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July 19, 2018 20:13 GMT
US Data: Primary Dealer Securities Positions - Details
As of July 11, 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 11-Jul-18 04-Jul-18 27-Jun-18 20-Jun-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 22454 23873 21772 20124
Coupon Securities
due in less than or equal to 2
years 29658 30080 35797 29402
due in more than 2 years but less
than or equal to 3 years 8006 1564 7571 6861
due in more than 3 years but less
than or equal to 6 years 14240 13769 14619 15561
due in more than 6 years but less
than or equal to 7 years 10030 9934 8340 9948
due in more than 7 years but less
than or equal to 11 years 7086 3370 3816 6408
due in more than 11 years 34310 31554 33606 31789
U.S.Floating Rate Notes
Floating Rate Notes 6166 7248 10095 5722
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 6115 5245 5144 6143
due in more than 2 years but less
than or equal to 6 years 4509 4009 5061 4597
due in more than 6 years but less
than or equal to 11 years 2260 2015 1170 1117
due in more than 11 years 394 477 993 580
Total U.S. Government Securities 145228 133138 147984 138252
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 1799 4493 1051 2462
Coupon Securities 12990 11357 10023 11402
Total Federal Agency and
Government Sponsored Enterprise
Securities 14789 15850 11074 13864
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 14172 15809 14823 13274
All Other Federal Agency and GSE
Residential MBS 24983 25267 25906 25642
Federal Agency and GSE CMBS 4494 4338 4511 4654
Non-Agency MBS
Non-Agency Residential MBS 7601 7955 8067 7812
Other CMBS 6447 6583 6706 6710
Total Mortgage-backed Securities 57697 59952 60013 58092
Corporate Securities
Commercial paper 8878 9013 8003 11595
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1244 1672 2319 1958
due in 13 months to 5 years 1962 3299 3246 3108
due in 5 years to 10 years -543 313 1095 2486
due in more than 10 years 1661 1761 2055 3642
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 481 460 463 381
due in 13 months to 5 years 1154 1592 1816 1444
due in 5 years to 10 years -1348 -645 -426 -679
due in more than 10 years 1150 1152 1171 1156
Total Corporate Securities 14639 18617 19742 25091
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1903 2303 3390 3176
due in 13 months to 5 years 1533 2224 2826 3214
due in 5 years to 10 years 2262 2591 3135 3246
due in more than 10 years 13299 13572 14761 14418
Variable rate demand notes 691 728 4231 5768
Total State and Municipal
Government Obligations 19688 21418 28343 29822
Asset-backed Securities
Credit card-backed securities 957 1205 1350 1296
Student loan-backed securities 2527 2462 2483 2554
Automobile loan-backed securities 2338 2442 2519 2563
Other asset-backed securities 5146 5072 4912 4988
Total Asset-backed securities 10968 11181 11264 11401
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -1419 2101 1648 -3123
Coupon Securities
due in less than or equal to 2
years -422 -5717 6395 -5545
due in more than 2 years but less
than or equal to 3 years 6442 -6007 710 187
due in more than 3 years but less
than or equal to 6 years 471 -850 -942 -79
due in more than 6 years but less
than or equal to 7 years 96 1594 -1608 -597
due in more than 7 years but less
than or equal to 11 years 3716 -446 -2592 478
due in more than 11 years 2756 -2052 1817 -3116
U.S.Floating Rate Notes
Floating Rate Notes -1082 -2847 4373 -69
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 870 101 -999 446
due in more than 2 years but less
than or equal to 6 years 500 -1052 464 -468
due in more than 6 years but less
than or equal to 11 years 245 845 53 211
due in more than 11 years -83 -516 413 -110
Total U.S. Government Securities 12090 -14846 9732 -11785
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -2694 3442 -1411 -4584
Coupon Securities 1633 1334 -1379 302
Total Federal Agency and
Government Sponsored Enterprise
Securities -1061 4776 -2790 -4282
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -1637 986 1549 -1740
All Other Federal Agency and GSE
Residential MBS -284 -639 264 319
Federal Agency and GSE CMBS 156 -173 -143 0
Non-Agency MBS
Non-Agency Residential MBS -354 -112 255 81
Other CMBS -136 -123 -4 54
Total Mortgage-backed Securities -2255 -61 1921 -1286
Corporate Securities
Commercial paper -135 1010 -3592 -989
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -428 -647 361 -678
due in 13 months to 5 years -1337 53 138 34
due in 5 years to 10 years -856 -782 -1391 522
due in more than 10 years -100 -294 -1587 794
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 21 -3 82 -52
due in 13 months to 5 years -438 -224 372 483
due in 5 years to 10 years -703 -219 253 462
due in more than 10 years -2 -19 15 56
Total Corporate Securities -3978 -1125 -5349 632
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -400 -1087 214 601
due in 13 months to 5 years -691 -602 -388 1893
due in 5 years to 10 years -329 -544 -111 438
due in more than 10 years -273 -1189 343 -617
Variable rate demand notes -37 -3503 -1537 -586
Total State and Municipal
Government Obligations -1730 -6925 -1479 1729
Asset-backed Securities
Credit card-backed securities -248 -145 54 -64
Student loan-backed securities 65 -21 -71 -28
Automobile loan-backed securities -104 -77 -44 47
Other asset-backed securities 74 160 -76 -18
Total Asset-backed securities -213 -83 -137 -63
--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.
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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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