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July 26, 2018 20:08 GMT
US Data: Primary Dealer Securities Positions - Details
As of July 18, 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 18-Jul-18 11-Jul-18 04-Jul-18 27-Jun-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 14804 22454 23873 21772
Coupon Securities
due in less than or equal to 2
years 32539 29658 30080 35797
due in more than 2 years but less
than or equal to 3 years 5506 8006 1564 7571
due in more than 3 years but less
than or equal to 6 years 15835 14240 13769 14619
due in more than 6 years but less
than or equal to 7 years 7405 10030 9934 8340
due in more than 7 years but less
than or equal to 11 years 6792 7086 3370 3816
due in more than 11 years 37143 34310 31554 33606
U.S.Floating Rate Notes
Floating Rate Notes 4978 6166 7248 10095
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 5069 6115 5245 5144
due in more than 2 years but less
than or equal to 6 years 4147 4509 4009 5061
due in more than 6 years but less
than or equal to 11 years 2583 2260 2015 1170
due in more than 11 years 356 394 477 993
Total U.S. Government Securities 137157 145228 133138 147984
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 4052 1799 4493 1051
Coupon Securities 11929 12990 11357 10023
Total Federal Agency and
Government Sponsored Enterprise
Securities 15981 14789 15850 11074
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 13353 14172 15809 14823
All Other Federal Agency and GSE
Residential MBS 24563 24983 25267 25906
Federal Agency and GSE CMBS 4537 4494 4338 4511
Non-Agency MBS
Non-Agency Residential MBS 7340 7601 7955 8067
Other CMBS 6409 6447 6583 6706
Total Mortgage-backed Securities 56202 57697 59952 60013
Corporate Securities
Commercial paper 7216 8878 9013 8003
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1586 1244 1672 2319
due in 13 months to 5 years 2774 1962 3299 3246
due in 5 years to 10 years -2153 -543 313 1095
due in more than 10 years 1903 1661 1761 2055
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 439 481 460 463
due in 13 months to 5 years 1155 1154 1592 1816
due in 5 years to 10 years -1110 -1348 -645 -426
due in more than 10 years 1118 1150 1152 1171
Total Corporate Securities 12928 14639 18617 19742
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1398 1903 2303 3390
due in 13 months to 5 years 2342 1533 2224 2826
due in 5 years to 10 years 2508 2262 2591 3135
due in more than 10 years 13433 13299 13572 14761
Variable rate demand notes 1962 691 728 4231
Total State and Municipal
Government Obligations 21643 19688 21418 28343
Asset-backed Securities
Credit card-backed securities 1109 957 1205 1350
Student loan-backed securities 2412 2527 2462 2483
Automobile loan-backed securities 2632 2338 2442 2519
Other asset-backed securities 4892 5146 5072 4912
Total Asset-backed securities 11045 10968 11181 11264
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -7650 -1419 2101 1648
Coupon Securities
due in less than or equal to 2
years 2881 -422 -5717 6395
due in more than 2 years but less
than or equal to 3 years -2500 6442 -6007 710
due in more than 3 years but less
than or equal to 6 years 1595 471 -850 -942
due in more than 6 years but less
than or equal to 7 years -2625 96 1594 -1608
due in more than 7 years but less
than or equal to 11 years -294 3716 -446 -2592
due in more than 11 years 2833 2756 -2052 1817
U.S.Floating Rate Notes
Floating Rate Notes -1188 -1082 -2847 4373
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -1046 870 101 -999
due in more than 2 years but less
than or equal to 6 years -362 500 -1052 464
due in more than 6 years but less
than or equal to 11 years 323 245 845 53
due in more than 11 years -38 -83 -516 413
Total U.S. Government Securities -8071 12090 -14846 9732
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 2253 -2694 3442 -1411
Coupon Securities -1061 1633 1334 -1379
Total Federal Agency and
Government Sponsored Enterprise
Securities 1192 -1061 4776 -2790
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -819 -1637 986 1549
All Other Federal Agency and GSE
Residential MBS -420 -284 -639 264
Federal Agency and GSE CMBS 43 156 -173 -143
Non-Agency MBS
Non-Agency Residential MBS -261 -354 -112 255
Other CMBS -38 -136 -123 -4
Total Mortgage-backed Securities -1495 -2255 -61 1921
Corporate Securities
Commercial paper -1662 -135 1010 -3592
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 342 -428 -647 361
due in 13 months to 5 years 812 -1337 53 138
due in 5 years to 10 years -1610 -856 -782 -1391
due in more than 10 years 242 -100 -294 -1587
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -42 21 -3 82
due in 13 months to 5 years 1 -438 -224 372
due in 5 years to 10 years 238 -703 -219 253
due in more than 10 years -32 -2 -19 15
Total Corporate Securities -1711 -3978 -1125 -5349
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -505 -400 -1087 214
due in 13 months to 5 years 809 -691 -602 -388
due in 5 years to 10 years 246 -329 -544 -111
due in more than 10 years 134 -273 -1189 343
Variable rate demand notes 1271 -37 -3503 -1537
Total State and Municipal
Government Obligations 1955 -1730 -6925 -1479
Asset-backed Securities
Credit card-backed securities 152 -248 -145 54
Student loan-backed securities -115 65 -21 -71
Automobile loan-backed securities 294 -104 -77 -44
Other asset-backed securities -254 74 160 -76
Total Asset-backed securities 77 -213 -83 -137
--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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