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US Data: Primary Dealer Securities Positions - Details
As of: August 22, 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 22-Aug-18 15-Aug-18 08-Aug-18 01-Aug-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 22398 14405 14252 10268
Coupon Securities
due in less than or equal to 2
years 25266 26927 39327 38954
due in more than 2 years but less
than or equal to 3 years 10217 14226 11112 2242
due in more than 3 years but less
than or equal to 6 years 25115 23392 17911 18278
due in more than 6 years but less
than or equal to 7 years 11805 8888 9786 11831
due in more than 7 years but less
than or equal to 11 years 4437 4960 7959 2157
due in more than 11 years 37351 34922 32983 32674
U.S.Floating Rate Notes
Floating Rate Notes 3877 4338 5262 6866
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 5687 5604 7674 7041
due in more than 2 years but less
than or equal to 6 years 6506 5781 4476 3915
due in more than 6 years but less
than or equal to 11 years 1397 1245 1859 1618
due in more than 11 years -124 2 136 348
Total U.S. Government Securities 153932 144690 152737 136192
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 7699 8265 5091 3976
Coupon Securities 11171 11893 8513 9227
Total Federal Agency and
Government Sponsored Enterprise
Securities 18870 20158 13604 13203
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 19415 19654 16299 11350
All Other Federal Agency and GSE
Residential MBS 23228 22441 22607 23530
Federal Agency and GSE CMBS 4749 4424 4507 4517
Non-Agency MBS
Non-Agency Residential MBS 6855 6817 6876 7247
Other CMBS 6002 6397 6215 6137
Total Mortgage-backed Securities 60249 59733 56504 52781
Corporate Securities
Commercial paper 10123 11886 8459 8299
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1813 1803 2025 1917
due in 13 months to 5 years 1434 1920 948 1744
due in 5 years to 10 years 24 436 -1335 -792
due in more than 10 years 2904 2612 -125 1295
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 380 396 387 373
due in 13 months to 5 years 1468 1585 1292 1266
due in 5 years to 10 years -930 -991 -1187 -1158
due in more than 10 years 1221 408 1157 1206
Total Corporate Securities 18437 20055 11621 14150
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 6222 1135 1133 1285
due in 13 months to 5 years 2397 2356 1903 1880
due in 5 years to 10 years 2270 2451 2426 2487
due in more than 10 years 13302 13739 13721 14111
Variable rate demand notes 4313 5394 7256 6892
Total State and Municipal
Government Obligations 28504 25075 26439 26655
Asset-backed Securities
Credit card-backed securities 1271 1414 1199 1120
Student loan-backed securities 2277 2328 2329 2284
Automobile loan-backed securities 2088 2138 1956 2123
Other asset-backed securities 4737 4632 4553 4618
Total Asset-backed securities 10373 10512 10037 10145
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 7993 153 3984 -8913
Coupon Securities
due in less than or equal to 2
years -1661 -12400 373 -1987
due in more than 2 years but less
than or equal to 3 years -4009 3114 8870 -1273
due in more than 3 years but less
than or equal to 6 years 1723 5481 -367 -454
due in more than 6 years but less
than or equal to 7 years 2917 -898 -2045 4764
due in more than 7 years but less
than or equal to 11 years -523 -2999 5802 -5148
due in more than 11 years 2429 1939 309 -6226
U.S.Floating Rate Notes
Floating Rate Notes -461 -924 -1604 -4702
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 83 -2070 633 3170
due in more than 2 years but less
than or equal to 6 years 725 1305 561 -727
due in more than 6 years but less
than or equal to 11 years 152 -614 241 -1694
due in more than 11 years -126 -134 -212 -238
Total U.S. Government Securities 9242 -8047 16545 -23428
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -566 3174 1115 135
Coupon Securities -722 3380 -714 -410
Total Federal Agency and
Government Sponsored Enterprise
Securities -1288 6554 401 -275
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -239 3355 4949 -1318
All Other Federal Agency and GSE
Residential MBS 787 -166 -923 -372
Federal Agency and GSE CMBS 325 -83 -10 27
Non-Agency MBS
Non-Agency Residential MBS 38 -59 -371 -50
Other CMBS -395 182 78 -216
Total Mortgage-backed Securities 516 3229 3723 -1929
Corporate Securities
Commercial paper -1763 3427 160 722
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 10 -222 108 527
due in 13 months to 5 years -486 972 -796 -309
due in 5 years to 10 years -412 1771 -543 -804
due in more than 10 years 292 2737 -1420 727
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -16 9 14 -6
due in 13 months to 5 years -117 293 26 -60
due in 5 years to 10 years 61 196 -29 48
due in more than 10 years 813 -749 -49 110
Total Corporate Securities -1618 8434 -2529 955
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 5087 2 -152 66
due in 13 months to 5 years 41 453 23 -312
due in 5 years to 10 years -181 25 -61 83
due in more than 10 years -437 18 -390 -180
Variable rate demand notes -1081 -1862 364 1571
Total State and Municipal
Government Obligations 3429 -1364 -216 1228
Asset-backed Securities
Credit card-backed securities -143 215 79 -20
Student loan-backed securities -51 -1 45 -40
Automobile loan-backed securities -50 182 -167 -136
Other asset-backed securities 105 79 -65 -220
Total Asset-backed securities -139 475 -108 -416
--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com
[TOPICS: MTABLE,MAUDT$,M$U$$$,M$$FI$,MN$FI$]
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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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