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November 08, 2018 21:15 GMT
US Data: Primary Dealer Securities Positions - Details
As of October 31, 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 31-Oct-18 24-Oct-18 17-Oct-18 10-Oct-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 22006 20930 26104 21441
Coupon Securities
due in less than or equal to 2
years 36704 30092 21648 22602
due in more than 2 years but less
than or equal to 3 years 5790 5805 7476 9147
due in more than 3 years but less
than or equal to 6 years 22114 22908 16959 11873
due in more than 6 years but less
than or equal to 7 years 17227 10836 9783 10451
due in more than 7 years but less
than or equal to 11 years 2052 596 4994 3129
due in more than 11 years 33984 33901 31649 27787
U.S.Floating Rate Notes
Floating Rate Notes 3042 9368 4246 5896
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 6506 6867 5877 6745
due in more than 2 years but less
than or equal to 6 years 3393 2459 2307 2006
due in more than 6 years but less
than or equal to 11 years 3392 2668 2842 3288
due in more than 11 years 687 962 148 178
Total U.S. Government Securities 156897 147392 134033 124543
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 3711 4444 2581 3584
Coupon Securities 16879 14945 14912 15120
Total Federal Agency and
Government Sponsored Enterprise
Securities 20590 19389 17493 18704
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 23476 22296 21779 16413
All Other Federal Agency and GSE
Residential MBS 27727 26173 25587 25600
Federal Agency and GSE CMBS 4972 4882 4449 4149
Non-Agency MBS
Non-Agency Residential MBS 8246 8154 8116 7806
Other CMBS 7142 7399 7385 7200
Total Mortgage-backed Securities 71563 68904 67316 61168
Corporate Securities
Commercial paper 11803 10462 11751 12013
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 2274 1996 2732 2847
due in 13 months to 5 years 3906 3459 4518 3901
due in 5 years to 10 years 3588 3750 3257 2641
due in more than 10 years 1348 1606 1138 1102
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 478 529 515 547
due in 13 months to 5 years 1294 1473 1435 2439
due in 5 years to 10 years -1052 -872 -463 -34
due in more than 10 years 1177 429 1155 973
Total Corporate Securities 24816 22832 26038 26429
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 782 1281 1454 1790
due in 13 months to 5 years 2066 2203 2130 1933
due in 5 years to 10 years 2856 3298 2565 2189
due in more than 10 years 13425 13813 13149 12618
Variable rate demand notes 4230 4632 5108 3911
Total State and Municipal
Government Obligations 23359 25227 24406 22441
Asset-backed Securities
Credit card-backed securities 1123 1142 1120 1220
Student loan-backed securities 2996 3034 3123 3205
Automobile loan-backed securities 2797 2807 2814 2643
Other asset-backed securities 5123 5107 5062 4684
Total Asset-backed securities 12039 12090 12119 11752
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 1076 -5174 4663 9137
Coupon Securities
due in less than or equal to 2
years 6612 8444 -954 1862
due in more than 2 years but less
than or equal to 3 years -15 -1671 -1671 4138
due in more than 3 years but less
than or equal to 6 years -794 5949 5086 1719
due in more than 6 years but less
than or equal to 7 years 6391 1053 -668 -1780
due in more than 7 years but less
than or equal to 11 years 1456 -4398 1865 693
due in more than 11 years 83 2252 3862 -3136
U.S.Floating Rate Notes
Floating Rate Notes -6326 5122 -1650 417
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -361 990 -868 453
due in more than 2 years but less
than or equal to 6 years 934 152 301 869
due in more than 6 years but less
than or equal to 11 years 724 -174 -446 -980
due in more than 11 years -275 814 -30 -9
Total U.S. Government Securities 9505 13359 9490 13383
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -733 1863 -1003 -398
Coupon Securities 1934 33 -208 1033
Total Federal Agency and
Government Sponsored Enterprise
Securities 1201 1896 -1211 635
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 1180 517 5366 -7482
All Other Federal Agency and GSE
Residential MBS 1554 586 -13 -990
Federal Agency and GSE CMBS 90 433 300 -228
Non-Agency MBS
Non-Agency Residential MBS 92 38 310 113
Other CMBS -257 14 185 215
Total Mortgage-backed Securities 2659 1588 6148 -8372
Corporate Securities
Commercial paper 1341 -1289 -262 98
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 278 -736 -115 -120
due in 13 months to 5 years 447 -1059 617 179
due in 5 years to 10 years -162 493 616 512
due in more than 10 years -258 468 36 -206
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -51 14 -32 34
due in 13 months to 5 years -179 38 -1004 461
due in 5 years to 10 years -180 -409 -429 420
due in more than 10 years 748 -726 182 56
Total Corporate Securities 1984 -3206 -391 1434
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -499 -173 -336 -342
due in 13 months to 5 years -137 73 197 -191
due in 5 years to 10 years -442 733 376 -9
due in more than 10 years -388 664 531 -70
Variable rate demand notes -402 -476 1197 127
Total State and Municipal
Government Obligations -1868 821 1965 -485
Asset-backed Securities
Credit card-backed securities -19 22 -100 192
Student loan-backed securities -38 -89 -82 53
Automobile loan-backed securities -10 -7 171 494
Other asset-backed securities 16 45 378 71
Total Asset-backed securities -51 -29 367 810
--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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