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March 22, 2018 20:07 GMT
US Data: Primary Dealer Securities Positions - Details
As of March 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-Mar-18 07-Mar-18 28-Feb-18 21-Feb-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 21930 20711 8777 7839
Coupon Securities
due in less than or equal to 2
years 9030 10169 7146 5942
due in more than 2 years but less
than or equal to 3 years 762 -3773 -1878 1102
due in more than 3 years but less
than or equal to 6 years 8215 10398 6741 7790
due in more than 6 years but less
than or equal to 7 years 5698 4208 4353 4156
due in more than 7 years but less
than or equal to 11 years 3027 1880 -78 2141
due in more than 11 years 26433 20203 20977 22581
U.S.Floating Rate Notes
Floating Rate Notes 4941 5087 5780 6678
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 2967 3616 3912 3767
due in more than 2 years but less
than or equal to 6 years 5213 5606 5019 5713
due in more than 6 years but less
than or equal to 11 years 175 -604 326 1692
due in more than 11 years 651 912 59 296
Total U.S. Government Securities 89042 78413 61134 69697
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 6857 4693 3226 8289
Coupon Securities 17240 16924 16981 18385
Total Federal Agency and
Government Sponsored Enterprise
Securities 24097 21617 20207 26674
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 5366 2859 5924 13422
All Other Federal Agency and GSE
Residential MBS 28605 29606 29151 26242
Federal Agency and GSE CMBS 4020 3908 3493 3684
Non-Agency MBS
Non-Agency Residential MBS 7454 7519 7439 6924
Other CMBS 6302 6120 5950 5998
Total Mortgage-backed Securities 51747 50012 51957 56270
Corporate Securities
Commercial paper 9798 10383 9790 9423
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1228 1702 2278 1835
due in 13 months to 5 years 5518 4511 5004 6165
due in 5 years to 10 years 4428 5285 4057 3196
due in more than 10 years 1370 940 1095 893
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 577 535 567 606
due in 13 months to 5 years 435 179 668 1156
due in 5 years to 10 years -518 -678 -535 -525
due in more than 10 years 1318 1037 1022 989
Total Corporate Securities 24154 23894 23946 23738
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1807 2198 1996 1805
due in 13 months to 5 years 1865 1816 1584 1525
due in 5 years to 10 years 2845 2789 2532 2722
due in more than 10 years 14773 13827 13200 13153
Variable rate demand notes 3654 3359 3431 3166
Total State and Municipal
Government Obligations 24944 23989 22743 22371
Asset-backed Securities
Credit card-backed securities 1599 1299 1338 1498
Student loan-backed securities 3375 3526 3059 2920
Automobile loan-backed securities 2739 2557 2612 2835
Other asset-backed securities 4221 3955 3906 3715
Total Asset-backed securities 11934 11337 10915 10968
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 1219 11934 938 -7633
Coupon Securities
due in less than or equal to 2
years -1139 3023 1204 -5867
due in more than 2 years but less
than or equal to 3 years 4535 -1895 -2980 1923
due in more than 3 years but less
than or equal to 6 years -2183 3657 -1049 530
due in more than 6 years but less
than or equal to 7 years 1490 -145 197 332
due in more than 7 years but less
than or equal to 11 years 1147 1958 -2219 -2791
due in more than 11 years 6230 -774 -1604 1428
U.S.Floating Rate Notes
Floating Rate Notes -146 -693 -898 3883
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -649 -296 145 -860
due in more than 2 years but less
than or equal to 6 years -393 587 -694 1260
due in more than 6 years but less
than or equal to 11 years 779 -930 -1366 1067
due in more than 11 years -261 853 -237 399
Total U.S. Government Securities 10629 17279 -8563 -6329
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 2164 1467 -5063 2299
Coupon Securities 316 -57 -1404 1745
Total Federal Agency and
Government Sponsored Enterprise
Securities 2480 1410 -6467 4044
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 2507 -3065 -7498 3872
All Other Federal Agency and GSE
Residential MBS -1001 455 2909 504
Federal Agency and GSE CMBS 112 415 -191 52
Non-Agency MBS
Non-Agency Residential MBS -65 80 515 -144
Other CMBS 182 170 -48 -405
Total Mortgage-backed Securities 1735 -1945 -4313 3879
Corporate Securities
Commercial paper -585 593 367 -2303
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -474 -576 443 -321
due in 13 months to 5 years 1007 -493 -1161 -381
due in 5 years to 10 years -857 1228 861 -539
due in more than 10 years 430 -155 202 254
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 42 -32 -39 -1
due in 13 months to 5 years 256 -489 -488 -327
due in 5 years to 10 years 160 -143 -10 -646
due in more than 10 years 281 15 33 58
Total Corporate Securities 260 -52 208 -4206
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -391 202 191 107
due in 13 months to 5 years 49 232 59 61
due in 5 years to 10 years 56 257 -190 -154
due in more than 10 years 946 627 47 45
Variable rate demand notes 295 -72 265 -443
Total State and Municipal
Government Obligations 955 1246 372 -384
Asset-backed Securities
Credit card-backed securities 300 -39 -160 -131
Student loan-backed securities -151 467 139 94
Automobile loan-backed securities 182 -55 -223 -54
Other asset-backed securities 266 49 191 -126
Total Asset-backed securities 597 422 -53 -217
--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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