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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$]