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US Data: Primary Dealer Securities Positions - Details
As of May 9, 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 09-May-18 02-May-18 25-Apr-18 18-Apr-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 28819 16019 8014 19510
Coupon Securities
due in less than or equal to 2
years 27938 21686 22575 17263
due in more than 2 years but less
than or equal to 3 years 8929 6823 8006 8110
due in more than 3 years but less
than or equal to 6 years 12977 12739 11536 11892
due in more than 6 years but less
than or equal to 7 years 9091 7832 6344 8498
due in more than 7 years but less
than or equal to 11 years 8362 434 2608 3157
due in more than 11 years 20775 22887 24571 26687
U.S.Floating Rate Notes
Floating Rate Notes 5077 7437 8402 4832
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 6037 6069 1546 1013
due in more than 2 years but less
than or equal to 6 years 3676 3272 5488 4588
due in more than 6 years but less
than or equal to 11 years 386 4 1743 643
due in more than 11 years 99 -24 801 782
Total U.S. Government Securities 132166 105178 101634 106975
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 5352 1976 2501 5055
Coupon Securities 11073 10730 11906 12057
Total Federal Agency and
Government Sponsored Enterprise
Securities 16425 12706 14407 17112
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 7255 8878 2437 2959
All Other Federal Agency and GSE
Residential MBS 28348 29865 28158 29761
Federal Agency and GSE CMBS 3956 4010 4000 4006
Non-Agency MBS
Non-Agency Residential MBS 8180 8138 7794 7671
Other CMBS 6295 5952 6084 6370
Total Mortgage-backed Securities 54034 56843 48473 50767
Corporate Securities
Commercial paper 11153 13046 11230 9831
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1454 1516 1298 636
due in 13 months to 5 years 749 901 1356 1004
due in 5 years to 10 years 421 1592 2462 2921
due in more than 10 years 1873 2036 2843 2530
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 479 538 591 577
due in 13 months to 5 years 75 -176 -10 -46
due in 5 years to 10 years -770 -851 -522 -591
due in more than 10 years 1381 1354 1411 1396
Total Corporate Securities 16815 19956 20659 18258
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1769 1833 1918 2054
due in 13 months to 5 years 1715 1805 1928 2051
due in 5 years to 10 years 2882 2915 2956 2780
due in more than 10 years 13799 14332 14731 15249
Variable rate demand notes 1867 1905 2187 5952
Total State and Municipal
Government Obligations 22032 22790 23720 28086
Asset-backed Securities
Credit card-backed securities 1250 1086 875 856
Student loan-backed securities 2727 2845 2981 2869
Automobile loan-backed securities 2256 2104 2169 1724
Other asset-backed securities 4115 4509 4386 4342
Total Asset-backed securities 10348 10544 10411 9791
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 12800 8005 -11496 -8885
Coupon Securities
due in less than or equal to 2
years 6252 -889 5312 -899
due in more than 2 years but less
than or equal to 3 years 2106 -1183 -104 4146
due in more than 3 years but less
than or equal to 6 years 238 1203 -356 -5897
due in more than 6 years but less
than or equal to 7 years 1259 1488 -2154 -104
due in more than 7 years but less
than or equal to 11 years 7928 -2174 -549 714
due in more than 11 years -2112 -1684 -2116 1880
U.S.Floating Rate Notes
Floating Rate Notes -2360 -965 3570 904
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -32 4523 533 -346
due in more than 2 years but less
than or equal to 6 years 404 -2216 900 33
due in more than 6 years but less
than or equal to 11 years 382 -1739 1100 239
due in more than 11 years 123 -825 19 -325
Total U.S. Government Securities 26988 3544 -5341 -8540
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 3376 -525 -2554 2280
Coupon Securities 343 -1176 -151 -46
Total Federal Agency and
Government Sponsored Enterprise
Securities 3719 -1701 -2705 2234
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -1623 6441 -522 -3166
All Other Federal Agency and GSE
Residential MBS -1517 1707 -1603 -71
Federal Agency and GSE CMBS -54 10 -6 -25
Non-Agency MBS
Non-Agency Residential MBS 42 344 123 65
Other CMBS 343 -132 -286 -187
Total Mortgage-backed Securities -2809 8370 -2294 -3384
Corporate Securities
Commercial paper -1893 1816 1399 -724
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -62 218 662 71
due in 13 months to 5 years -152 -455 352 244
due in 5 years to 10 years -1171 -870 -459 -447
due in more than 10 years -163 -807 313 857
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -59 -53 14 67
due in 13 months to 5 years 251 -166 36 53
due in 5 years to 10 years 81 -329 69 488
due in more than 10 years 27 -57 15 119
Total Corporate Securities -3141 -703 2401 728
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -64 -85 -136 8
due in 13 months to 5 years -90 -123 -123 -34
due in 5 years to 10 years -33 -41 176 70
due in more than 10 years -533 -399 -518 822
Variable rate demand notes -38 -282 -3765 777
Total State and Municipal
Government Obligations -758 -930 -4366 1643
Asset-backed Securities
Credit card-backed securities 164 211 19 -150
Student loan-backed securities -118 -136 112 107
Automobile loan-backed securities 152 -65 445 -657
Other asset-backed securities -394 123 44 337
Total Asset-backed securities -196 133 620 -363
--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com
[TOPICS: MTABLE,MAUDT$,M$U$$$,M$$FI$,MN$FI$]
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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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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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