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March 08, 2018 21:16 GMT
US Data: Primary Dealer Securities Positions - Details
As of February 28, 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 28-Feb-18 21-Feb-18 14-Feb-18 07-Feb-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 8777 7839 15472 23584
Coupon Securities
due in less than or equal to 2
years 7146 5942 11809 29920
due in more than 2 years but less
than or equal to 3 years -1878 1102 -821 -3778
due in more than 3 years but less
than or equal to 6 years 6741 7790 7260 7272
due in more than 6 years but less
than or equal to 7 years 4353 4156 3824 6210
due in more than 7 years but less
than or equal to 11 years -78 2141 4932 4169
due in more than 11 years 20977 22581 21153 19102
U.S.Floating Rate Notes
Floating Rate Notes 5780 6678 2795 4590
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 3912 3767 4627 5660
due in more than 2 years but less
than or equal to 6 years 5019 5713 4453 4724
due in more than 6 years but less
than or equal to 11 years 326 1692 625 -27
due in more than 11 years 59 296 -103 -96
Total U.S. Government Securities 61134 69697 76026 101330
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 3226 8289 5990 10831
Coupon Securities 16981 18385 16640 16383
Total Federal Agency and
Government Sponsored Enterprise
Securities 20207 26674 22630 27214
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 5924 13422 9550 9183
All Other Federal Agency and GSE
Residential MBS 29151 26242 25738 25755
Federal Agency and GSE CMBS 3493 3684 3632 2332
Non-Agency MBS
Non-Agency Residential MBS 7439 6924 7068 7398
Other CMBS 5950 5998 6403 6383
Total Mortgage-backed Securities 51957 56270 52391 51051
Corporate Securities
Commercial paper 9790 9423 11726 12629
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 2278 1835 2156 2642
due in 13 months to 5 years 5004 6165 6546 7460
due in 5 years to 10 years 4057 3196 3735 3718
due in more than 10 years 1095 893 639 -462
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 567 606 607 544
due in 13 months to 5 years 668 1156 1483 1739
due in 5 years to 10 years -535 -525 121 663
due in more than 10 years 1022 989 931 957
Total Corporate Securities 23946 23738 27944 29890
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1996 1805 1698 1580
due in 13 months to 5 years 1584 1525 1464 1560
due in 5 years to 10 years 2532 2722 2876 2951
due in more than 10 years 13200 13153 13108 13131
Variable rate demand notes 3431 3166 3609 2039
Total State and Municipal
Government Obligations 22743 22371 22755 21261
Asset-backed Securities
Credit card-backed securities 1338 1498 1629 1263
Student loan-backed securities 3059 2920 2826 2516
Automobile loan-backed securities 2612 2835 2889 2542
Other asset-backed securities 3906 3715 3841 3552
Total Asset-backed securities 10915 10968 11185 9873
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 938 -7633 -8112 9212
Coupon Securities
due in less than or equal to 2
years 1204 -5867 -18111 8279
due in more than 2 years but less
than or equal to 3 years -2980 1923 2957 6772
due in more than 3 years but less
than or equal to 6 years -1049 530 -12 -3504
due in more than 6 years but less
than or equal to 7 years 197 332 -2386 2754
due in more than 7 years but less
than or equal to 11 years -2219 -2791 763 3688
due in more than 11 years -1604 1428 2051 2998
U.S.Floating Rate Notes
Floating Rate Notes -898 3883 -1795 -94
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 145 -860 -1033 -978
due in more than 2 years but less
than or equal to 6 years -694 1260 -271 462
due in more than 6 years but less
than or equal to 11 years -1366 1067 652 81
due in more than 11 years -237 399 -7 104
Total U.S. Government Securities -8563 -6329 -25304 29774
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -5063 2299 -4841 2330
Coupon Securities -1404 1745 257 1518
Total Federal Agency and
Government Sponsored Enterprise
Securities -6467 4044 -4584 3848
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -7498 3872 367 6150
All Other Federal Agency and GSE
Residential MBS 2909 504 -17 1569
Federal Agency and GSE CMBS -191 52 1300 -1156
Non-Agency MBS
Non-Agency Residential MBS 515 -144 -330 -156
Other CMBS -48 -405 20 118
Total Mortgage-backed Securities -4313 3879 1340 6525
Corporate Securities
Commercial paper 367 -2303 -903 3499
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 443 -321 -486 34
due in 13 months to 5 years -1161 -381 -914 1994
due in 5 years to 10 years 861 -539 17 909
due in more than 10 years 202 254 1101 960
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -39 -1 63 -70
due in 13 months to 5 years -488 -327 -256 -365
due in 5 years to 10 years -10 -646 -542 -14
due in more than 10 years 33 58 -26 177
Total Corporate Securities 208 -4206 -1946 7124
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 191 107 118 20
due in 13 months to 5 years 59 61 -96 93
due in 5 years to 10 years -190 -154 -75 -472
due in more than 10 years 47 45 -23 -422
Variable rate demand notes 265 -443 1570 436
Total State and Municipal
Government Obligations 372 -384 1494 -345
Asset-backed Securities
Credit card-backed securities -160 -131 366 -100
Student loan-backed securities 139 94 310 -36
Automobile loan-backed securities -223 -54 347 254
Other asset-backed securities 191 -126 289 114
Total Asset-backed securities -53 -217 1312 232
--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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