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US Data: Primary Dealer Securities Positions - Details
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$]
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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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