157 -237 -281 654
Student loan-backed securities -15 10 88 -170
Automobile loan-backed securities 114 2 -103 304
Other asset-backed securities 81 -61 -210 5
Total Asset-backed securities 23 -286 -506 793
--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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