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May 10, 2018 20:28 GMT
US Data: Primary Dealer Securities Positions - Details
As of May 2, 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 02-May-18 25-Apr-18 18-Apr-18 11-Apr-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 16019 8014 19510 28395
Coupon Securities
due in less than or equal to 2
years 21686 22575 17263 18162
due in more than 2 years but less
than or equal to 3 years 6823 8006 8110 3964
due in more than 3 years but less
than or equal to 6 years 12739 11536 11892 17789
due in more than 6 years but less
than or equal to 7 years 7832 6344 8498 8602
due in more than 7 years but less
than or equal to 11 years 434 2608 3157 2443
due in more than 11 years 22887 24571 26687 24807
U.S.Floating Rate Notes
Floating Rate Notes 7437 8402 4832 3928
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 6069 1546 1013 1359
due in more than 2 years but less
than or equal to 6 years 3272 5488 4588 4555
due in more than 6 years but less
than or equal to 11 years 4 1743 643 404
due in more than 11 years -24 801 782 1107
Total U.S. Government Securities 105178 101634 106975 115515
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 1976 2501 5055 2775
Coupon Securities 10730 11906 12057 12103
Total Federal Agency and
Government Sponsored Enterprise
Securities 12706 14407 17112 14878
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 8878 2437 2959 6125
All Other Federal Agency and GSE
Residential MBS 29865 28158 29761 29832
Federal Agency and GSE CMBS 4010 4000 4006 4031
Non-Agency MBS
Non-Agency Residential MBS 8138 7794 7671 7606
Other CMBS 5952 6084 6370 6557
Total Mortgage-backed Securities 56843 48473 50767 54151
Corporate Securities
Commercial paper 13046 11230 9831 10555
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1516 1298 636 565
due in 13 months to 5 years 901 1356 1004 760
due in 5 years to 10 years 1592 2462 2921 3368
due in more than 10 years 2036 2843 2530 1673
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 538 591 577 510
due in 13 months to 5 years -176 -10 -46 -99
due in 5 years to 10 years -851 -522 -591 -1079
due in more than 10 years 1354 1411 1396 1277
Total Corporate Securities 19956 20659 18258 17530
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1833 1918 2054 2046
due in 13 months to 5 years 1805 1928 2051 2085
due in 5 years to 10 years 2915 2956 2780 2710
due in more than 10 years 14332 14731 15249 14427
Variable rate demand notes 1905 2187 5952 5175
Total State and Municipal
Government Obligations 22790 23720 28086 26443
Asset-backed Securities
Credit card-backed securities 1086 875 856 1006
Student loan-backed securities 2845 2981 2869 2762
Automobile loan-backed securities 2104 2169 1724 2381
Other asset-backed securities 4509 4386 4342 4005
Total Asset-backed securities 10544 10411 9791 10154
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 8005 -11496 -8885 12026
Coupon Securities
due in less than or equal to 2
years -889 5312 -899 6356
due in more than 2 years but less
than or equal to 3 years -1183 -104 4146 2547
due in more than 3 years but less
than or equal to 6 years 1203 -356 -5897 7065
due in more than 6 years but less
than or equal to 7 years 1488 -2154 -104 2030
due in more than 7 years but less
than or equal to 11 years -2174 -549 714 4899
due in more than 11 years -1684 -2116 1880 -1375
U.S.Floating Rate Notes
Floating Rate Notes -965 3570 904 -816
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 4523 533 -346 -659
due in more than 2 years but less
than or equal to 6 years -2216 900 33 -105
due in more than 6 years but less
than or equal to 11 years -1739 1100 239 -748
due in more than 11 years -825 19 -325 250
Total U.S. Government Securities 3544 -5341 -8540 31470
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -525 -2554 2280 1013
Coupon Securities -1176 -151 -46 -1357
Total Federal Agency and
Government Sponsored Enterprise
Securities -1701 -2705 2234 -344
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 6441 -522 -3166 -2677
All Other Federal Agency and GSE
Residential MBS 1707 -1603 -71 789
Federal Agency and GSE CMBS 10 -6 -25 -353
Non-Agency MBS
Non-Agency Residential MBS 344 123 65 -253
Other CMBS -132 -286 -187 282
Total Mortgage-backed Securities 8370 -2294 -3384 -2212
Corporate Securities
Commercial paper 1816 1399 -724 2420
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 218 662 71 88
due in 13 months to 5 years -455 352 244 197
due in 5 years to 10 years -870 -459 -447 -202
due in more than 10 years -807 313 857 190
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -53 14 67 -26
due in 13 months to 5 years -166 36 53 -156
due in 5 years to 10 years -329 69 488 19
due in more than 10 years -57 15 119 -54
Total Corporate Securities -703 2401 728 2476
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -85 -136 8 -41
due in 13 months to 5 years -123 -123 -34 89
due in 5 years to 10 years -41 176 70 122
due in more than 10 years -399 -518 822 -253
Variable rate demand notes -282 -3765 777 -516
Total State and Municipal
Government Obligations -930 -4366 1643 -599
Asset-backed Securities
Credit card-backed securities 211 19 -150 -54
Student loan-backed securities -136 112 107 -87
Automobile loan-backed securities -65 445 -657 6
Other asset-backed securities 123 44 337 103
Total Asset-backed securities 133 620 -363 -32
--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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