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US Data: Primary Dealer Securities Positions - Details
As of July 25, 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 25-Jul-18 18-Jul-18 11-Jul-18 04-Jul-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 19181 14804 22454 23873
Coupon Securities
due in less than or equal to 2
years 40941 32539 29658 30080
due in more than 2 years but less
than or equal to 3 years 3515 5506 8006 1564
due in more than 3 years but less
than or equal to 6 years 18732 15835 14240 13769
due in more than 6 years but less
than or equal to 7 years 7067 7405 10030 9934
due in more than 7 years but less
than or equal to 11 years 7305 6792 7086 3370
due in more than 11 years 38900 37143 34310 31554
U.S.Floating Rate Notes
Floating Rate Notes 11568 4978 6166 7248
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 3871 5069 6115 5245
due in more than 2 years but less
than or equal to 6 years 4642 4147 4509 4009
due in more than 6 years but less
than or equal to 11 years 3312 2583 2260 2015
due in more than 11 years 586 356 394 477
Total U.S. Government Securities 159620 137157 145228 133138
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 3841 4052 1799 4493
Coupon Securities 9637 11929 12990 11357
Total Federal Agency and
Government Sponsored Enterprise
Securities 13478 15981 14789 15850
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 12668 13353 14172 15809
All Other Federal Agency and GSE
Residential MBS 23902 24563 24983 25267
Federal Agency and GSE CMBS 4490 4537 4494 4338
Non-Agency MBS
Non-Agency Residential MBS 7297 7340 7601 7955
Other CMBS 6353 6409 6447 6583
Total Mortgage-backed Securities 54710 56202 57697 59952
Corporate Securities
Commercial paper 7577 7216 8878 9013
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1390 1586 1244 1672
due in 13 months to 5 years 2053 2774 1962 3299
due in 5 years to 10 years 12 -2153 -543 313
due in more than 10 years 568 1903 1661 1761
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 379 439 481 460
due in 13 months to 5 years 1326 1155 1154 1592
due in 5 years to 10 years -1206 -1110 -1348 -645
due in more than 10 years 1096 1118 1150 1152
Total Corporate Securities 13195 12928 14639 18617
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1219 1398 1903 2303
due in 13 months to 5 years 2192 2342 1533 2224
due in 5 years to 10 years 2404 2508 2262 2591
due in more than 10 years 14291 13433 13299 13572
Variable rate demand notes 5321 1962 691 728
Total State and Municipal
Government Obligations 25427 21643 19688 21418
Asset-backed Securities
Credit card-backed securities 1140 1109 957 1205
Student loan-backed securities 2324 2412 2527 2462
Automobile loan-backed securities 2259 2632 2338 2442
Other asset-backed securities 4838 4892 5146 5072
Total Asset-backed securities 10561 11045 10968 11181
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 4377 -7650 -1419 2101
Coupon Securities
due in less than or equal to 2
years 8402 2881 -422 -5717
due in more than 2 years but less
than or equal to 3 years -1991 -2500 6442 -6007
due in more than 3 years but less
than or equal to 6 years 2897 1595 471 -850
due in more than 6 years but less
than or equal to 7 years -338 -2625 96 1594
due in more than 7 years but less
than or equal to 11 years 513 -294 3716 -446
due in more than 11 years 1757 2833 2756 -2052
U.S.Floating Rate Notes
Floating Rate Notes 6590 -1188 -1082 -2847
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -1198 -1046 870 101
due in more than 2 years but less
than or equal to 6 years 495 -362 500 -1052
due in more than 6 years but less
than or equal to 11 years 729 323 245 845
due in more than 11 years 230 -38 -83 -516
Total U.S. Government Securities 22463 -8071 12090 -14846
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -211 2253 -2694 3442
Coupon Securities -2292 -1061 1633 1334
Total Federal Agency and
Government Sponsored Enterprise
Securities -2503 1192 -1061 4776
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -685 -819 -1637 986
All Other Federal Agency and GSE
Residential MBS -661 -420 -284 -639
Federal Agency and GSE CMBS -47 43 156 -173
Non-Agency MBS
Non-Agency Residential MBS -43 -261 -354 -112
Other CMBS -56 -38 -136 -123
Total Mortgage-backed Securities -1492 -1495 -2255 -61
Corporate Securities
Commercial paper 361 -1662 -135 1010
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -196 342 -428 -647
due in 13 months to 5 years -721 812 -1337 53
due in 5 years to 10 years 2165 -1610 -856 -782
due in more than 10 years -1335 242 -100 -294
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -60 -42 21 -3
due in 13 months to 5 years 171 1 -438 -224
due in 5 years to 10 years -96 238 -703 -219
due in more than 10 years -22 -32 -2 -19
Total Corporate Securities 267 -1711 -3978 -1125
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -179 -505 -400 -1087
due in 13 months to 5 years -150 809 -691 -602
due in 5 years to 10 years -104 246 -329 -544
due in more than 10 years 858 134 -273 -1189
Variable rate demand notes 3359 1271 -37 -3503
Total State and Municipal
Government Obligations 3784 1955 -1730 -6925
Asset-backed Securities
Credit card-backed securities 31 152 -248 -145
Student loan-backed securities -88 -115 65 -21
Automobile loan-backed securities -373 294 -104 -77
Other asset-backed securities -54 -254 74 160
Total Asset-backed securities -484 77 -213 -83
--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
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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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