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October 25, 2018 20:18 GMT
US Data: Primary Dealer Securities Positions - Details
As of October 17, 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 17-Oct-18 10-Oct-18 03-Oct-18 26-Sep-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 26104 21441 12304 18524
Coupon Securities
due in less than or equal to 2
years 21648 22602 20740 25142
due in more than 2 years but less
than or equal to 3 years 7476 9147 5009 11259
due in more than 3 years but less
than or equal to 6 years 16959 11873 10154 14300
due in more than 6 years but less
than or equal to 7 years 9783 10451 12231 9322
due in more than 7 years but less
than or equal to 11 years 4994 3129 2436 2729
due in more than 11 years 31649 27787 30923 31467
U.S.Floating Rate Notes
Floating Rate Notes 4246 5896 5479 5863
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 5877 6745 6292 6099
due in more than 2 years but less
than or equal to 6 years 2307 2006 1137 1466
due in more than 6 years but less
than or equal to 11 years 2842 3288 4268 4143
due in more than 11 years 148 178 187 140
Total U.S. Government Securities 134033 124543 111160 130454
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 2581 3584 3982 1878
Coupon Securities 14912 15120 14087 12699
Total Federal Agency and
Government Sponsored Enterprise
Securities 17493 18704 18069 14577
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 21779 16413 23895 22987
All Other Federal Agency and GSE
Residential MBS 25587 25600 26590 25949
Federal Agency and GSE CMBS 4449 4149 4377 6249
Non-Agency MBS
Non-Agency Residential MBS 8116 7806 7693 7173
Other CMBS 7385 7200 6985 6703
Total Mortgage-backed Securities 67316 61168 69540 69061
Corporate Securities
Commercial paper 11751 12013 11915 7098
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 2732 2847 2967 3994
due in 13 months to 5 years 4518 3901 3722 3128
due in 5 years to 10 years 3257 2641 2129 665
due in more than 10 years 1138 1102 1308 1235
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 515 547 513 515
due in 13 months to 5 years 1435 2439 1978 2190
due in 5 years to 10 years -463 -34 -454 -179
due in more than 10 years 1155 973 917 934
Total Corporate Securities 26038 26429 24995 19580
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1454 1790 2132 2231
due in 13 months to 5 years 2130 1933 2124 2198
due in 5 years to 10 years 2565 2189 2198 2498
due in more than 10 years 13149 12618 12688 13539
Variable rate demand notes 5108 3911 3784 5370
Total State and Municipal
Government Obligations 24406 22441 22926 25836
Asset-backed Securities
Credit card-backed securities 1120 1220 1028 1205
Student loan-backed securities 3123 3205 3152 2791
Automobile loan-backed securities 2814 2643 2149 1938
Other asset-backed securities 5062 4684 4613 4929
Total Asset-backed securities 12119 11752 10942 10863
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 4663 9137 -6220 48
Coupon Securities
due in less than or equal to 2
years -954 1862 -4402 -2495
due in more than 2 years but less
than or equal to 3 years -1671 4138 -6250 -532
due in more than 3 years but less
than or equal to 6 years 5086 1719 -4146 2609
due in more than 6 years but less
than or equal to 7 years -668 -1780 2909 -1006
due in more than 7 years but less
than or equal to 11 years 1865 693 -293 -1249
due in more than 11 years 3862 -3136 -544 1936
U.S.Floating Rate Notes
Floating Rate Notes -1650 417 -384 1488
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -868 453 193 108
due in more than 2 years but less
than or equal to 6 years 301 869 -329 -866
due in more than 6 years but less
than or equal to 11 years -446 -980 125 1180
due in more than 11 years -30 -9 47 -247
Total U.S. Government Securities 9490 13383 -19294 974
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -1003 -398 2104 -2399
Coupon Securities -208 1033 1388 1182
Total Federal Agency and
Government Sponsored Enterprise
Securities -1211 635 3492 -1217
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 5366 -7482 908 720
All Other Federal Agency and GSE
Residential MBS -13 -990 641 613
Federal Agency and GSE CMBS 300 -228 -1872 2218
Non-Agency MBS
Non-Agency Residential MBS 310 113 520 -340
Other CMBS 185 215 282 1004
Total Mortgage-backed Securities 6148 -8372 479 4215
Corporate Securities
Commercial paper -262 98 4817 -3158
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -115 -120 -1027 567
due in 13 months to 5 years 617 179 594 403
due in 5 years to 10 years 616 512 1464 -132
due in more than 10 years 36 -206 73 -285
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -32 34 -2 86
due in 13 months to 5 years -1004 461 -212 231
due in 5 years to 10 years -429 420 -275 15
due in more than 10 years 182 56 -17 374
Total Corporate Securities -391 1434 5415 -1899
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -336 -342 -99 -248
due in 13 months to 5 years 197 -191 -74 -38
due in 5 years to 10 years 376 -9 -300 -228
due in more than 10 years 531 -70 -851 -436
Variable rate demand notes 1197 127 -1586 247
Total State and Municipal
Government Obligations 1965 -485 -2910 -703
Asset-backed Securities
Credit card-backed securities -100 192 -177 -246
Student loan-backed securities -82 53 361 183
Automobile loan-backed securities 171 494 211 -80
Other asset-backed securities 378 71 -316 89
Total Asset-backed securities 367 810 79 -54
--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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