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US Data: Primary Dealer Securities Positions - Details
As of September 19, 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 19-Sep-18 12-Sep-18 05-Sep-18 29-Aug-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 18476 19046 24186 28431
Coupon Securities
due in less than or equal to 2
years 27637 33217 26146 26503
due in more than 2 years but less
than or equal to 3 years 11791 9871 7797 14492
due in more than 3 years but less
than or equal to 6 years 11691 22513 16813 26141
due in more than 6 years but less
than or equal to 7 years 10328 12231 12853 14454
due in more than 7 years but less
than or equal to 11 years 3978 7392 4631 5644
due in more than 11 years 29531 29236 31326 37022
U.S.Floating Rate Notes
Floating Rate Notes 4375 5853 7493 7054
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 5991 5806 5328 5327
due in more than 2 years but less
than or equal to 6 years 2332 4312 6617 6926
due in more than 6 years but less
than or equal to 11 years 2963 2283 1715 2210
due in more than 11 years 387 355 210 -90
Total U.S. Government Securities 129480 152115 145115 174114
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 4277 5201 4822 3931
Coupon Securities 11517 10754 10649 11678
Total Federal Agency and
Government Sponsored Enterprise
Securities 15794 15955 15471 15609
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 22267 23828 26587 25386
All Other Federal Agency and GSE
Residential MBS 25336 24513 24768 22143
Federal Agency and GSE CMBS 4031 4237 4496 4494
Non-Agency MBS
Non-Agency Residential MBS 7513 7263 7774 7609
Other CMBS 5699 5998 5734 5844
Total Mortgage-backed Securities 64846 65839 69359 65476
Corporate Securities
Commercial paper 10256 9853 10098 8419
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 3427 2153 1919 1855
due in 13 months to 5 years 2725 1248 1211 1401
due in 5 years to 10 years 797 776 512 567
due in more than 10 years 1520 1637 2073 2328
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 429 421 389 377
due in 13 months to 5 years 1959 1656 1473 1466
due in 5 years to 10 years -194 -637 -714 -1062
due in more than 10 years 560 1210 1185 1169
Total Corporate Securities 21479 18317 18146 16520
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 2479 3235 4686 6523
due in 13 months to 5 years 2236 2014 2003 2279
due in 5 years to 10 years 2726 2413 2159 2306
due in more than 10 years 13975 13182 12954 12979
Variable rate demand notes 5123 3872 2662 3060
Total State and Municipal
Government Obligations 26539 24716 24464 27147
Asset-backed Securities
Credit card-backed securities 1451 1159 899 1081
Student loan-backed securities 2608 2630 2616 2467
Automobile loan-backed securities 2018 1702 1636 1795
Other asset-backed securities 4840 4341 4388 4549
Total Asset-backed securities 10917 9832 9539 9892
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -570 -5140 -4245 6033
Coupon Securities
due in less than or equal to 2
years -5580 7071 -357 1237
due in more than 2 years but less
than or equal to 3 years 1920 2074 -6695 4275
due in more than 3 years but less
than or equal to 6 years -10822 5700 -9328 1026
due in more than 6 years but less
than or equal to 7 years -1903 -622 -1601 2649
due in more than 7 years but less
than or equal to 11 years -3414 2761 -1013 1207
due in more than 11 years 295 -2090 -5696 -329
U.S.Floating Rate Notes
Floating Rate Notes -1478 -1640 439 3177
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 185 478 1 -360
due in more than 2 years but less
than or equal to 6 years -1980 -2305 -309 420
due in more than 6 years but less
than or equal to 11 years 680 568 -495 813
due in more than 11 years 32 145 300 34
Total U.S. Government Securities -22635 7000 -28999 20182
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -924 379 891 -3768
Coupon Securities 763 105 -1029 507
Total Federal Agency and
Government Sponsored Enterprise
Securities -161 484 -138 -3261
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -1561 -2759 1201 5971
All Other Federal Agency and GSE
Residential MBS 823 -255 2625 -1085
Federal Agency and GSE CMBS -206 -259 2 -255
Non-Agency MBS
Non-Agency Residential MBS 250 -511 165 754
Other CMBS -299 264 -110 -158
Total Mortgage-backed Securities -993 -3520 3883 5227
Corporate Securities
Commercial paper 403 -245 1679 -1704
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1274 234 64 42
due in 13 months to 5 years 1477 37 -190 -33
due in 5 years to 10 years 21 264 -55 543
due in more than 10 years -117 -436 -255 -576
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 8 32 12 -3
due in 13 months to 5 years 303 183 7 -2
due in 5 years to 10 years 443 77 348 -132
due in more than 10 years -650 25 16 -52
Total Corporate Securities 3162 171 1626 -1917
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -756 -1451 -1837 301
due in 13 months to 5 years 222 11 -276 -118
due in 5 years to 10 years 313 254 -147 36
due in more than 10 years 793 228 -25 -323
Variable rate demand notes 1251 1210 -398 -1253
Total State and Municipal
Government Obligations 1823 252 -2683 -1357
Asset-backed Securities
Credit card-backed securities 292 260 -182 -190
Student loan-backed securities -22 14 149 190
Automobile loan-backed securities 316 66 -159 -293
Other asset-backed securities 499 -47 -161 -188
Total Asset-backed securities 1085 293 -353 -481
--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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