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US Data: Primary Dealer Securities Positions - Details
As of February 7, 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 07-Feb-18 31-Jan-18 24-Jan-18 17-Jan-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 23584 14372 9164 9561
Coupon Securities
due in less than or equal to 2
years 29920 21641 26007 27851
due in more than 2 years but less
than or equal to 3 years -3778 -10550 -2226 -3135
due in more than 3 years but less
than or equal to 6 years 7272 10776 10797 5707
due in more than 6 years but less
than or equal to 7 years 6210 3456 5619 5261
due in more than 7 years but less
than or equal to 11 years 4169 481 2101 1625
due in more than 11 years 19102 16104 21666 21757
U.S.Floating Rate Notes
Floating Rate Notes 4590 4684 6556 1888
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 5660 6638 3441 2990
due in more than 2 years but less
than or equal to 6 years 4724 4262 5902 5983
due in more than 6 years but less
than or equal to 11 years -27 -108 3382 2393
due in more than 11 years -96 -200 -170 119
Total U.S. Government Securities 101330 71556 92239 82000
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 10831 8501 3444 4405
Coupon Securities 16383 14865 12594 12101
Total Federal Agency and
Government Sponsored Enterprise
Securities 27214 23366 16038 16506
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 9183 3033 5165 11371
All Other Federal Agency and GSE
Residential MBS 25755 24186 24740 24299
Federal Agency and GSE CMBS 2332 3488 3232 2610
Non-Agency MBS
Non-Agency Residential MBS 7398 7554 8128 7646
Other CMBS 6383 6265 5944 5863
Total Mortgage-backed Securities 51051 44526 47209 51789
Corporate Securities
Commercial paper 12629 9130 8761 8832
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 2642 2608 1673 1825
due in 13 months to 5 years 7460 5466 6646 6750
due in 5 years to 10 years 3718 2809 3277 3419
due in more than 10 years -462 -1422 -1165 -462
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 544 614 610 672
due in 13 months to 5 years 1739 2104 2031 2317
due in 5 years to 10 years 663 677 980 1064
due in more than 10 years 957 780 769 1002
Total Corporate Securities 29890 22766 23582 25419
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1580 1560 1556 1600
due in 13 months to 5 years 1560 1467 1536 1790
due in 5 years to 10 years 2951 3423 3473 3268
due in more than 10 years 13131 13553 14307 13387
Variable rate demand notes 2039 1603 2816 2345
Total State and Municipal
Government Obligations 21261 21606 23688 22390
Asset-backed Securities
Credit card-backed securities 1263 1363 1344 1213
Student loan-backed securities 2516 2552 2911 2994
Automobile loan-backed securities 2542 2288 2048 1843
Other asset-backed securities 3552 3438 3338 3545
Total Asset-backed securities 9873 9641 9641 9595
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 9212 5208 -397 -3757
Coupon Securities
due in less than or equal to 2
years 8279 -4366 -1844 -178
due in more than 2 years but less
than or equal to 3 years 6772 -8324 909 1327
due in more than 3 years but less
than or equal to 6 years -3504 -21 5090 -2354
due in more than 6 years but less
than or equal to 7 years 2754 -2163 358 -405
due in more than 7 years but less
than or equal to 11 years 3688 -1620 476 2026
due in more than 11 years 2998 -5562 -91 -2550
U.S.Floating Rate Notes
Floating Rate Notes -94 -1872 4668 -322
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -978 3197 451 1869
due in more than 2 years but less
than or equal to 6 years 462 -1640 -81 1943
due in more than 6 years but less
than or equal to 11 years 81 -3490 989 -1326
due in more than 11 years 104 -30 -289 -250
Total U.S. Government Securities 29774 -20683 10239 -3977
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 2330 5057 -961 -2923
Coupon Securities 1518 2271 493 1317
Total Federal Agency and
Government Sponsored Enterprise
Securities 3848 7328 -468 -1606
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 6150 -2132 -6206 -3294
All Other Federal Agency and GSE
Residential MBS 1569 -554 441 977
Federal Agency and GSE CMBS -1156 256 622 -870
Non-Agency MBS
Non-Agency Residential MBS -156 -574 482 66
Other CMBS 118 321 81 -64
Total Mortgage-backed Securities 6525 -2683 -4580 -3185
Corporate Securities
Commercial paper 3499 369 -71 479
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 34 935 -152 -93
due in 13 months to 5 years 1994 -1180 -104 1278
due in 5 years to 10 years 909 -468 -142 352
due in more than 10 years 960 -257 -703 54
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -70 4 -62 14
due in 13 months to 5 years -365 73 -286 169
due in 5 years to 10 years -14 -303 -84 630
due in more than 10 years 177 11 -233 138
Total Corporate Securities 7124 -816 -1837 3021
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 20 4 -44 -214
due in 13 months to 5 years 93 -69 -254 296
due in 5 years to 10 years -472 -50 205 -287
due in more than 10 years -422 -754 920 -231
Variable rate demand notes 436 -1213 471 -821
Total State and Municipal
Government Obligations -345 -2082 1298 -1257
Asset-backed Securities
Credit card-backed securities -100 19 131 418
Student loan-backed securities -36 -359 -83 -138
Automobile loan-backed securities 254 240 205 219
Other asset-backed securities 114 100 -207 53
Total Asset-backed securities 232 0 46 552
--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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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.
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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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