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February 22, 2018 21:16 GMT
US Data: Primary Dealer Securities Positions - Details
As of February 14, 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 14-Feb-18 07-Feb-18 31-Jan-18 24-Jan-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 15472 23584 14372 9164
Coupon Securities
due in less than or equal to 2
years 11809 29920 21641 26007
due in more than 2 years but less
than or equal to 3 years -821 -3778 -10550 -2226
due in more than 3 years but less
than or equal to 6 years 7260 7272 10776 10797
due in more than 6 years but less
than or equal to 7 years 3824 6210 3456 5619
due in more than 7 years but less
than or equal to 11 years 4932 4169 481 2101
due in more than 11 years 21153 19102 16104 21666
U.S.Floating Rate Notes
Floating Rate Notes 2795 4590 4684 6556
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 4627 5660 6638 3441
due in more than 2 years but less
than or equal to 6 years 4453 4724 4262 5902
due in more than 6 years but less
than or equal to 11 years 625 -27 -108 3382
due in more than 11 years -103 -96 -200 -170
Total U.S. Government Securities 76026 101330 71556 92239
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 5990 10831 8501 3444
Coupon Securities 16640 16383 14865 12594
Total Federal Agency and
Government Sponsored Enterprise
Securities 22630 27214 23366 16038
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 9550 9183 3033 5165
All Other Federal Agency and GSE
Residential MBS 25738 25755 24186 24740
Federal Agency and GSE CMBS 3632 2332 3488 3232
Non-Agency MBS
Non-Agency Residential MBS 7068 7398 7554 8128
Other CMBS 6403 6383 6265 5944
Total Mortgage-backed Securities 52391 51051 44526 47209
Corporate Securities
Commercial paper 11726 12629 9130 8761
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 2156 2642 2608 1673
due in 13 months to 5 years 6546 7460 5466 6646
due in 5 years to 10 years 3735 3718 2809 3277
due in more than 10 years 639 -462 -1422 -1165
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 607 544 614 610
due in 13 months to 5 years 1483 1739 2104 2031
due in 5 years to 10 years 121 663 677 980
due in more than 10 years 931 957 780 769
Total Corporate Securities 27944 29890 22766 23582
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1698 1580 1560 1556
due in 13 months to 5 years 1464 1560 1467 1536
due in 5 years to 10 years 2876 2951 3423 3473
due in more than 10 years 13108 13131 13553 14307
Variable rate demand notes 3609 2039 1603 2816
Total State and Municipal
Government Obligations 22755 21261 21606 23688
Asset-backed Securities
Credit card-backed securities 1629 1263 1363 1344
Student loan-backed securities 2826 2516 2552 2911
Automobile loan-backed securities 2889 2542 2288 2048
Other asset-backed securities 3841 3552 3438 3338
Total Asset-backed securities 11185 9873 9641 9641
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -8112 9212 5208 -397
Coupon Securities
due in less than or equal to 2
years -18111 8279 -4366 -1844
due in more than 2 years but less
than or equal to 3 years 2957 6772 -8324 909
due in more than 3 years but less
than or equal to 6 years -12 -3504 -21 5090
due in more than 6 years but less
than or equal to 7 years -2386 2754 -2163 358
due in more than 7 years but less
than or equal to 11 years 763 3688 -1620 476
due in more than 11 years 2051 2998 -5562 -91
U.S.Floating Rate Notes
Floating Rate Notes -1795 -94 -1872 4668
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -1033 -978 3197 451
due in more than 2 years but less
than or equal to 6 years -271 462 -1640 -81
due in more than 6 years but less
than or equal to 11 years 652 81 -3490 989
due in more than 11 years -7 104 -30 -289
Total U.S. Government Securities -25304 29774 -20683 10239
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -4841 2330 5057 -961
Coupon Securities 257 1518 2271 493
Total Federal Agency and
Government Sponsored Enterprise
Securities -4584 3848 7328 -468
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 367 6150 -2132 -6206
All Other Federal Agency and GSE
Residential MBS -17 1569 -554 441
Federal Agency and GSE CMBS 1300 -1156 256 622
Non-Agency MBS
Non-Agency Residential MBS -330 -156 -574 482
Other CMBS 20 118 321 81
Total Mortgage-backed Securities 1340 6525 -2683 -4580
Corporate Securities
Commercial paper -903 3499 369 -71
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -486 34 935 -152
due in 13 months to 5 years -914 1994 -1180 -104
due in 5 years to 10 years 17 909 -468 -142
due in more than 10 years 1101 960 -257 -703
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 63 -70 4 -62
due in 13 months to 5 years -256 -365 73 -286
due in 5 years to 10 years -542 -14 -303 -84
due in more than 10 years -26 177 11 -233
Total Corporate Securities -1946 7124 -816 -1837
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 118 20 4 -44
due in 13 months to 5 years -96 93 -69 -254
due in 5 years to 10 years -75 -472 -50 205
due in more than 10 years -23 -422 -754 920
Variable rate demand notes 1570 436 -1213 471
Total State and Municipal
Government Obligations 1494 -345 -2082 1298
Asset-backed Securities
Credit card-backed securities 366 -100 19 131
Student loan-backed securities 310 -36 -359 -83
Automobile loan-backed securities 347 254 240 205
Other asset-backed securities 289 114 100 -207
Total Asset-backed securities 1312 232 0 46
--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com
[TOPICS: 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.
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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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