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August 16, 2018 20:10 GMT
US Data: Primary Dealer Securities Positions - Details
As of August 8, 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 08-Aug-18 01-Aug-18 25-Jul-18 18-Jul-18
--------------------------------------------------------------------------------
U.S. Government Securities (excl
TIPS)
Treasury Bills 14252 10268 19181 14804
Coupon Securities
due in less than or equal to 2
years 39327 38954 40941 32539
due in more than 2 years but less
than or equal to 3 years 11112 2242 3515 5506
due in more than 3 years but less
than or equal to 6 years 17911 18278 18732 15835
due in more than 6 years but less
than or equal to 7 years 9786 11831 7067 7405
due in more than 7 years but less
than or equal to 11 years 7959 2157 7305 6792
due in more than 11 years 32983 32674 38900 37143
U.S.Floating Rate Notes
Floating Rate Notes 5262 6866 11568 4978
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 7674 7041 3871 5069
due in more than 2 years but less
than or equal to 6 years 4476 3915 4642 4147
due in more than 6 years but less
than or equal to 11 years 1859 1618 3312 2583
due in more than 11 years 136 348 586 356
Total U.S. Government Securities 152737 136192 159620 137157
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 5091 3976 3841 4052
Coupon Securities 8513 9227 9637 11929
Total Federal Agency and
Government Sponsored Enterprise
Securities 13604 13203 13478 15981
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 16299 11350 12668 13353
All Other Federal Agency and GSE
Residential MBS 22607 23530 23902 24563
Federal Agency and GSE CMBS 4507 4517 4490 4537
Non-Agency MBS
Non-Agency Residential MBS 6876 7247 7297 7340
Other CMBS 6215 6137 6353 6409
Total Mortgage-backed Securities 56504 52781 54710 56202
Corporate Securities
Commercial paper 8459 8299 7577 7216
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 2025 1917 1390 1586
due in 13 months to 5 years 948 1744 2053 2774
due in 5 years to 10 years -1335 -792 12 -2153
due in more than 10 years -125 1295 568 1903
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 387 373 379 439
due in 13 months to 5 years 1292 1266 1326 1155
due in 5 years to 10 years -1187 -1158 -1206 -1110
due in more than 10 years 1157 1206 1096 1118
Total Corporate Securities 11621 14150 13195 12928
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1133 1285 1219 1398
due in 13 months to 5 years 1903 1880 2192 2342
due in 5 years to 10 years 2426 2487 2404 2508
due in more than 10 years 13721 14111 14291 13433
Variable rate demand notes 7256 6892 5321 1962
Total State and Municipal
Government Obligations 26439 26655 25427 21643
Asset-backed Securities
Credit card-backed securities 1199 1120 1140 1109
Student loan-backed securities 2329 2284 2324 2412
Automobile loan-backed securities 1956 2123 2259 2632
Other asset-backed securities 4553 4618 4838 4892
Total Asset-backed securities 10037 10145 10561 11045
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 3984 -8913 4377 -7650
Coupon Securities
due in less than or equal to 2
years 373 -1987 8402 2881
due in more than 2 years but less
than or equal to 3 years 8870 -1273 -1991 -2500
due in more than 3 years but less
than or equal to 6 years -367 -454 2897 1595
due in more than 6 years but less
than or equal to 7 years -2045 4764 -338 -2625
due in more than 7 years but less
than or equal to 11 years 5802 -5148 513 -294
due in more than 11 years 309 -6226 1757 2833
U.S.Floating Rate Notes
Floating Rate Notes -1604 -4702 6590 -1188
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 633 3170 -1198 -1046
due in more than 2 years but less
than or equal to 6 years 561 -727 495 -362
due in more than 6 years but less
than or equal to 11 years 241 -1694 729 323
due in more than 11 years -212 -238 230 -38
Total U.S. Government Securities 16545 -23428 22463 -8071
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 1115 135 -211 2253
Coupon Securities -714 -410 -2292 -1061
Total Federal Agency and
Government Sponsored Enterprise
Securities 401 -275 -2503 1192
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 4949 -1318 -685 -819
All Other Federal Agency and GSE
Residential MBS -923 -372 -661 -420
Federal Agency and GSE CMBS -10 27 -47 43
Non-Agency MBS
Non-Agency Residential MBS -371 -50 -43 -261
Other CMBS 78 -216 -56 -38
Total Mortgage-backed Securities 3723 -1929 -1492 -1495
Corporate Securities
Commercial paper 160 722 361 -1662
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 108 527 -196 342
due in 13 months to 5 years -796 -309 -721 812
due in 5 years to 10 years -543 -804 2165 -1610
due in more than 10 years -1420 727 -1335 242
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 14 -6 -60 -42
due in 13 months to 5 years 26 -60 171 1
due in 5 years to 10 years -29 48 -96 238
due in more than 10 years -49 110 -22 -32
Total Corporate Securities -2529 955 267 -1711
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -152 66 -179 -505
due in 13 months to 5 years 23 -312 -150 809
due in 5 years to 10 years -61 83 -104 246
due in more than 10 years -390 -180 858 134
Variable rate demand notes 364 1571 3359 1271
Total State and Municipal
Government Obligations -216 1228 3784 1955
Asset-backed Securities
Credit card-backed securities 79 -20 31 152
Student loan-backed securities 45 -40 -88 -115
Automobile loan-backed securities -167 -136 -373 294
Other asset-backed securities -65 -220 -54 -254
Total Asset-backed securities -108 -416 -484 77
--MNI Washington Bureau; +1 212-800-8517; email: sara.haire@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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