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April 26, 2018 20:51 GMT
US Data: Primary Dealer Securities Positions - Details
As of April 18, 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 18-Apr-18 11-Apr-18 04-Apr-18 28-Mar-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 19510 28395 16369 5554
Coupon Securities
due in less than or equal to 2
years 17263 18162 11806 8777
due in more than 2 years but less
than or equal to 3 years 8110 3964 1417 1447
due in more than 3 years but less
than or equal to 6 years 11892 17789 10724 14857
due in more than 6 years but less
than or equal to 7 years 8498 8602 6572 6582
due in more than 7 years but less
than or equal to 11 years 3157 2443 -2456 -918
due in more than 11 years 26687 24807 26182 28587
U.S.Floating Rate Notes
Floating Rate Notes 4832 3928 4744 6372
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 1013 1359 2018 1549
due in more than 2 years but less
than or equal to 6 years 4588 4555 4660 4456
due in more than 6 years but less
than or equal to 11 years 643 404 1152 2427
due in more than 11 years 782 1107 857 703
Total U.S. Government Securities 106975 115515 84045 80393
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 5055 2775 1762 912
Coupon Securities 12057 12103 13460 14647
Total Federal Agency and
Government Sponsored Enterprise
Securities 17112 14878 15222 15559
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 2959 6125 8802 11976
All Other Federal Agency and GSE
Residential MBS 29761 29832 29043 28570
Federal Agency and GSE CMBS 4006 4031 4384 4311
Non-Agency MBS
Non-Agency Residential MBS 7671 7606 7859 8166
Other CMBS 6370 6557 6275 6392
Total Mortgage-backed Securities 50767 54151 56363 59415
Corporate Securities
Commercial paper 9831 10555 8135 6196
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 636 565 477 1138
due in 13 months to 5 years 1004 760 563 2560
due in 5 years to 10 years 2921 3368 3570 3461
due in more than 10 years 2530 1673 1483 1007
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 577 510 536 545
due in 13 months to 5 years -46 -99 57 410
due in 5 years to 10 years -591 -1079 -1098 -1426
due in more than 10 years 1396 1277 1331 1305
Total Corporate Securities 18258 17530 15054 15196
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 2054 2046 2087 2110
due in 13 months to 5 years 2051 2085 1996 2161
due in 5 years to 10 years 2780 2710 2588 2771
due in more than 10 years 15249 14427 14680 14687
Variable rate demand notes 5952 5175 5691 5124
Total State and Municipal
Government Obligations 28086 26443 27042 26853
Asset-backed Securities
Credit card-backed securities 856 1006 1060 1082
Student loan-backed securities 2869 2762 2849 2919
Automobile loan-backed securities 1724 2381 2375 2481
Other asset-backed securities 4342 4005 3902 3672
Total Asset-backed securities 9791 10154 10186 10154
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -8885 12026 10815 -3167
Coupon Securities
due in less than or equal to 2
years -899 6356 3029 4173
due in more than 2 years but less
than or equal to 3 years 4146 2547 -30 1243
due in more than 3 years but less
than or equal to 6 years -5897 7065 -4133 3363
due in more than 6 years but less
than or equal to 7 years -104 2030 -10 1675
due in more than 7 years but less
than or equal to 11 years 714 4899 -1538 985
due in more than 11 years 1880 -1375 -2405 1878
U.S.Floating Rate Notes
Floating Rate Notes 904 -816 -1628 3708
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -346 -659 469 -138
due in more than 2 years but less
than or equal to 6 years 33 -105 204 -330
due in more than 6 years but less
than or equal to 11 years 239 -748 -1275 2182
due in more than 11 years -325 250 154 -1
Total U.S. Government Securities -8540 31470 3652 15571
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 2280 1013 850 -1326
Coupon Securities -46 -1357 -1187 -609
Total Federal Agency and
Government Sponsored Enterprise
Securities 2234 -344 -337 -1935
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -3166 -2677 -3174 2233
All Other Federal Agency and GSE
Residential MBS -71 789 473 334
Federal Agency and GSE CMBS -25 -353 73 -112
Non-Agency MBS
Non-Agency Residential MBS 65 -253 -307 862
Other CMBS -187 282 -117 189
Total Mortgage-backed Securities -3384 -2212 -3052 3506
Corporate Securities
Commercial paper -724 2420 1939 -1244
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 71 88 -661 338
due in 13 months to 5 years 244 197 -1997 -1248
due in 5 years to 10 years -447 -202 109 -1013
due in more than 10 years 857 190 476 -593
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 67 -26 -9 71
due in 13 months to 5 years 53 -156 -353 24
due in 5 years to 10 years 488 19 328 -840
due in more than 10 years 119 -54 26 -74
Total Corporate Securities 728 2476 -142 -4579
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 8 -41 -23 158
due in 13 months to 5 years -34 89 -165 1
due in 5 years to 10 years 70 122 -183 47
due in more than 10 years 822 -253 -7 -449
Variable rate demand notes 777 -516 567 862
Total State and Municipal
Government Obligations 1643 -599 189 619
Asset-backed Securities
Credit card-backed securities -150 -54 -22 8
Student loan-backed securities 107 -87 -70 -8
Automobile loan-backed securities -657 6 -106 167
Other asset-backed securities 337 103 230 -515
Total Asset-backed securities -363 -32 32 -348
--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com
[TOPICS: 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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