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October 11, 2018 20:32 GMT
US Data: Primary Dealer Securities Positions - Details
As of October 3, 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 03-Oct-18 26-Sep-18 19-Sep-18 12-Sep-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 12304 18524 18476 19046
Coupon Securities
due in less than or equal to 2
years 20740 25142 27637 33217
due in more than 2 years but less
than or equal to 3 years 5009 11259 11791 9871
due in more than 3 years but less
than or equal to 6 years 10154 14300 11691 22513
due in more than 6 years but less
than or equal to 7 years 12231 9322 10328 12231
due in more than 7 years but less
than or equal to 11 years 2436 2729 3978 7392
due in more than 11 years 30923 31467 29531 29236
U.S.Floating Rate Notes
Floating Rate Notes 5479 5863 4375 5853
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 6292 6099 5991 5806
due in more than 2 years but less
than or equal to 6 years 1137 1466 2332 4312
due in more than 6 years but less
than or equal to 11 years 4268 4143 2963 2283
due in more than 11 years 187 140 387 355
Total U.S. Government Securities 111160 130454 129480 152115
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 3982 1878 4277 5201
Coupon Securities 14087 12699 11517 10754
Total Federal Agency and
Government Sponsored Enterprise
Securities 18069 14577 15794 15955
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 23895 22987 22267 23828
All Other Federal Agency and GSE
Residential MBS 26590 25949 25336 24513
Federal Agency and GSE CMBS 4377 6249 4031 4237
Non-Agency MBS
Non-Agency Residential MBS 7693 7173 7513 7263
Other CMBS 6985 6703 5699 5998
Total Mortgage-backed Securities 69540 69061 64846 65839
Corporate Securities
Commercial paper 11915 7098 10256 9853
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 2967 3994 3427 2153
due in 13 months to 5 years 3722 3128 2725 1248
due in 5 years to 10 years 2129 665 797 776
due in more than 10 years 1308 1235 1520 1637
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 513 515 429 421
due in 13 months to 5 years 1978 2190 1959 1656
due in 5 years to 10 years -454 -179 -194 -637
due in more than 10 years 917 934 560 1210
Total Corporate Securities 24995 19580 21479 18317
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 2132 2231 2479 3235
due in 13 months to 5 years 2124 2198 2236 2014
due in 5 years to 10 years 2198 2498 2726 2413
due in more than 10 years 12688 13539 13975 13182
Variable rate demand notes 3784 5370 5123 3872
Total State and Municipal
Government Obligations 22926 25836 26539 24716
Asset-backed Securities
Credit card-backed securities 1028 1205 1451 1159
Student loan-backed securities 3152 2791 2608 2630
Automobile loan-backed securities 2149 1938 2018 1702
Other asset-backed securities 4613 4929 4840 4341
Total Asset-backed securities 10942 10863 10917 9832
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -6220 48 -570 -5140
Coupon Securities
due in less than or equal to 2
years -4402 -2495 -5580 7071
due in more than 2 years but less
than or equal to 3 years -6250 -532 1920 2074
due in more than 3 years but less
than or equal to 6 years -4146 2609 -10822 5700
due in more than 6 years but less
than or equal to 7 years 2909 -1006 -1903 -622
due in more than 7 years but less
than or equal to 11 years -293 -1249 -3414 2761
due in more than 11 years -544 1936 295 -2090
U.S.Floating Rate Notes
Floating Rate Notes -384 1488 -1478 -1640
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 193 108 185 478
due in more than 2 years but less
than or equal to 6 years -329 -866 -1980 -2305
due in more than 6 years but less
than or equal to 11 years 125 1180 680 568
due in more than 11 years 47 -247 32 145
Total U.S. Government Securities -19294 974 -22635 7000
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 2104 -2399 -924 379
Coupon Securities 1388 1182 763 105
Total Federal Agency and
Government Sponsored Enterprise
Securities 3492 -1217 -161 484
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 908 720 -1561 -2759
All Other Federal Agency and GSE
Residential MBS 641 613 823 -255
Federal Agency and GSE CMBS -1872 2218 -206 -259
Non-Agency MBS
Non-Agency Residential MBS 520 -340 250 -511
Other CMBS 282 1004 -299 264
Total Mortgage-backed Securities 479 4215 -993 -3520
Corporate Securities
Commercial paper 4817 -3158 403 -245
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -1027 567 1274 234
due in 13 months to 5 years 594 403 1477 37
due in 5 years to 10 years 1464 -132 21 264
due in more than 10 years 73 -285 -117 -436
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -2 86 8 32
due in 13 months to 5 years -212 231 303 183
due in 5 years to 10 years -275 15 443 77
due in more than 10 years -17 374 -650 25
Total Corporate Securities 5415 -1899 3162 171
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -99 -248 -756 -1451
due in 13 months to 5 years -74 -38 222 11
due in 5 years to 10 years -300 -228 313 254
due in more than 10 years -851 -436 793 228
Variable rate demand notes -1586 247 1251 1210
Total State and Municipal
Government Obligations -2910 -703 1823 252
Asset-backed Securities
Credit card-backed securities -177 -246 292 260
Student loan-backed securities 361 183 -22 14
Automobile loan-backed securities 211 -80 316 66
Other asset-backed securities -316 89 499 -47
Total Asset-backed securities 79 -54 1085 293
--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.
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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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