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March 15, 2018 20:05 GMT
US Data: Primary Dealer Securities Positions - Details
As of March 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-Mar-18 28-Feb-18 21-Feb-18 14-Feb-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 20711 8777 7839 15472
Coupon Securities
due in less than or equal to 2
years 10169 7146 5942 11809
due in more than 2 years but less
than or equal to 3 years -3773 -1878 1102 -821
due in more than 3 years but less
than or equal to 6 years 10398 6741 7790 7260
due in more than 6 years but less
than or equal to 7 years 4208 4353 4156 3824
due in more than 7 years but less
than or equal to 11 years 1880 -78 2141 4932
due in more than 11 years 20203 20977 22581 21153
U.S.Floating Rate Notes
Floating Rate Notes 5087 5780 6678 2795
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 3616 3912 3767 4627
due in more than 2 years but less
than or equal to 6 years 5606 5019 5713 4453
due in more than 6 years but less
than or equal to 11 years -604 326 1692 625
due in more than 11 years 912 59 296 -103
Total U.S. Government Securities 78413 61134 69697 76026
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 4693 3226 8289 5990
Coupon Securities 16924 16981 18385 16640
Total Federal Agency and
Government Sponsored Enterprise
Securities 21617 20207 26674 22630
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 2859 5924 13422 9550
All Other Federal Agency and GSE
Residential MBS 29606 29151 26242 25738
Federal Agency and GSE CMBS 3908 3493 3684 3632
Non-Agency MBS
Non-Agency Residential MBS 7519 7439 6924 7068
Other CMBS 6120 5950 5998 6403
Total Mortgage-backed Securities 50012 51957 56270 52391
Corporate Securities
Commercial paper 10383 9790 9423 11726
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1702 2278 1835 2156
due in 13 months to 5 years 4511 5004 6165 6546
due in 5 years to 10 years 5285 4057 3196 3735
due in more than 10 years 940 1095 893 639
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 535 567 606 607
due in 13 months to 5 years 179 668 1156 1483
due in 5 years to 10 years -678 -535 -525 121
due in more than 10 years 1037 1022 989 931
Total Corporate Securities 23894 23946 23738 27944
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 2198 1996 1805 1698
due in 13 months to 5 years 1816 1584 1525 1464
due in 5 years to 10 years 2789 2532 2722 2876
due in more than 10 years 13827 13200 13153 13108
Variable rate demand notes 3359 3431 3166 3609
Total State and Municipal
Government Obligations 23989 22743 22371 22755
Asset-backed Securities
Credit card-backed securities 1299 1338 1498 1629
Student loan-backed securities 3526 3059 2920 2826
Automobile loan-backed securities 2557 2612 2835 2889
Other asset-backed securities 3955 3906 3715 3841
Total Asset-backed securities 11337 10915 10968 11185
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 11934 938 -7633 -8112
Coupon Securities
due in less than or equal to 2
years 3023 1204 -5867 -18111
due in more than 2 years but less
than or equal to 3 years -1895 -2980 1923 2957
due in more than 3 years but less
than or equal to 6 years 3657 -1049 530 -12
due in more than 6 years but less
than or equal to 7 years -145 197 332 -2386
due in more than 7 years but less
than or equal to 11 years 1958 -2219 -2791 763
due in more than 11 years -774 -1604 1428 2051
U.S.Floating Rate Notes
Floating Rate Notes -693 -898 3883 -1795
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -296 145 -860 -1033
due in more than 2 years but less
than or equal to 6 years 587 -694 1260 -271
due in more than 6 years but less
than or equal to 11 years -930 -1366 1067 652
due in more than 11 years 853 -237 399 -7
Total U.S. Government Securities 17279 -8563 -6329 -25304
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 1467 -5063 2299 -4841
Coupon Securities -57 -1404 1745 257
Total Federal Agency and
Government Sponsored Enterprise
Securities 1410 -6467 4044 -4584
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -3065 -7498 3872 367
All Other Federal Agency and GSE
Residential MBS 455 2909 504 -17
Federal Agency and GSE CMBS 415 -191 52 1300
Non-Agency MBS
Non-Agency Residential MBS 80 515 -144 -330
Other CMBS 170 -48 -405 20
Total Mortgage-backed Securities -1945 -4313 3879 1340
Corporate Securities
Commercial paper 593 367 -2303 -903
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -576 443 -321 -486
due in 13 months to 5 years -493 -1161 -381 -914
due in 5 years to 10 years 1228 861 -539 17
due in more than 10 years -155 202 254 1101
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -32 -39 -1 63
due in 13 months to 5 years -489 -488 -327 -256
due in 5 years to 10 years -143 -10 -646 -542
due in more than 10 years 15 33 58 -26
Total Corporate Securities -52 208 -4206 -1946
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 202 191 107 118
due in 13 months to 5 years 232 59 61 -96
due in 5 years to 10 years 257 -190 -154 -75
due in more than 10 years 627 47 45 -23
Variable rate demand notes -72 265 -443 1570
Total State and Municipal
Government Obligations 1246 372 -384 1494
Asset-backed Securities
Credit card-backed securities -39 -160 -131 366
Student loan-backed securities 467 139 94 310
Automobile loan-backed securities -55 -223 -54 347
Other asset-backed securities 49 191 -126 289
Total Asset-backed securities 422 -53 -217 1312
--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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