Trial now
FOREX

Risk Sentiment Sours

US TSYS

Off Best Levels

JGBS

Better Bid

IDR

Rupiah Goes Offered Amid Omicron Worry

GOLD

Battle Lines Drawn Ahead Of NFPs

     
As of November 7, 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                07-Nov-18  31-Oct-18  24-Oct-18  17-Oct-18
U.S. Government Securities (excl
TIPS)
Treasury Bills                            24338      22006      20930      26104
Coupon Securities
due in less than or equal to 2
years                                     38957      36704      30092      21648
due in more than 2 years but less
than or equal to 3 years                  14467       5790       5805       7476
due in more than 3 years but less
than or equal to 6 years                  26274      22114      22908      16959
due in more than 6 years but less
than or equal to 7 years                  17013      17227      10836       9783
due in more than 7 years but less
than or equal to 11 years                  7218       2052        596       4994
due in more than 11 years                 36168      33984      33901      31649
U.S.Floating Rate Notes
Floating Rate Notes                        3739       3042       9368       4246
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years                                      6833       6506       6867       5877
due in more than 2 years but less
than or equal to 6 years                   1883       3393       2459       2307
due in more than 6 years but less
than or equal to 11 years                  3124       3392       2668       2842
due in more than 11 years                   356        687        962        148
Total U.S. Government Securities         180370     156897     147392     134033
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes                             3560       3711       4444       2581
Coupon Securities                         15866      16879      14945      14912
Total Federal Agency and
Government Sponsored Enterprise
Securities                                19426      20590      19389      17493
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS                          19471      23476      22296      21779
All Other Federal Agency and GSE
Residential MBS                           26939      27727      26173      25587
Federal Agency and GSE CMBS                4956       4972       4882       4449
Non-Agency MBS
Non-Agency Residential MBS                 8187       8246       8154       8116
Other CMBS                                 8079       7142       7399       7385
Total Mortgage-backed Securities          67632      71563      68904      67316
Corporate Securities
Commercial paper                          10763      11803      10462      11751
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months                                     1853       2274       1996       2732
due in 13 months to 5 years                3646       3906       3459       4518
due in 5 years to 10 years                 3006       3588       3750       3257
due in more than 10 years                   897       1348       1606       1138
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months                                      431        478        529        515
due in 13 months to 5 years                 334       1294       1473       1435
due in 5 years to 10 years                -2503      -1052       -872       -463
due in more than 10 years                  1114       1177        429       1155
Total Corporate Securities                19541      24816      22832      26038
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months                                      621        782       1281       1454
due in 13 months to 5 years                1875       2066       2203       2130
due in 5 years to 10 years                 2709       2856       3298       2565
due in more than 10 years                 13051      13425      13813      13149
Variable rate demand notes                 4269       4230       4632       5108
Total State and Municipal
Government Obligations                    22525      23359      25227      24406
Asset-backed Securities
Credit card-backed securities              1128       1123       1142       1120
Student loan-backed securities             2799       2996       3034       3123
Automobile loan-backed securities          2922       2797       2807       2814
Other asset-backed securities              4976       5123       5107       5062
Total Asset-backed securities             11825      12039      12090      12119
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills                             2332       1076      -5174       4663
Coupon Securities
due in less than or equal to 2
years                                      2253       6612       8444       -954
due in more than 2 years but less
than or equal to 3 years                   8677        -15      -1671      -1671
due in more than 3 years but less
than or equal to 6 years                   4160       -794       5949       5086
due in more than 6 years but less
than or equal to 7 years                   -214       6391       1053       -668
due in more than 7 years but less
than or equal to 11 years                  5166       1456      -4398       1865
due in more than 11 years                  2184         83       2252       3862
U.S.Floating Rate Notes
Floating Rate Notes                         697      -6326       5122      -1650
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years                                       327       -361        990       -868
due in more than 2 years but less
than or equal to 6 years                  -1510        934        152        301
due in more than 6 years but less
than or equal to 11 years                  -268        724       -174       -446
due in more than 11 years                  -331       -275        814        -30
Total U.S. Government Securities          23473       9505      13359       9490
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes                             -151       -733       1863      -1003
Coupon Securities                         -1013       1934         33       -208
Total Federal Agency and
Government Sponsored Enterprise
Securities                                -1164       1201       1896      -1211
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS                          -4005       1180        517       5366
All Other Federal Agency and GSE
Residential MBS                            -788       1554        586        -13
Federal Agency and GSE CMBS                 -16         90        433        300
Non-Agency MBS
Non-Agency Residential MBS                  -59         92         38        310
Other CMBS                                  937       -257         14        185
Total Mortgage-backed Securities          -3931       2659       1588       6148
Corporate Securities
Commercial paper                          -1040       1341      -1289       -262
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months                                     -421        278       -736       -115
due in 13 months to 5 years                -260        447      -1059        617
due in 5 years to 10 years                 -582       -162        493        616
due in more than 10 years                  -451       -258        468         36
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months                                      -47        -51         14        -32
due in 13 months to 5 years                -960       -179         38      -1004
due in 5 years to 10 years                -1451       -180       -409       -429
due in more than 10 years                   -63        748       -726        182
Total Corporate Securities                -5275       1984      -3206       -391
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months                                     -161       -499       -173       -336
due in 13 months to 5 years                -191       -137         73        197
due in 5 years to 10 years                 -147       -442        733        376
due in more than 10 years                  -374       -388        664        531
Variable rate demand notes                   39       -402       -476       1197
Total State and Municipal
Government Obligations                     -834      -1868        821       1965
Asset-backed Securities
Credit card-backed securities                 5        -19         22       -100
Student loan-backed securities             -197        -38        -89        -82
Automobile loan-backed securities           125        -10         -7        171
Other asset-backed securities              -147         16         45        378
Total Asset-backed securities              -214        -51        -29        367
--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com
[TOPICS: MTABLE,MAUDT$,M$U$$$,M$$FI$,MN$FI$]