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September 13, 2018 20:26 GMT
US Data: Primary Dealer Securities Positions - Details
As of September 5, 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 05-Sep-18 29-Aug-18 22-Aug-18 15-Aug-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 24186 28431 22398 14405
Coupon Securities
due in less than or equal to 2
years 26146 26503 25266 26927
due in more than 2 years but less
than or equal to 3 years 7797 14492 10217 14226
due in more than 3 years but less
than or equal to 6 years 16813 26141 25115 23392
due in more than 6 years but less
than or equal to 7 years 12853 14454 11805 8888
due in more than 7 years but less
than or equal to 11 years 4631 5644 4437 4960
due in more than 11 years 31326 37022 37351 34922
U.S.Floating Rate Notes
Floating Rate Notes 7493 7054 3877 4338
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 5328 5327 5687 5604
due in more than 2 years but less
than or equal to 6 years 6617 6926 6506 5781
due in more than 6 years but less
than or equal to 11 years 1715 2210 1397 1245
due in more than 11 years 210 -90 -124 2
Total U.S. Government Securities 145115 174114 153932 144690
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 4822 3931 7699 8265
Coupon Securities 10649 11678 11171 11893
Total Federal Agency and
Government Sponsored Enterprise
Securities 15471 15609 18870 20158
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 26587 25386 19415 19654
All Other Federal Agency and GSE
Residential MBS 24768 22143 23228 22441
Federal Agency and GSE CMBS 4496 4494 4749 4424
Non-Agency MBS
Non-Agency Residential MBS 7774 7609 6855 6817
Other CMBS 5734 5844 6002 6397
Total Mortgage-backed Securities 69359 65476 60249 59733
Corporate Securities
Commercial paper 10098 8419 10123 11886
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1919 1855 1813 1803
due in 13 months to 5 years 1211 1401 1434 1920
due in 5 years to 10 years 512 567 24 436
due in more than 10 years 2073 2328 2904 2612
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 389 377 380 396
due in 13 months to 5 years 1473 1466 1468 1585
due in 5 years to 10 years -714 -1062 -930 -991
due in more than 10 years 1185 1169 1221 408
Total Corporate Securities 18146 16520 18437 20055
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 4686 6523 6222 1135
due in 13 months to 5 years 2003 2279 2397 2356
due in 5 years to 10 years 2159 2306 2270 2451
due in more than 10 years 12954 12979 13302 13739
Variable rate demand notes 2662 3060 4313 5394
Total State and Municipal
Government Obligations 24464 27147 28504 25075
Asset-backed Securities
Credit card-backed securities 899 1081 1271 1414
Student loan-backed securities 2616 2467 2277 2328
Automobile loan-backed securities 1636 1795 2088 2138
Other asset-backed securities 4388 4549 4737 4632
Total Asset-backed securities 9539 9892 10373 10512
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -4245 6033 7993 153
Coupon Securities
due in less than or equal to 2
years -357 1237 -1661 -12400
due in more than 2 years but less
than or equal to 3 years -6695 4275 -4009 3114
due in more than 3 years but less
than or equal to 6 years -9328 1026 1723 5481
due in more than 6 years but less
than or equal to 7 years -1601 2649 2917 -898
due in more than 7 years but less
than or equal to 11 years -1013 1207 -523 -2999
due in more than 11 years -5696 -329 2429 1939
U.S.Floating Rate Notes
Floating Rate Notes 439 3177 -461 -924
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 1 -360 83 -2070
due in more than 2 years but less
than or equal to 6 years -309 420 725 1305
due in more than 6 years but less
than or equal to 11 years -495 813 152 -614
due in more than 11 years 300 34 -126 -134
Total U.S. Government Securities -28999 20182 9242 -8047
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 891 -3768 -566 3174
Coupon Securities -1029 507 -722 3380
Total Federal Agency and
Government Sponsored Enterprise
Securities -138 -3261 -1288 6554
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 1201 5971 -239 3355
All Other Federal Agency and GSE
Residential MBS 2625 -1085 787 -166
Federal Agency and GSE CMBS 2 -255 325 -83
Non-Agency MBS
Non-Agency Residential MBS 165 754 38 -59
Other CMBS -110 -158 -395 182
Total Mortgage-backed Securities 3883 5227 516 3229
Corporate Securities
Commercial paper 1679 -1704 -1763 3427
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 64 42 10 -222
due in 13 months to 5 years -190 -33 -486 972
due in 5 years to 10 years -55 543 -412 1771
due in more than 10 years -255 -576 292 2737
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 12 -3 -16 9
due in 13 months to 5 years 7 -2 -117 293
due in 5 years to 10 years 348 -132 61 196
due in more than 10 years 16 -52 813 -749
Total Corporate Securities 1626 -1917 -1618 8434
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -1837 301 5087 2
due in 13 months to 5 years -276 -118 41 453
due in 5 years to 10 years -147 36 -181 25
due in more than 10 years -25 -323 -437 18
Variable rate demand notes -398 -1253 -1081 -1862
Total State and Municipal
Government Obligations -2683 -1357 3429 -1364
Asset-backed Securities
Credit card-backed securities -182 -190 -143 215
Student loan-backed securities 149 190 -51 -1
Automobile loan-backed securities -159 -293 -50 182
Other asset-backed securities -161 -188 105 79
Total Asset-backed securities -353 -481 -139 475
--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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