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August 09, 2018 20:18 GMT
US Data: Primary Dealer Securities Positions - Details
As of August 1, 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 01-Aug-18 25-Jul-18 18-Jul-18 11-Jul-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 10268 19181 14804 22454
Coupon Securities
due in less than or equal to 2
years 38954 40941 32539 29658
due in more than 2 years but less
than or equal to 3 years 2242 3515 5506 8006
due in more than 3 years but less
than or equal to 6 years 18278 18732 15835 14240
due in more than 6 years but less
than or equal to 7 years 11831 7067 7405 10030
due in more than 7 years but less
than or equal to 11 years 2157 7305 6792 7086
due in more than 11 years 32674 38900 37143 34310
U.S.Floating Rate Notes
Floating Rate Notes 6866 11568 4978 6166
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 7041 3871 5069 6115
due in more than 2 years but less
than or equal to 6 years 3915 4642 4147 4509
due in more than 6 years but less
than or equal to 11 years 1618 3312 2583 2260
due in more than 11 years 348 586 356 394
Total U.S. Government Securities 136192 159620 137157 145228
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 3976 3841 4052 1799
Coupon Securities 9227 9637 11929 12990
Total Federal Agency and
Government Sponsored Enterprise
Securities 13203 13478 15981 14789
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 11350 12668 13353 14172
All Other Federal Agency and GSE
Residential MBS 23530 23902 24563 24983
Federal Agency and GSE CMBS 4517 4490 4537 4494
Non-Agency MBS
Non-Agency Residential MBS 7247 7297 7340 7601
Other CMBS 6137 6353 6409 6447
Total Mortgage-backed Securities 52781 54710 56202 57697
Corporate Securities
Commercial paper 8299 7577 7216 8878
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1917 1390 1586 1244
due in 13 months to 5 years 1744 2053 2774 1962
due in 5 years to 10 years -792 12 -2153 -543
due in more than 10 years 1295 568 1903 1661
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 373 379 439 481
due in 13 months to 5 years 1266 1326 1155 1154
due in 5 years to 10 years -1158 -1206 -1110 -1348
due in more than 10 years 1206 1096 1118 1150
Total Corporate Securities 14150 13195 12928 14639
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1285 1219 1398 1903
due in 13 months to 5 years 1880 2192 2342 1533
due in 5 years to 10 years 2487 2404 2508 2262
due in more than 10 years 14111 14291 13433 13299
Variable rate demand notes 6892 5321 1962 691
Total State and Municipal
Government Obligations 26655 25427 21643 19688
Asset-backed Securities
Credit card-backed securities 1120 1140 1109 957
Student loan-backed securities 2284 2324 2412 2527
Automobile loan-backed securities 2123 2259 2632 2338
Other asset-backed securities 4618 4838 4892 5146
Total Asset-backed securities 10145 10561 11045 10968
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -8913 4377 -7650 -1419
Coupon Securities
due in less than or equal to 2
years -1987 8402 2881 -422
due in more than 2 years but less
than or equal to 3 years -1273 -1991 -2500 6442
due in more than 3 years but less
than or equal to 6 years -454 2897 1595 471
due in more than 6 years but less
than or equal to 7 years 4764 -338 -2625 96
due in more than 7 years but less
than or equal to 11 years -5148 513 -294 3716
due in more than 11 years -6226 1757 2833 2756
U.S.Floating Rate Notes
Floating Rate Notes -4702 6590 -1188 -1082
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 3170 -1198 -1046 870
due in more than 2 years but less
than or equal to 6 years -727 495 -362 500
due in more than 6 years but less
than or equal to 11 years -1694 729 323 245
due in more than 11 years -238 230 -38 -83
Total U.S. Government Securities -23428 22463 -8071 12090
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 135 -211 2253 -2694
Coupon Securities -410 -2292 -1061 1633
Total Federal Agency and
Government Sponsored Enterprise
Securities -275 -2503 1192 -1061
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -1318 -685 -819 -1637
All Other Federal Agency and GSE
Residential MBS -372 -661 -420 -284
Federal Agency and GSE CMBS 27 -47 43 156
Non-Agency MBS
Non-Agency Residential MBS -50 -43 -261 -354
Other CMBS -216 -56 -38 -136
Total Mortgage-backed Securities -1929 -1492 -1495 -2255
Corporate Securities
Commercial paper 722 361 -1662 -135
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 527 -196 342 -428
due in 13 months to 5 years -309 -721 812 -1337
due in 5 years to 10 years -804 2165 -1610 -856
due in more than 10 years 727 -1335 242 -100
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -6 -60 -42 21
due in 13 months to 5 years -60 171 1 -438
due in 5 years to 10 years 48 -96 238 -703
due in more than 10 years 110 -22 -32 -2
Total Corporate Securities 955 267 -1711 -3978
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 66 -179 -505 -400
due in 13 months to 5 years -312 -150 809 -691
due in 5 years to 10 years 83 -104 246 -329
due in more than 10 years -180 858 134 -273
Variable rate demand notes 1571 3359 1271 -37
Total State and Municipal
Government Obligations 1228 3784 1955 -1730
Asset-backed Securities
Credit card-backed securities -20 31 152 -248
Student loan-backed securities -40 -88 -115 65
Automobile loan-backed securities -136 -373 294 -104
Other asset-backed securities -220 -54 -254 74
Total Asset-backed securities -416 -484 77 -213
--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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