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January 18, 2018 21:13 GMT
US Data: Primary Dealer Securities Positions - Details
As of January 10, 2018
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 10-Jan-18 03-Jan-18 27-Dec-17 20-Dec-17
U.S. Government Securities (excl
TIPS)
Treasury Bills 13318 5103 11503 5411
Coupon Securities
due in less than or equal to 2
years 28029 31795 37306 33436
due in more than 2 years but less
than or equal to 3 years -4462 -5382 -3660 -7697
due in more than 3 years but less
than or equal to 6 years 8061 8276 20616 13177
due in more than 6 years but less
than or equal to 7 years 5666 5453 1363 5143
due in more than 7 years but less
than or equal to 11 years -401 -318 -1130 -1410
due in more than 11 years 24307 25864 26393 26036
U.S.Floating Rate Notes
Floating Rate Notes 2210 2467 3959 2819
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 1121 748 1204 1510
due in more than 2 years but less
than or equal to 6 years 4040 3374 3113 1963
due in more than 6 years but less
than or equal to 11 years 3719 4947 4544 4515
due in more than 11 years 369 47 -9 -50
Total U.S. Government Securities 85977 82374 105202 84853
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 7328 5056 1855 3921
Coupon Securities 10784 10029 10644 10719
Total Federal Agency and
Government Sponsored Enterprise
Securities 18112 15085 12499 14640
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 14665 16101 14505 14527
All Other Federal Agency and GSE
Residential MBS 23322 22263 23374 23107
Federal Agency and GSE CMBS 3480 3714 3729 3647
Non-Agency MBS
Non-Agency Residential MBS 7580 8054 8177 8331
Other CMBS 5927 6123 6222 6311
Total Mortgage-backed Securities 54974 56255 56007 55923
Corporate Securities
Commercial paper 8353 4866 5196 8275
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1918 1947 2155 2282
due in 13 months to 5 years 5472 3541 3999 4063
due in 5 years to 10 years 3067 2367 2631 3138
due in more than 10 years -516 -78 -610 -87
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 658 682 708 747
due in 13 months to 5 years 2148 2265 2338 2353
due in 5 years to 10 years 434 318 947 1164
due in more than 10 years 864 766 754 831
Total Corporate Securities 22398 16674 18118 22766
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1814 1576 2038 2015
due in 13 months to 5 years 1494 1609 2021 2051
due in 5 years to 10 years 3555 4068 4180 4400
due in more than 10 years 13618 14625 15316 15334
Variable rate demand notes 3166 3375 5143 7381
Total State and Municipal
Government Obligations 23647 25253 28698 31181
Asset-backed Securities
Credit card-backed securities 795 515 559 713
Student loan-backed securities 3132 3574 3611 3660
Automobile loan-backed securities 1624 1625 1706 1912
Other asset-backed securities 3492 3437 3707 3641
Total Asset-backed securities 9043 9151 9583 9926
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 8215 -6400 6092 -12137
Coupon Securities
due in less than or equal to 2
years -3766 -5511 3870 1548
due in more than 2 years but less
than or equal to 3 years 920 -1722 4037 -2192
due in more than 3 years but less
than or equal to 6 years -215 -12340 7439 -2796
due in more than 6 years but less
than or equal to 7 years 213 4090 -3780 -4489
due in more than 7 years but less
than or equal to 11 years -83 812 280 -1669
due in more than 11 years -1557 -529 357 -2458
U.S.Floating Rate Notes
Floating Rate Notes -257 -1492 1140 -836
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 373 -456 -306 -745
due in more than 2 years but less
than or equal to 6 years 666 261 1150 856
due in more than 6 years but less
than or equal to 11 years -1228 403 29 626
due in more than 11 years 322 56 41 -790
Total U.S. Government Securities 3603 -22828 20349 -25082
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 2272 3201 -2066 141
Coupon Securities 755 -615 -75 -2366
Total Federal Agency and
Government Sponsored Enterprise
Securities 3027 2586 -2141 -2225
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -1436 1596 -22 3213
All Other Federal Agency and GSE
Residential MBS 1059 -1111 267 -1251
Federal Agency and GSE CMBS -234 -15 82 321
Non-Agency MBS
Non-Agency Residential MBS -474 -123 -154 294
Other CMBS -196 -99 -89 -201
Total Mortgage-backed Securities -1281 248 84 2376
Corporate Securities
Commercial paper 3487 -330 -3079 -2051
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -29 -208 -127 -854
due in 13 months to 5 years 1931 -458 -64 -1776
due in 5 years to 10 years 700 -264 -507 -516
due in more than 10 years -438 532 -523 -856
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -24 -26 -39 86
due in 13 months to 5 years -117 -73 -15 -167
due in 5 years to 10 years 116 -629 -217 643
due in more than 10 years 98 12 -77 -71
Total Corporate Securities 5724 -1444 -4648 -5562
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 238 -462 23 97
due in 13 months to 5 years -115 -412 -30 67
due in 5 years to 10 years -513 -112 -220 -273
due in more than 10 years -1007 -691 -18 1522
Variable rate demand notes -209 -1768 -2238 1715
Total State and Municipal
Government Obligations -1606 -3445 -2483 3128
Asset-backed Securities
Credit card-backed securities 280 -44 -154 -247
Student loan-backed securities -442 -37 -49 96
Automobile loan-backed securities -1 -81 -206 -129
Other asset-backed securities 55 -270 66 -177
Total Asset-backed securities -108 -432 -343 -457
--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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