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November 29, 2018 21:21 GMT
US Data: Primary Dealer Securities Positions - Details
As of November 21, 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 21-Nov-18 14-Nov-18 07-Nov-18 31-Oct-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 27494 20231 24338 22006
Coupon Securities
due in less than or equal to 2
years 38487 47703 38957 36704
due in more than 2 years but less
than or equal to 3 years 5217 8664 14467 5790
due in more than 3 years but less
than or equal to 6 years 29943 31408 26274 22114
due in more than 6 years but less
than or equal to 7 years 16291 16363 17013 17227
due in more than 7 years but less
than or equal to 11 years 8490 6134 7218 2052
due in more than 11 years 40148 38188 36168 33984
U.S.Floating Rate Notes
Floating Rate Notes 1642 2754 3739 3042
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 5435 6238 6833 6506
due in more than 2 years but less
than or equal to 6 years 2783 2338 1883 3393
due in more than 6 years but less
than or equal to 11 years 4391 3576 3124 3392
due in more than 11 years 80 228 356 687
Total U.S. Government Securities 180401 183825 180370 156897
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 5344 4906 3560 3711
Coupon Securities 14827 14603 15866 16879
Total Federal Agency and
Government Sponsored Enterprise
Securities 20171 19509 19426 20590
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 25048 19539 19471 23476
All Other Federal Agency and GSE
Residential MBS 28449 26824 26939 27727
Federal Agency and GSE CMBS 5317 5229 4956 4972
Non-Agency MBS
Non-Agency Residential MBS 8185 8316 8187 8246
Other CMBS 7467 7502 8079 7142
Total Mortgage-backed Securities 74466 67410 67632 71563
Corporate Securities
Commercial paper 14554 13636 10763 11803
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1540 1917 1853 2274
due in 13 months to 5 years 3489 3735 3646 3906
due in 5 years to 10 years 4631 4366 3006 3588
due in more than 10 years 425 1314 897 1348
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 380 471 431 478
due in 13 months to 5 years 921 1477 334 1294
due in 5 years to 10 years -2041 -1408 -2503 -1052
due in more than 10 years 981 1053 1114 1177
Total Corporate Securities 24880 26561 19541 24816
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 698 640 621 782
due in 13 months to 5 years 1568 1801 1875 2066
due in 5 years to 10 years 2368 2656 2709 2856
due in more than 10 years 12591 12249 13051 13425
Variable rate demand notes 3455 4387 4269 4230
Total State and Municipal
Government Obligations 20680 21733 22525 23359
Asset-backed Securities
Credit card-backed securities 897 1172 1128 1123
Student loan-backed securities 2870 2904 2799 2996
Automobile loan-backed securities 2920 3115 2922 2797
Other asset-backed securities 5175 5248 4976 5123
Total Asset-backed securities 11862 12439 11825 12039
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 7263 -4107 2332 1076
Coupon Securities
due in less than or equal to 2
years -9216 8746 2253 6612
due in more than 2 years but less
than or equal to 3 years -3447 -5803 8677 -15
due in more than 3 years but less
than or equal to 6 years -1465 5134 4160 -794
due in more than 6 years but less
than or equal to 7 years -72 -650 -214 6391
due in more than 7 years but less
than or equal to 11 years 2356 -1084 5166 1456
due in more than 11 years 1960 2020 2184 83
U.S.Floating Rate Notes
Floating Rate Notes -1112 -985 697 -6326
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -803 -595 327 -361
due in more than 2 years but less
than or equal to 6 years 445 455 -1510 934
due in more than 6 years but less
than or equal to 11 years 815 452 -268 724
due in more than 11 years -148 -128 -331 -275
Total U.S. Government Securities -3424 3455 23473 9505
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 438 1346 -151 -733
Coupon Securities 224 -1263 -1013 1934
Total Federal Agency and
Government Sponsored Enterprise
Securities 662 83 -1164 1201
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 5509 68 -4005 1180
All Other Federal Agency and GSE
Residential MBS 1625 -115 -788 1554
Federal Agency and GSE CMBS 88 273 -16 90
Non-Agency MBS
Non-Agency Residential MBS -131 129 -59 92
Other CMBS -35 -577 937 -257
Total Mortgage-backed Securities 7056 -222 -3931 2659
Corporate Securities
Commercial paper 918 2873 -1040 1341
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -377 64 -421 278
due in 13 months to 5 years -246 89 -260 447
due in 5 years to 10 years 265 1360 -582 -162
due in more than 10 years -889 417 -451 -258
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -91 40 -47 -51
due in 13 months to 5 years -556 1143 -960 -179
due in 5 years to 10 years -633 1095 -1451 -180
due in more than 10 years -72 -61 -63 748
Total Corporate Securities -1681 7020 -5275 1984
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 58 19 -161 -499
due in 13 months to 5 years -233 -74 -191 -137
due in 5 years to 10 years -288 -53 -147 -442
due in more than 10 years 342 -802 -374 -388
Variable rate demand notes -932 118 39 -402
Total State and Municipal
Government Obligations -1053 -792 -834 -1868
Asset-backed Securities
Credit card-backed securities -275 44 5 -19
Student loan-backed securities -34 105 -197 -38
Automobile loan-backed securities -195 193 125 -10
Other asset-backed securities -73 272 -147 16
Total Asset-backed securities -577 614 -214 -51
--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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