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June 07, 2018 20:26 GMT
US Data: Primary Dealer Securities Positions - Details
As of May 30, 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 30-May-18 23-May-18 16-May-18 09-May-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 19532 27185 26913 28819
Coupon Securities
due in less than or equal to 2
years 33465 29858 26950 27938
due in more than 2 years but less
than or equal to 3 years -404 2771 6116 8929
due in more than 3 years but less
than or equal to 6 years 16858 20346 18050 12977
due in more than 6 years but less
than or equal to 7 years 11423 5519 6559 9091
due in more than 7 years but less
than or equal to 11 years 11356 8890 9391 8362
due in more than 11 years 33116 25672 23922 20775
U.S.Floating Rate Notes
Floating Rate Notes 6876 6822 2711 5077
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 7654 7110 6470 6037
due in more than 2 years but less
than or equal to 6 years 5120 5219 2573 3676
due in more than 6 years but less
than or equal to 11 years 2188 2040 45 386
due in more than 11 years 618 512 549 99
Total U.S. Government Securities 147802 141944 130249 132166
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 1707 3294 4563 5352
Coupon Securities 12392 11826 10385 11073
Total Federal Agency and
Government Sponsored Enterprise
Securities 14099 15120 14948 16425
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 12221 13544 9570 7255
All Other Federal Agency and GSE
Residential MBS 27651 26842 26833 28348
Federal Agency and GSE CMBS 4311 4154 4061 3956
Non-Agency MBS
Non-Agency Residential MBS 8271 8197 8080 8180
Other CMBS 6391 6305 6030 6295
Total Mortgage-backed Securities 58845 59042 54574 54034
Corporate Securities
Commercial paper 9599 10055 10208 11153
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 3097 1502 1406 1454
due in 13 months to 5 years 3351 2707 2500 749
due in 5 years to 10 years 2030 1980 2101 421
due in more than 10 years 2682 1800 2374 1873
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 431 434 409 479
due in 13 months to 5 years 674 658 369 75
due in 5 years to 10 years -1317 -505 -691 -770
due in more than 10 years 1374 1363 1319 1381
Total Corporate Securities 21921 19994 19995 16815
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1654 1756 1633 1769
due in 13 months to 5 years 1511 1669 1710 1715
due in 5 years to 10 years 2655 2760 3058 2882
due in more than 10 years 14488 13921 13838 13799
Variable rate demand notes 2905 1069 1208 1867
0
Total State and Municipal
Government Obligations 23213 21175 21447 22032
Asset-backed Securities
Credit card-backed securities 1811 1715 1624 1250
Student loan-backed securities 2558 2639 2731 2727
Automobile loan-backed securities 2507 2638 2752 2256
Other asset-backed securities 4546 4656 4209 4115
Total Asset-backed securities 11422 11648 11316 10348
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -7653 272 -1906 12800
Coupon Securities
due in less than or equal to 2
years 3607 2908 -988 6252
due in more than 2 years but less
than or equal to 3 years -3175 -3345 -2813 2106
due in more than 3 years but less
than or equal to 6 years -3488 2296 5073 238
due in more than 6 years but less
than or equal to 7 years 5904 -1040 -2532 1259
due in more than 7 years but less
than or equal to 11 years 2466 -501 1029 7928
due in more than 11 years 7444 1750 3147 -2112
U.S.Floating Rate Notes
Floating Rate Notes 54 4111 -2366 -2360
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 544 640 433 -32
due in more than 2 years but less
than or equal to 6 years -99 2646 -1103 404
due in more than 6 years but less
than or equal to 11 years 148 1995 -341 382
due in more than 11 years 106 -37 450 123
Total U.S. Government Securities 5858 11695 -1917 26988
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -1587 -1269 -789 3376
Coupon Securities 566 1441 -688 343
Total Federal Agency and
Government Sponsored Enterprise
Securities -1021 172 -1477 3719
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -1323 3974 2315 -1623
All Other Federal Agency and GSE
Residential MBS 809 9 -1515 -1517
Federal Agency and GSE CMBS 157 93 105 -54
Non-Agency MBS
Non-Agency Residential MBS 74 117 -100 42
Other CMBS 86 275 -265 343
Total Mortgage-backed Securities -197 4468 540 -2809
Corporate Securities
Commercial paper -456 -153 -945 -1893
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1595 96 -48 -62
due in 13 months to 5 years 644 207 1751 -152
due in 5 years to 10 years 50 -121 1680 -1171
due in more than 10 years 882 -574 501 -163
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -3 25 -70 -59
due in 13 months to 5 years 16 289 294 251
due in 5 years to 10 years -812 186 79 81
due in more than 10 years 11 44 -62 27
Total Corporate Securities 1927 -1 3180 -3141
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -102 123 -136 -64
due in 13 months to 5 years -158 -41 -5 -90
due in 5 years to 10 years -105 -298 176 -33
due in more than 10 years 567 83 39 -533
Variable rate demand notes 1836 -139 -659 -38
Total State and Municipal
Government Obligations 2038 -272 -585 -758
Asset-backed Securities
Credit card-backed securities 96 91 374 164
Student loan-backed securities -81 -92 4 -118
Automobile loan-backed securities -131 -114 496 152
Other asset-backed securities -110 447 94 -394
Total Asset-backed securities -226 332 968 -196
--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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