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US Data: Primary Dealer Securities Positions - Details
As of November 28, 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 28-Nov-18 21-Nov-18 14-Nov-18 07-Nov-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 29491 27494 20231 24338
Coupon Securities
due in less than or equal to 2
years 44323 38487 47703 38957
due in more than 2 years but less
than or equal to 3 years 11975 5217 8664 14467
due in more than 3 years but less
than or equal to 6 years 37267 29943 31408 26274
due in more than 6 years but less
than or equal to 7 years 21107 16291 16363 17013
due in more than 7 years but less
than or equal to 11 years 10052 8490 6134 7218
due in more than 11 years 38483 40148 38188 36168
U.S.Floating Rate Notes
Floating Rate Notes 7506 1642 2754 3739
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 5504 5435 6238 6833
due in more than 2 years but less
than or equal to 6 years 1723 2783 2338 1883
due in more than 6 years but less
than or equal to 11 years 4440 4391 3576 3124
due in more than 11 years 251 80 228 356
Total U.S. Government Securities 212122 180401 183825 180370
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 3218 5344 4906 3560
Coupon Securities 13901 14827 14603 15866
Total Federal Agency and
Government Sponsored Enterprise
Securities 17119 20171 19509 19426
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 21819 25048 19539 19471
All Other Federal Agency and GSE
Residential MBS 28085 28449 26824 26939
Federal Agency and GSE CMBS 5256 5317 5229 4956
Non-Agency MBS
Non-Agency Residential MBS 8202 8185 8316 8187
Other CMBS 7350 7467 7502 8079
Total Mortgage-backed Securities 70712 74466 67410 67632
Corporate Securities
Commercial paper 11047 14554 13636 10763
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1653 1540 1917 1853
due in 13 months to 5 years 3497 3489 3735 3646
due in 5 years to 10 years 4631 4631 4366 3006
due in more than 10 years 1273 425 1314 897
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 458 380 471 431
due in 13 months to 5 years 973 921 1477 334
due in 5 years to 10 years -1802 -2041 -1408 -2503
due in more than 10 years 972 981 1053 1114
Total Corporate Securities 22702 24880 26561 19541
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 647 698 640 621
due in 13 months to 5 years 1362 1568 1801 1875
due in 5 years to 10 years 2350 2368 2656 2709
due in more than 10 years 12483 12591 12249 13051
Variable rate demand notes 3295 3455 4387 4269
Total State and Municipal
Government Obligations 20137 20680 21733 22525
Asset-backed Securities
Credit card-backed securities 881 897 1172 1128
Student loan-backed securities 2961 2870 2904 2799
Automobile loan-backed securities 2530 2920 3115 2922
Other asset-backed securities 5133 5175 5248 4976
Total Asset-backed securities 11505 11862 12439 11825
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 1997 7263 -4107 2332
Coupon Securities
due in less than or equal to 2
years 5836 -9216 8746 2253
due in more than 2 years but less
than or equal to 3 years 6758 -3447 -5803 8677
due in more than 3 years but less
than or equal to 6 years 7324 -1465 5134 4160
due in more than 6 years but less
than or equal to 7 years 4816 -72 -650 -214
due in more than 7 years but less
than or equal to 11 years 1562 2356 -1084 5166
due in more than 11 years -1665 1960 2020 2184
U.S.Floating Rate Notes
Floating Rate Notes 5864 -1112 -985 697
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 69 -803 -595 327
due in more than 2 years but less
than or equal to 6 years -1060 445 455 -1510
due in more than 6 years but less
than or equal to 11 years 49 815 452 -268
due in more than 11 years 171 -148 -128 -331
Total U.S. Government Securities 31721 -3424 3455 23473
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -2126 438 1346 -151
Coupon Securities -926 224 -1263 -1013
Total Federal Agency and
Government Sponsored Enterprise
Securities -3052 662 83 -1164
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -3229 5509 68 -4005
All Other Federal Agency and GSE
Residential MBS -364 1625 -115 -788
Federal Agency and GSE CMBS -61 88 273 -16
Non-Agency MBS
Non-Agency Residential MBS 17 -131 129 -59
Other CMBS -117 -35 -577 937
Total Mortgage-backed Securities -3754 7056 -222 -3931
Corporate Securities
Commercial paper -3507 918 2873 -1040
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 113 -377 64 -421
due in 13 months to 5 years 8 -246 89 -260
due in 5 years to 10 years 0 265 1360 -582
due in more than 10 years 848 -889 417 -451
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 78 -91 40 -47
due in 13 months to 5 years 52 -556 1143 -960
due in 5 years to 10 years 239 -633 1095 -1451
due in more than 10 years -9 -72 -61 -63
Total Corporate Securities -2178 -1681 7020 -5275
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -51 58 19 -161
due in 13 months to 5 years -206 -233 -74 -191
due in 5 years to 10 years -18 -288 -53 -147
due in more than 10 years -108 342 -802 -374
Variable rate demand notes -160 -932 118 39
Total State and Municipal
Government Obligations -543 -1053 -792 -834
Asset-backed Securities
Credit card-backed securities -16 -275 44 5
Student loan-backed securities 91 -34 105 -197
Automobile loan-backed securities -390 -195 193 125
Other asset-backed securities -42 -73 272 -147
Total Asset-backed securities -357 -577 614 -214
--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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