-
Policy
Policy
Exclusive interviews with leading policymakers that convey the true policy message that impacts markets.
LATEST FROM POLICY: -
EM Policy
EM Policy
Exclusive interviews with leading policymakers that convey the true policy message that impacts markets.
LATEST FROM EM POLICY: -
G10 Markets
G10 Markets
Real-time insight on key fixed income and fx markets.
Launch MNI PodcastsFixed IncomeFI Markets AnalysisCentral Bank PreviewsFI PiFixed Income Technical AnalysisUS$ Credit Supply PipelineGilt Week AheadGlobal IssuanceEurozoneUKUSDeep DiveGlobal Issuance CalendarsEZ/UK Bond Auction CalendarEZ/UK T-bill Auction CalendarUS Treasury Auction CalendarPolitical RiskMNI Political Risk AnalysisMNI Political Risk - US Daily BriefMNI Political Risk - The week AheadElection Previews -
Emerging Markets
Emerging Markets
Real-time insight of emerging markets in CEMEA, Asia and LatAm region
-
Commodities
Commodities
Real-time insight of oil & gas markets
-
Credit
Credit
Real time insight of credit markets
-
Data
-
Global Macro
Global Macro
Actionable insight on monetary policy, balance sheet and inflation with focus on global issuance. Analysis on key political risk impacting the global markets.
Global MacroDM Central Bank PreviewsDM Central Bank ReviewsEM Central Bank PreviewsEM Central Bank ReviewsBalance Sheet AnalysisData AnalysisEurozone DataUK DataUS DataAPAC DataInflation InsightEmployment InsightGlobal IssuanceEurozoneUKUSDeep DiveGlobal Issuance Calendars EZ/UK Bond Auction Calendar EZ/UK T-bill Auction Calendar US Treasury Auction Calendar Chart Packs -
About Us
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.
Real-time Actionable Insight
Get the latest on Central Bank Policy and FX & FI Markets to help inform both your strategic and tactical decision-making.
Free AccessTrending Top 5
Market News Topics
June 28, 2018 20:12 GMT
US Data: Primary Dealer Securities Positions - Details
As of June 20, 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 20-Jun-18 13-Jun-18 06-Jun-18 30-May-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 20124 23247 22639 19532
Coupon Securities
due in less than or equal to 2
years 29402 34947 21801 33465
due in more than 2 years but less
than or equal to 3 years 6861 6674 1911 -404
due in more than 3 years but less
than or equal to 6 years 15561 15640 18135 16858
due in more than 6 years but less
than or equal to 7 years 9948 10545 10565 11423
due in more than 7 years but less
than or equal to 11 years 6408 5930 4068 11356
due in more than 11 years 31789 34905 34160 33116
U.S.Floating Rate Notes
Floating Rate Notes 5722 5791 3664 6876
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 6143 5697 7924 7654
due in more than 2 years but less
than or equal to 6 years 4597 5065 4623 5120
due in more than 6 years but less
than or equal to 11 years 1117 906 1176 2188
due in more than 11 years 580 690 571 618
Total U.S. Government Securities 138252 150037 131237 147802
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 2462 7046 2421 1707
Coupon Securities 11402 11100 11468 12392
Total Federal Agency and
Government Sponsored Enterprise
Securities 13864 18146 13889 14099
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 13274 15014 14640 12221
All Other Federal Agency and GSE
Residential MBS 25642 25323 25921 27651
Federal Agency and GSE CMBS 4654 4654 4435 4311
Non-Agency MBS
Non-Agency Residential MBS 7812 7731 7905 8271
Other CMBS 6710 6656 6566 6391
Total Mortgage-backed Securities 58092 59378 59467 58845
Corporate Securities
Commercial paper 11595 12584 12228 9599
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1958 2636 3046 3097
due in 13 months to 5 years 3108 3074 3975 3351
due in 5 years to 10 years 2486 1964 1560 2030
due in more than 10 years 3642 2848 -223 2682
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 381 433 433 431
due in 13 months to 5 years 1444 961 1088 674
due in 5 years to 10 years -679 -1141 -785 -1317
due in more than 10 years 1156 1100 1271 1374
Total Corporate Securities 25091 24459 22593 21921
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 3176 2575 2257 1654
due in 13 months to 5 years 3214 1321 1388 1511
due in 5 years to 10 years 3246 2808 2683 2655
due in more than 10 years 14418 15035 15156 14488
Variable rate demand notes 5768 6354 4488 2905
Total State and Municipal
Government Obligations 29822 28093 25972 23213
Asset-backed Securities
Credit card-backed securities 1296 1360 1646 1811
Student loan-backed securities 2554 2582 2736 2558
Automobile loan-backed securities 2563 2516 2748 2507
Other asset-backed securities 4988 5006 4738 4546
Total Asset-backed securities 11401 11464 11868 11422
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -3123 608 3107 -7653
Coupon Securities
due in less than or equal to 2
years -5545 13146 -11664 3607
due in more than 2 years but less
than or equal to 3 years 187 4763 2315 -3175
due in more than 3 years but less
than or equal to 6 years -79 -2495 1277 -3488
due in more than 6 years but less
than or equal to 7 years -597 -20 -858 5904
due in more than 7 years but less
than or equal to 11 years 478 1862 -7288 2466
due in more than 11 years -3116 745 1044 7444
U.S.Floating Rate Notes
Floating Rate Notes -69 2127 -3212 54
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 446 -2227 270 544
due in more than 2 years but less
than or equal to 6 years -468 442 -497 -99
due in more than 6 years but less
than or equal to 11 years 211 -270 -1012 148
due in more than 11 years -110 119 -47 106
Total U.S. Government Securities -11785 18800 -16565 5858
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -4584 4625 714 -1587
Coupon Securities 302 -368 -924 566
Total Federal Agency and
Government Sponsored Enterprise
Securities -4282 4257 -210 -1021
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -1740 374 2419 -1323
All Other Federal Agency and GSE
Residential MBS 319 -598 -1730 809
Federal Agency and GSE CMBS 0 219 124 157
Non-Agency MBS
Non-Agency Residential MBS 81 -174 -366 74
Other CMBS 54 90 175 86
Total Mortgage-backed Securities -1286 -89 622 -197
Corporate Securities
Commercial paper -989 356 2629 -456
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -678 -410 -51 1595
due in 13 months to 5 years 34 -901 624 644
due in 5 years to 10 years 522 404 -470 50
due in more than 10 years 794 3071 -2905 882
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -52 0 2 -3
due in 13 months to 5 years 483 -127 414 16
due in 5 years to 10 years 462 -356 532 -812
due in more than 10 years 56 -171 -103 11
Total Corporate Securities 632 1866 672 1927
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 601 318 603 -102
due in 13 months to 5 years 1893 -67 -123 -158
due in 5 years to 10 years 438 125 28 -105
due in more than 10 years -617 -121 668 567
Variable rate demand notes -586 1866 1583 1836
Total State and Municipal
Government Obligations 1729 2121 2759 2038
Asset-backed Securities
Credit card-backed securities -64 -286 -165 96
Student loan-backed securities -28 -154 178 -81
Automobile loan-backed securities 47 -232 241 -131
Other asset-backed securities -18 268 192 -110
Total Asset-backed securities -63 -404 446 -226
--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.
We are facing technical issues, please contact our team.
ok
Your request was sent sucessfully! Our team will contact you soon.
ok