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US Data: Primary Dealer Securities Positions - Details
As of March 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-Mar-18 21-Mar-18 14-Mar-18 07-Mar-18
--------------------------------------------------------------------------------
U.S. Government Securities (excl
TIPS)
Treasury Bills 5554 8721 21930 20711
Coupon Securities
due in less than or equal to 2
years 8777 4604 9030 10169
due in more than 2 years but less
than or equal to 3 years 1447 204 762 -3773
due in more than 3 years but less
than or equal to 6 years 14857 11494 8215 10398
due in more than 6 years but less
than or equal to 7 years 6582 4907 5698 4208
due in more than 7 years but less
than or equal to 11 years -918 -1903 3027 1880
due in more than 11 years 28587 26709 26433 20203
U.S.Floating Rate Notes
Floating Rate Notes 6372 2664 4941 5087
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 1549 1687 2967 3616
due in more than 2 years but less
than or equal to 6 years 4456 4786 5213 5606
due in more than 6 years but less
than or equal to 11 years 2427 245 175 -604
due in more than 11 years 703 704 651 912
Total U.S. Government Securities 80393 64822 89042 78413
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 912 2238 6857 4693
Coupon Securities 14647 15256 17240 16924
Total Federal Agency and
Government Sponsored Enterprise
Securities 15559 17494 24097 21617
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 11976 9743 5366 2859
All Other Federal Agency and GSE
Residential MBS 28570 28236 28605 29606
Federal Agency and GSE CMBS 4311 4423 4020 3908
Non-Agency MBS
Non-Agency Residential MBS 8166 7304 7454 7519
Other CMBS 6392 6203 6302 6120
Total Mortgage-backed Securities 59415 55909 51747 50012
Corporate Securities
Commercial paper 6196 7440 9798 10383
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1138 800 1228 1702
due in 13 months to 5 years 2560 3808 5518 4511
due in 5 years to 10 years 3461 4474 4428 5285
due in more than 10 years 1007 1600 1370 940
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 545 474 577 535
due in 13 months to 5 years 410 386 435 179
due in 5 years to 10 years -1426 -586 -518 -678
due in more than 10 years 1305 1379 1318 1037
Total Corporate Securities 15196 19775 24154 23894
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 2110 1952 1807 2198
due in 13 months to 5 years 2161 2160 1865 1816
due in 5 years to 10 years 2771 2724 2845 2789
due in more than 10 years 14687 15136 14773 13827
Variable rate demand notes 5124 4262 3654 3359
Total State and Municipal
Government Obligations 26853 26234 24944 23989
Asset-backed Securities
Credit card-backed securities 1082 1074 1599 1299
Student loan-backed securities 2919 2927 3375 3526
Automobile loan-backed securities 2481 2314 2739 2557
Other asset-backed securities 3672 4187 4221 3955
Total Asset-backed securities 10154 10502 11934 11337
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -3167 -13209 1219 11934
Coupon Securities
due in less than or equal to 2
years 4173 -4426 -1139 3023
due in more than 2 years but less
than or equal to 3 years 1243 -558 4535 -1895
due in more than 3 years but less
than or equal to 6 years 3363 3279 -2183 3657
due in more than 6 years but less
than or equal to 7 years 1675 -791 1490 -145
due in more than 7 years but less
than or equal to 11 years 985 -4930 1147 1958
due in more than 11 years 1878 276 6230 -774
U.S.Floating Rate Notes
Floating Rate Notes 3708 -2277 -146 -693
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -138 -1280 -649 -296
due in more than 2 years but less
than or equal to 6 years -330 -427 -393 587
due in more than 6 years but less
than or equal to 11 years 2182 70 779 -930
due in more than 11 years -1 53 -261 853
Total U.S. Government Securities 15571 -24220 10629 17279
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -1326 -4619 2164 1467
Coupon Securities -609 -1984 316 -57
Total Federal Agency and
Government Sponsored Enterprise
Securities -1935 -6603 2480 1410
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 2233 4377 2507 -3065
All Other Federal Agency and GSE
Residential MBS 334 -369 -1001 455
Federal Agency and GSE CMBS -112 403 112 415
Non-Agency MBS
Non-Agency Residential MBS 862 -150 -65 80
Other CMBS 189 -99 182 170
Total Mortgage-backed Securities 3506 4162 1735 -1945
Corporate Securities
Commercial paper -1244 -2358 -585 593
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 338 -428 -474 -576
due in 13 months to 5 years -1248 -1710 1007 -493
due in 5 years to 10 years -1013 46 -857 1228
due in more than 10 years -593 230 430 -155
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 71 -103 42 -32
due in 13 months to 5 years 24 -49 256 -489
due in 5 years to 10 years -840 -68 160 -143
due in more than 10 years -74 61 281 15
Total Corporate Securities -4579 -4379 260 -52
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 158 145 -391 202
due in 13 months to 5 years 1 295 49 232
due in 5 years to 10 years 47 -121 56 257
due in more than 10 years -449 363 946 627
Variable rate demand notes 862 608 295 -72
Total State and Municipal
Government Obligations 619 1290 955 1246
Asset-backed Securities
Credit card-backed securities 8 -525 300 -39
Student loan-backed securities -8 -448 -151 467
Automobile loan-backed securities 167 -425 182 -55
Other asset-backed securities -515 -34 266 49
Total Asset-backed securities -348 -1432 597 422
--MNI Washington Bureau; +1 212-800-8517; email: sara.haire@marketnews.com
[TOPICS: MTABLE,MAUDT$,M$U$$$,M$$FI$,MN$FI$]
To read the full story
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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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