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January 25, 2018 21:18 GMT
US Data: Primary Dealer Securities Positions - Details
As of January 17, 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 17-Jan-18 10-Jan-18 03-Jan-18 27-Dec-17
U.S. Government Securities (excl
TIPS)
Treasury Bills 9561 13318 5103 11503
Coupon Securities
due in less than or equal to 2
years 27851 28029 31795 37306
due in more than 2 years but less
than or equal to 3 years -3135 -4462 -5382 -3660
due in more than 3 years but less
than or equal to 6 years 5707 8061 8276 20616
due in more than 6 years but less
than or equal to 7 years 5261 5666 5453 1363
due in more than 7 years but less
than or equal to 11 years 1625 -401 -318 -1130
due in more than 11 years 21757 24307 25864 26393
U.S.Floating Rate Notes
Floating Rate Notes 1888 2210 2467 3959
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 2990 1121 748 1204
due in more than 2 years but less
than or equal to 6 years 5983 4040 3374 3113
due in more than 6 years but less
than or equal to 11 years 2393 3719 4947 4544
due in more than 11 years 119 369 47 -9
Total U.S. Government Securities 82000 85977 82374 105202
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 4405 7328 5056 1855
Coupon Securities 12101 10784 10029 10644
Total Federal Agency and
Government Sponsored Enterprise
Securities 16506 18112 15085 12499
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 11371 14665 16101 14505
All Other Federal Agency and GSE
Residential MBS 24299 23322 22263 23374
Federal Agency and GSE CMBS 2610 3480 3714 3729
Non-Agency MBS
Non-Agency Residential MBS 7646 7580 8054 8177
Other CMBS 5863 5927 6123 6222
Total Mortgage-backed Securities 51789 54974 56255 56007
Corporate Securities
Commercial paper 8832 8353 4866 5196
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1825 1918 1947 2155
due in 13 months to 5 years 6750 5472 3541 3999
due in 5 years to 10 years 3419 3067 2367 2631
due in more than 10 years -462 -516 -78 -610
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 672 658 682 708
due in 13 months to 5 years 2317 2148 2265 2338
due in 5 years to 10 years 1064 434 318 947
due in more than 10 years 1002 864 766 754
Total Corporate Securities 25419 22398 16674 18118
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1600 1814 1576 2038
due in 13 months to 5 years 1790 1494 1609 2021
due in 5 years to 10 years 3268 3555 4068 4180
due in more than 10 years 13387 13618 14625 15316
Variable rate demand notes 2345 3166 3375 5143
Total State and Municipal
Government Obligations 22390 23647 25253 28698
Asset-backed Securities
Credit card-backed securities 1213 795 515 559
Student loan-backed securities 2994 3132 3574 3611
Automobile loan-backed securities 1843 1624 1625 1706
Other asset-backed securities 3545 3492 3437 3707
Total Asset-backed securities 9595 9043 9151 9583
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -3757 8215 -6400 6092
Coupon Securities
due in less than or equal to 2
years -178 -3766 -5511 3870
due in more than 2 years but less
than or equal to 3 years 1327 920 -1722 4037
due in more than 3 years but less
than or equal to 6 years -2354 -215 -12340 7439
due in more than 6 years but less
than or equal to 7 years -405 213 4090 -3780
due in more than 7 years but less
than or equal to 11 years 2026 -83 812 280
due in more than 11 years -2550 -1557 -529 357
U.S.Floating Rate Notes
Floating Rate Notes -322 -257 -1492 1140
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 1869 373 -456 -306
due in more than 2 years but less
than or equal to 6 years 1943 666 261 1150
due in more than 6 years but less
than or equal to 11 years -1326 -1228 403 29
due in more than 11 years -250 322 56 41
Total U.S. Government Securities -3977 3603 -22828 20349
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -2923 2272 3201 -2066
Coupon Securities 1317 755 -615 -75
Total Federal Agency and
Government Sponsored Enterprise
Securities -1606 3027 2586 -2141
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -3294 -1436 1596 -22
All Other Federal Agency and GSE
Residential MBS 977 1059 -1111 267
Federal Agency and GSE CMBS -870 -234 -15 82
Non-Agency MBS
Non-Agency Residential MBS 66 -474 -123 -154
Other CMBS -64 -196 -99 -89
Total Mortgage-backed Securities -3185 -1281 248 84
Corporate Securities
Commercial paper 479 3487 -330 -3079
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -93 -29 -208 -127
due in 13 months to 5 years 1278 1931 -458 -64
due in 5 years to 10 years 352 700 -264 -507
due in more than 10 years 54 -438 532 -523
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 14 -24 -26 -39
due in 13 months to 5 years 169 -117 -73 -15
due in 5 years to 10 years 630 116 -629 -217
due in more than 10 years 138 98 12 -77
Total Corporate Securities 3021 5724 -1444 -4648
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -214 238 -462 23
due in 13 months to 5 years 296 -115 -412 -30
due in 5 years to 10 years -287 -513 -112 -220
due in more than 10 years -231 -1007 -691 -18
Variable rate demand notes -821 -209 -1768 -2238
Total State and Municipal
Government Obligations -1257 -1606 -3445 -2483
Asset-backed Securities
Credit card-backed securities 418 280 -44 -154
Student loan-backed securities -138 -442 -37 -49
Automobile loan-backed securities 219 -1 -81 -206
Other asset-backed securities 53 55 -270 66
Total Asset-backed securities 552 -108 -432 -343
--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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