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July 05, 2018 20:14 GMT
US Data: Primary Dealer Securities Positions - Details
As of June 27, 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 27-Jun-18 20-Jun-18 13-Jun-18 06-Jun-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 21772 20124 23247 22639
Coupon Securities
due in less than or equal to 2
years 35797 29402 34947 21801
due in more than 2 years but less
than or equal to 3 years 7571 6861 6674 1911
due in more than 3 years but less
than or equal to 6 years 14619 15561 15640 18135
due in more than 6 years but less
than or equal to 7 years 8340 9948 10545 10565
due in more than 7 years but less
than or equal to 11 years 3816 6408 5930 4068
due in more than 11 years 33606 31789 34905 34160
U.S.Floating Rate Notes
Floating Rate Notes 10095 5722 5791 3664
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 5144 6143 5697 7924
due in more than 2 years but less
than or equal to 6 years 5061 4597 5065 4623
due in more than 6 years but less
than or equal to 11 years 1170 1117 906 1176
due in more than 11 years 993 580 690 571
Total U.S. Government Securities 147984 138252 150037 131237
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 1051 2462 7046 2421
Coupon Securities 10023 11402 11100 11468
Total Federal Agency and
Government Sponsored Enterprise
Securities 11074 13864 18146 13889
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 14823 13274 15014 14640
All Other Federal Agency and GSE
Residential MBS 25906 25642 25323 25921
Federal Agency and GSE CMBS 4511 4654 4654 4435
Non-Agency MBS
Non-Agency Residential MBS 8067 7812 7731 7905
Other CMBS 6706 6710 6656 6566
Total Mortgage-backed Securities 60013 58092 59378 59467
Corporate Securities
Commercial paper 8003 11595 12584 12228
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 2319 1958 2636 3046
due in 13 months to 5 years 3246 3108 3074 3975
due in 5 years to 10 years 1095 2486 1964 1560
due in more than 10 years 2055 3642 2848 -223
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 463 381 433 433
due in 13 months to 5 years 1816 1444 961 1088
due in 5 years to 10 years -426 -679 -1141 -785
due in more than 10 years 1171 1156 1100 1271
Total Corporate Securities 19742 25091 24459 22593
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 3390 3176 2575 2257
due in 13 months to 5 years 2826 3214 1321 1388
due in 5 years to 10 years 3135 3246 2808 2683
due in more than 10 years 14761 14418 15035 15156
Variable rate demand notes 4231 5768 6354 4488
Total State and Municipal
Government Obligations 28343 29822 28093 25972
Asset-backed Securities
Credit card-backed securities 1350 1296 1360 1646
Student loan-backed securities 2483 2554 2582 2736
Automobile loan-backed securities 2519 2563 2516 2748
Other asset-backed securities 4912 4988 5006 4738
Total Asset-backed securities 11264 11401 11464 11868
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 1648 -3123 608 3107
Coupon Securities
due in less than or equal to 2
years 6395 -5545 13146 -11664
due in more than 2 years but less
than or equal to 3 years 710 187 4763 2315
due in more than 3 years but less
than or equal to 6 years -942 -79 -2495 1277
due in more than 6 years but less
than or equal to 7 years -1608 -597 -20 -858
due in more than 7 years but less
than or equal to 11 years -2592 478 1862 -7288
due in more than 11 years 1817 -3116 745 1044
U.S.Floating Rate Notes
Floating Rate Notes 4373 -69 2127 -3212
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -999 446 -2227 270
due in more than 2 years but less
than or equal to 6 years 464 -468 442 -497
due in more than 6 years but less
than or equal to 11 years 53 211 -270 -1012
due in more than 11 years 413 -110 119 -47
Total U.S. Government Securities 9732 -11785 18800 -16565
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -1411 -4584 4625 714
Coupon Securities -1379 302 -368 -924
Total Federal Agency and
Government Sponsored Enterprise
Securities -2790 -4282 4257 -210
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 1549 -1740 374 2419
All Other Federal Agency and GSE
Residential MBS 264 319 -598 -1730
Federal Agency and GSE CMBS -143 0 219 124
Non-Agency MBS
Non-Agency Residential MBS 255 81 -174 -366
Other CMBS -4 54 90 175
Total Mortgage-backed Securities 1921 -1286 -89 622
Corporate Securities
Commercial paper -3592 -989 356 2629
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 361 -678 -410 -51
due in 13 months to 5 years 138 34 -901 624
due in 5 years to 10 years -1391 522 404 -470
due in more than 10 years -1587 794 3071 -2905
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 82 -52 0 2
due in 13 months to 5 years 372 483 -127 414
due in 5 years to 10 years 253 462 -356 532
due in more than 10 years 15 56 -171 -103
Total Corporate Securities -5349 632 1866 672
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 214 601 318 603
due in 13 months to 5 years -388 1893 -67 -123
due in 5 years to 10 years -111 438 125 28
due in more than 10 years 343 -617 -121 668
Variable rate demand notes -1537 -586 1866 1583
Total State and Municipal
Government Obligations -1479 1729 2121 2759
Asset-backed Securities
Credit card-backed securities 54 -64 -286 -165
Student loan-backed securities -71 -28 -154 178
Automobile loan-backed securities -44 47 -232 241
Other asset-backed securities -76 -18 268 192
Total Asset-backed securities -137 -63 -404 446
--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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