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May 24, 2018 20:12 GMT
US Data: Primary Dealer Securities Positions - Details
As of May 16, 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 16-May-18 09-May-18 02-May-18 25-Apr-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 35818 28819 16019 8014
Coupon Securities
due in less than or equal to 2
years 26990 27938 21686 22575
due in more than 2 years but less
than or equal to 3 years 5888 8929 6823 8006
due in more than 3 years but less
than or equal to 6 years 17895 12977 12739 11536
due in more than 6 years but less
than or equal to 7 years 6328 9091 7832 6344
due in more than 7 years but less
than or equal to 11 years 9740 8362 434 2608
due in more than 11 years 24989 20775 22887 24571
U.S.Floating Rate Notes
Floating Rate Notes 2609 5077 7437 8402
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 6920 6037 6069 1546
due in more than 2 years but less
than or equal to 6 years 2913 3676 3272 5488
due in more than 6 years but less
than or equal to 11 years 78 386 4 1743
due in more than 11 years 519 99 -24 801
Total U.S. Government Securities 140687 132166 105178 101634
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 4308 5352 1976 2501
Coupon Securities 10425 11073 10730 11906
Total Federal Agency and
Government Sponsored Enterprise
Securities 14733 16425 12706 14407
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 9823 7255 8878 2437
All Other Federal Agency and GSE
Residential MBS 27124 28348 29865 28158
Federal Agency and GSE CMBS 4089 3956 4010 4000
Non-Agency MBS
Non-Agency Residential MBS 8134 8180 8138 7794
Other CMBS 6003 6295 5952 6084
Total Mortgage-backed Securities 55173 54034 56843 48473
Corporate Securities
Commercial paper 9982 11153 13046 11230
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1383 1454 1516 1298
due in 13 months to 5 years 2471 749 901 1356
due in 5 years to 10 years 2028 421 1592 2462
due in more than 10 years 2370 1873 2036 2843
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 409 479 538 591
due in 13 months to 5 years 391 75 -176 -10
due in 5 years to 10 years -646 -770 -851 -522
due in more than 10 years 1327 1381 1354 1411
Total Corporate Securities 19715 16815 19956 20659
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1692 1769 1833 1918
due in 13 months to 5 years 1663 1715 1805 1928
due in 5 years to 10 years 2927 2882 2915 2956
due in more than 10 years 13589 13799 14332 14731
Variable rate demand notes 977 1867 1905 2187
Total State and Municipal
Government Obligations 20848 22032 22790 23720
Asset-backed Securities
Credit card-backed securities 1607 1250 1086 875
Student loan-backed securities 2691 2727 2845 2981
Automobile loan-backed securities 2716 2256 2104 2169
Other asset-backed securities 4208 4115 4509 4386
Total Asset-backed securities 11222 10348 10544 10411
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 6999 12800 8005 -11496
Coupon Securities
due in less than or equal to 2
years -948 6252 -889 5312
due in more than 2 years but less
than or equal to 3 years -3041 2106 -1183 -104
due in more than 3 years but less
than or equal to 6 years 4918 238 1203 -356
due in more than 6 years but less
than or equal to 7 years -2763 1259 1488 -2154
due in more than 7 years but less
than or equal to 11 years 1378 7928 -2174 -549
due in more than 11 years 4214 -2112 -1684 -2116
U.S.Floating Rate Notes
Floating Rate Notes -2468 -2360 -965 3570
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 883 -32 4523 533
due in more than 2 years but less
than or equal to 6 years -763 404 -2216 900
due in more than 6 years but less
than or equal to 11 years -308 382 -1739 1100
due in more than 11 years 420 123 -825 19
Total U.S. Government Securities 8521 26988 3544 -5341
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -1044 3376 -525 -2554
Coupon Securities -648 343 -1176 -151
Total Federal Agency and
Government Sponsored Enterprise
Securities -1692 3719 -1701 -2705
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 2568 -1623 6441 -522
All Other Federal Agency and GSE
Residential MBS -1224 -1517 1707 -1603
Federal Agency and GSE CMBS 133 -54 10 -6
Non-Agency MBS
Non-Agency Residential MBS -46 42 344 123
Other CMBS -292 343 -132 -286
Total Mortgage-backed Securities 1139 -2809 8370 -2294
Corporate Securities
Commercial paper -1171 -1893 1816 1399
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -71 -62 218 662
due in 13 months to 5 years 1722 -152 -455 352
due in 5 years to 10 years 1607 -1171 -870 -459
due in more than 10 years 497 -163 -807 313
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -70 -59 -53 14
due in 13 months to 5 years 316 251 -166 36
due in 5 years to 10 years 124 81 -329 69
due in more than 10 years -54 27 -57 15
Total Corporate Securities 2900 -3141 -703 2401
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -77 -64 -85 -136
due in 13 months to 5 years -52 -90 -123 -123
due in 5 years to 10 years 45 -33 -41 176
due in more than 10 years -210 -533 -399 -518
Variable rate demand notes -890 -38 -282 -3765
Total State and Municipal
Government Obligations -1184 -758 -930 -4366
Asset-backed Securities
Credit card-backed securities 357 164 211 19
Student loan-backed securities -36 -118 -136 112
Automobile loan-backed securities 460 152 -65 445
Other asset-backed securities 93 -394 123 44
Total Asset-backed securities 874 -196 133 620
--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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