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March 01, 2018 21:39 GMT
US Data: Primary Dealer Securities Positions - Details
As of February 21, 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 21-Feb-18 14-Feb-18 07-Feb-18 31-Jan-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 7839 15472 23584 14372
Coupon Securities
due in less than or equal to 2
years 5942 11809 29920 21641
due in more than 2 years but less
than or equal to 3 years 1102 -821 -3778 -10550
due in more than 3 years but less
than or equal to 6 years 7790 7260 7272 10776
due in more than 6 years but less
than or equal to 7 years 4156 3824 6210 3456
due in more than 7 years but less
than or equal to 11 years 2141 4932 4169 481
due in more than 11 years 22581 21153 19102 16104
U.S.Floating Rate Notes
Floating Rate Notes 6678 2795 4590 4684
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 3767 4627 5660 6638
due in more than 2 years but less
than or equal to 6 years 5713 4453 4724 4262
due in more than 6 years but less
than or equal to 11 years 1692 625 -27 -108
due in more than 11 years 296 -103 -96 -200
Total U.S. Government Securities 69697 76026 101330 71556
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 8289 5990 10831 8501
Coupon Securities 18385 16640 16383 14865
Total Federal Agency and
Government Sponsored Enterprise
Securities 26674 22630 27214 23366
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 13422 9550 9183 3033
All Other Federal Agency and GSE
Residential MBS 26242 25738 25755 24186
Federal Agency and GSE CMBS 3684 3632 2332 3488
Non-Agency MBS
Non-Agency Residential MBS 6924 7068 7398 7554
Other CMBS 5998 6403 6383 6265
Total Mortgage-backed Securities 56270 52391 51051 44526
Corporate Securities
Commercial paper 9423 11726 12629 9130
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1835 2156 2642 2608
due in 13 months to 5 years 6165 6546 7460 5466
due in 5 years to 10 years 3196 3735 3718 2809
due in more than 10 years 893 639 -462 -1422
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 606 607 544 614
due in 13 months to 5 years 1156 1483 1739 2104
due in 5 years to 10 years -525 121 663 677
due in more than 10 years 989 931 957 780
Total Corporate Securities 23738 27944 29890 22766
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1805 1698 1580 1560
due in 13 months to 5 years 1525 1464 1560 1467
due in 5 years to 10 years 2722 2876 2951 3423
due in more than 10 years 13153 13108 13131 13553
Variable rate demand notes 3166 3609 2039 1603
Total State and Municipal
Government Obligations 22371 22755 21261 21606
Asset-backed Securities
Credit card-backed securities 1498 1629 1263 1363
Student loan-backed securities 2920 2826 2516 2552
Automobile loan-backed securities 2835 2889 2542 2288
Other asset-backed securities 3715 3841 3552 3438
Total Asset-backed securities 10968 11185 9873 9641
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -7633 -8112 9212 5208
Coupon Securities
due in less than or equal to 2
years -5867 -18111 8279 -4366
due in more than 2 years but less
than or equal to 3 years 1923 2957 6772 -8324
due in more than 3 years but less
than or equal to 6 years 530 -12 -3504 -21
due in more than 6 years but less
than or equal to 7 years 332 -2386 2754 -2163
due in more than 7 years but less
than or equal to 11 years -2791 763 3688 -1620
due in more than 11 years 1428 2051 2998 -5562
U.S.Floating Rate Notes
Floating Rate Notes 3883 -1795 -94 -1872
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -860 -1033 -978 3197
due in more than 2 years but less
than or equal to 6 years 1260 -271 462 -1640
due in more than 6 years but less
than or equal to 11 years 1067 652 81 -3490
due in more than 11 years 399 -7 104 -30
Total U.S. Government Securities -6329 -25304 29774 -20683
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 2299 -4841 2330 5057
Coupon Securities 1745 257 1518 2271
Total Federal Agency and
Government Sponsored Enterprise
Securities 4044 -4584 3848 7328
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 3872 367 6150 -2132
All Other Federal Agency and GSE
Residential MBS 504 -17 1569 -554
Federal Agency and GSE CMBS 52 1300 -1156 256
Non-Agency MBS
Non-Agency Residential MBS -144 -330 -156 -574
Other CMBS -405 20 118 321
Total Mortgage-backed Securities 3879 1340 6525 -2683
Corporate Securities
Commercial paper -2303 -903 3499 369
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -321 -486 34 935
due in 13 months to 5 years -381 -914 1994 -1180
due in 5 years to 10 years -539 17 909 -468
due in more than 10 years 254 1101 960 -257
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -1 63 -70 4
due in 13 months to 5 years -327 -256 -365 73
due in 5 years to 10 years -646 -542 -14 -303
due in more than 10 years 58 -26 177 11
Total Corporate Securities -4206 -1946 7124 -816
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 107 118 20 4
due in 13 months to 5 years 61 -96 93 -69
due in 5 years to 10 years -154 -75 -472 -50
due in more than 10 years 45 -23 -422 -754
Variable rate demand notes -443 1570 436 -1213
Total State and Municipal
Government Obligations -384 1494 -345 -2082
Asset-backed Securities
Credit card-backed securities -131 366 -100 19
Student loan-backed securities 94 310 -36 -359
Automobile loan-backed securities -54 347 254 240
Other asset-backed securities -126 289 114 100
Total Asset-backed securities -217 1312 232 0
--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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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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