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October 18, 2018 20:31 GMT
US Data: Primary Dealer Securities Positions - Details
As of October 10, 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 10-Oct-18 03-Oct-18 26-Sep-18 19-Sep-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 21441 12304 18524 18476
Coupon Securities
due in less than or equal to 2
years 22602 20740 25142 27637
due in more than 2 years but less
than or equal to 3 years 9147 5009 11259 11791
due in more than 3 years but less
than or equal to 6 years 11873 10154 14300 11691
due in more than 6 years but less
than or equal to 7 years 10451 12231 9322 10328
due in more than 7 years but less
than or equal to 11 years 3129 2436 2729 3978
due in more than 11 years 27787 30923 31467 29531
U.S.Floating Rate Notes
Floating Rate Notes 5896 5479 5863 4375
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 6745 6292 6099 5991
due in more than 2 years but less
than or equal to 6 years 2006 1137 1466 2332
due in more than 6 years but less
than or equal to 11 years 3288 4268 4143 2963
due in more than 11 years 178 187 140 387
Total U.S. Government Securities 124543 111160 130454 129480
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 3584 3982 1878 4277
Coupon Securities 15120 14087 12699 11517
Total Federal Agency and
Government Sponsored Enterprise
Securities 18704 18069 14577 15794
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 16413 23895 22987 22267
All Other Federal Agency and GSE
Residential MBS 25600 26590 25949 25336
Federal Agency and GSE CMBS 4149 4377 6249 4031
Non-Agency MBS
Non-Agency Residential MBS 7806 7693 7173 7513
Other CMBS 7200 6985 6703 5699
Total Mortgage-backed Securities 61168 69540 69061 64846
Corporate Securities
Commercial paper 12013 11915 7098 10256
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 2847 2967 3994 3427
due in 13 months to 5 years 3901 3722 3128 2725
due in 5 years to 10 years 2641 2129 665 797
due in more than 10 years 1102 1308 1235 1520
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 547 513 515 429
due in 13 months to 5 years 2439 1978 2190 1959
due in 5 years to 10 years -34 -454 -179 -194
due in more than 10 years 973 917 934 560
Total Corporate Securities 26429 24995 19580 21479
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1790 2132 2231 2479
due in 13 months to 5 years 1933 2124 2198 2236
due in 5 years to 10 years 2189 2198 2498 2726
due in more than 10 years 12618 12688 13539 13975
Variable rate demand notes 3911 3784 5370 5123
Total State and Municipal
Government Obligations 22441 22926 25836 26539
Asset-backed Securities
Credit card-backed securities 1220 1028 1205 1451
Student loan-backed securities 3205 3152 2791 2608
Automobile loan-backed securities 2643 2149 1938 2018
Other asset-backed securities 4684 4613 4929 4840
Total Asset-backed securities 11752 10942 10863 10917
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 9137 -6220 48 -570
Coupon Securities
due in less than or equal to 2
years 1862 -4402 -2495 -5580
due in more than 2 years but less
than or equal to 3 years 4138 -6250 -532 1920
due in more than 3 years but less
than or equal to 6 years 1719 -4146 2609 -10822
due in more than 6 years but less
than or equal to 7 years -1780 2909 -1006 -1903
due in more than 7 years but less
than or equal to 11 years 693 -293 -1249 -3414
due in more than 11 years -3136 -544 1936 295
U.S.Floating Rate Notes
Floating Rate Notes 417 -384 1488 -1478
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 453 193 108 185
due in more than 2 years but less
than or equal to 6 years 869 -329 -866 -1980
due in more than 6 years but less
than or equal to 11 years -980 125 1180 680
due in more than 11 years -9 47 -247 32
Total U.S. Government Securities 13383 -19294 974 -22635
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -398 2104 -2399 -924
Coupon Securities 1033 1388 1182 763
Total Federal Agency and
Government Sponsored Enterprise
Securities 635 3492 -1217 -161
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -7482 908 720 -1561
All Other Federal Agency and GSE
Residential MBS -990 641 613 823
Federal Agency and GSE CMBS -228 -1872 2218 -206
Non-Agency MBS
Non-Agency Residential MBS 113 520 -340 250
Other CMBS 215 282 1004 -299
Total Mortgage-backed Securities -8372 479 4215 -993
Corporate Securities
Commercial paper 98 4817 -3158 403
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -120 -1027 567 1274
due in 13 months to 5 years 179 594 403 1477
due in 5 years to 10 years 512 1464 -132 21
due in more than 10 years -206 73 -285 -117
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 34 -2 86 8
due in 13 months to 5 years 461 -212 231 303
due in 5 years to 10 years 420 -275 15 443
due in more than 10 years 56 -17 374 -650
Total Corporate Securities 1434 5415 -1899 3162
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -342 -99 -248 -756
due in 13 months to 5 years -191 -74 -38 222
due in 5 years to 10 years -9 -300 -228 313
due in more than 10 years -70 -851 -436 793
Variable rate demand notes 127 -1586 247 1251
Total State and Municipal
Government Obligations -485 -2910 -703 1823
Asset-backed Securities
Credit card-backed securities 192 -177 -246 292
Student loan-backed securities 53 361 183 -22
Automobile loan-backed securities 494 211 -80 316
Other asset-backed securities 71 -316 89 499
Total Asset-backed securities 810 79 -54 1085
--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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