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October 04, 2018 20:14 GMT
US Data: Primary Dealer Securities Positions - Details
As of September 26, 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 26-Sep-18 19-Sep-18 12-Sep-18 05-Sep-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 18524 18476 19046 24186
Coupon Securities
due in less than or equal to 2
years 25142 27637 33217 26146
due in more than 2 years but less
than or equal to 3 years 11259 11791 9871 7797
due in more than 3 years but less
than or equal to 6 years 14300 11691 22513 16813
due in more than 6 years but less
than or equal to 7 years 9322 10328 12231 12853
due in more than 7 years but less
than or equal to 11 years 2729 3978 7392 4631
due in more than 11 years 31467 29531 29236 31326
U.S.Floating Rate Notes
Floating Rate Notes 5863 4375 5853 7493
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 6099 5991 5806 5328
due in more than 2 years but less
than or equal to 6 years 1466 2332 4312 6617
due in more than 6 years but less
than or equal to 11 years 4143 2963 2283 1715
due in more than 11 years 140 387 355 210
Total U.S. Government Securities 130454 129480 152115 145115
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 1878 4277 5201 4822
Coupon Securities 12699 11517 10754 10649
Total Federal Agency and
Government Sponsored Enterprise
Securities 14577 15794 15955 15471
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 22987 22267 23828 26587
All Other Federal Agency and GSE
Residential MBS 25949 25336 24513 24768
Federal Agency and GSE CMBS 6249 4031 4237 4496
Non-Agency MBS
Non-Agency Residential MBS 7173 7513 7263 7774
Other CMBS 6703 5699 5998 5734
Total Mortgage-backed Securities 69061 64846 65839 69359
Corporate Securities
Commercial paper 7098 10256 9853 10098
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 3994 3427 2153 1919
due in 13 months to 5 years 3128 2725 1248 1211
due in 5 years to 10 years 665 797 776 512
due in more than 10 years 1235 1520 1637 2073
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 515 429 421 389
due in 13 months to 5 years 2190 1959 1656 1473
due in 5 years to 10 years -179 -194 -637 -714
due in more than 10 years 934 560 1210 1185
Total Corporate Securities 19580 21479 18317 18146
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 2231 2479 3235 4686
due in 13 months to 5 years 2198 2236 2014 2003
due in 5 years to 10 years 2498 2726 2413 2159
due in more than 10 years 13539 13975 13182 12954
Variable rate demand notes 5370 5123 3872 2662
Total State and Municipal
Government Obligations 25836 26539 24716 24464
Asset-backed Securities
Credit card-backed securities 1205 1451 1159 899
Student loan-backed securities 2791 2608 2630 2616
Automobile loan-backed securities 1938 2018 1702 1636
Other asset-backed securities 4929 4840 4341 4388
Total Asset-backed securities 10863 10917 9832 9539
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 48 -570 -5140 -4245
Coupon Securities
due in less than or equal to 2
years -2495 -5580 7071 -357
due in more than 2 years but less
than or equal to 3 years -532 1920 2074 -6695
due in more than 3 years but less
than or equal to 6 years 2609 -10822 5700 -9328
due in more than 6 years but less
than or equal to 7 years -1006 -1903 -622 -1601
due in more than 7 years but less
than or equal to 11 years -1249 -3414 2761 -1013
due in more than 11 years 1936 295 -2090 -5696
U.S.Floating Rate Notes
Floating Rate Notes 1488 -1478 -1640 439
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 108 185 478 1
due in more than 2 years but less
than or equal to 6 years -866 -1980 -2305 -309
due in more than 6 years but less
than or equal to 11 years 1180 680 568 -495
due in more than 11 years -247 32 145 300
Total U.S. Government Securities 974 -22635 7000 -28999
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -2399 -924 379 891
Coupon Securities 1182 763 105 -1029
Total Federal Agency and
Government Sponsored Enterprise
Securities -1217 -161 484 -138
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 720 -1561 -2759 1201
All Other Federal Agency and GSE
Residential MBS 613 823 -255 2625
Federal Agency and GSE CMBS 2218 -206 -259 2
Non-Agency MBS
Non-Agency Residential MBS -340 250 -511 165
Other CMBS 1004 -299 264 -110
Total Mortgage-backed Securities 4215 -993 -3520 3883
Corporate Securities
Commercial paper -3158 403 -245 1679
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 567 1274 234 64
due in 13 months to 5 years 403 1477 37 -190
due in 5 years to 10 years -132 21 264 -55
due in more than 10 years -285 -117 -436 -255
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 86 8 32 12
due in 13 months to 5 years 231 303 183 7
due in 5 years to 10 years 15 443 77 348
due in more than 10 years 374 -650 25 16
Total Corporate Securities -1899 3162 171 1626
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -248 -756 -1451 -1837
due in 13 months to 5 years -38 222 11 -276
due in 5 years to 10 years -228 313 254 -147
due in more than 10 years -436 793 228 -25
Variable rate demand notes 247 1251 1210 -398
Total State and Municipal
Government Obligations -703 1823 252 -2683
Asset-backed Securities
Credit card-backed securities -246 292 260 -182
Student loan-backed securities 183 -22 14 149
Automobile loan-backed securities -80 316 66 -159
Other asset-backed securities 89 499 -47 -161
Total Asset-backed securities -54 1085 293 -353
--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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