-
Policy
Policy
Exclusive interviews with leading policymakers that convey the true policy message that impacts markets.
LATEST FROM POLICY: -
EM Policy
EM Policy
Exclusive interviews with leading policymakers that convey the true policy message that impacts markets.
LATEST FROM EM POLICY: -
G10 Markets
G10 Markets
Real-time insight on key fixed income and fx markets.
Launch MNI PodcastsFixed IncomeFI Markets AnalysisCentral Bank PreviewsFI PiFixed Income Technical AnalysisUS$ Credit Supply PipelineGilt Week AheadGlobal IssuanceEurozoneUKUSDeep DiveGlobal Issuance CalendarsEZ/UK Bond Auction CalendarEZ/UK T-bill Auction CalendarUS Treasury Auction CalendarPolitical RiskMNI Political Risk AnalysisMNI Political Risk - US Daily BriefMNI Political Risk - The week AheadElection Previews -
Emerging Markets
Emerging Markets
Real-time insight of emerging markets in CEMEA, Asia and LatAm region
-
Commodities
Commodities
Real-time insight of oil & gas markets
-
Credit
Credit
Real time insight of credit markets
-
Data
-
Global Macro
Global Macro
Actionable insight on monetary policy, balance sheet and inflation with focus on global issuance. Analysis on key political risk impacting the global markets.
Global MacroDM Central Bank PreviewsDM Central Bank ReviewsEM Central Bank PreviewsEM Central Bank ReviewsBalance Sheet AnalysisData AnalysisEurozone DataUK DataUS DataAPAC DataInflation InsightEmployment InsightGlobal IssuanceEurozoneUKUSDeep DiveGlobal Issuance Calendars EZ/UK Bond Auction Calendar EZ/UK T-bill Auction Calendar US Treasury Auction Calendar Chart Packs -
About Us
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.
Real-time Actionable Insight
Get the latest on Central Bank Policy and FX & FI Markets to help inform both your strategic and tactical decision-making.
Free AccessTrending Top 5
Market News Topics
December 13, 2018 21:12 GMT
US Data: Primary Dealer Securities Positions - Details
As of December 5, 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 05-Dec-18 28-Nov-18 21-Nov-18 14-Nov-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 47470 29491 27494 20231
Coupon Securities
due in less than or equal to 2
years 48093 44323 38487 47703
due in more than 2 years but less
than or equal to 3 years 9284 11975 5217 8664
due in more than 3 years but less
than or equal to 6 years 34130 37267 29943 31408
due in more than 6 years but less
than or equal to 7 years 27833 21107 16291 16363
due in more than 7 years but less
than or equal to 11 years 7785 10052 8490 6134
due in more than 11 years 37929 38483 40148 38188
U.S.Floating Rate Notes
Floating Rate Notes 5902 7506 1642 2754
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 5798 5504 5435 6238
due in more than 2 years but less
than or equal to 6 years 1688 1723 2783 2338
due in more than 6 years but less
than or equal to 11 years 4849 4440 4391 3576
due in more than 11 years 123 251 80 228
Total U.S. Government Securities 230884 212122 180401 183825
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 5216 3218 5344 4906
Coupon Securities 13609 13901 14827 14603
Total Federal Agency and
Government Sponsored Enterprise
Securities 18825 17119 20171 19509
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 26966 21819 25048 19539
All Other Federal Agency and GSE
Residential MBS 28788 28085 28449 26824
Federal Agency and GSE CMBS 5274 5256 5317 5229
Non-Agency MBS
Non-Agency Residential MBS 8134 8202 8185 8316
Other CMBS 7610 7350 7467 7502
Total Mortgage-backed Securities 76772 70712 74466 67410
Corporate Securities
Commercial paper 12664 11047 14554 13636
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1461 1653 1540 1917
due in 13 months to 5 years 3284 3497 3489 3735
due in 5 years to 10 years 4252 4631 4631 4366
due in more than 10 years 866 1273 425 1314
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 399 458 380 471
due in 13 months to 5 years 1027 973 921 1477
due in 5 years to 10 years -1846 -1802 -2041 -1408
due in more than 10 years 1022 972 981 1053
Total Corporate Securities 23129 22702 24880 26561
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 854 647 698 640
due in 13 months to 5 years 1373 1362 1568 1801
due in 5 years to 10 years 2570 2350 2368 2656
due in more than 10 years 13158 12483 12591 12249
Variable rate demand notes 1910 3295 3455 4387
Total State and Municipal
Government Obligations 19865 20137 20680 21733
Asset-backed Securities
Credit card-backed securities 979 881 897 1172
Student loan-backed securities 2983 2961 2870 2904
Automobile loan-backed securities 2499 2530 2920 3115
Other asset-backed securities 5374 5133 5175 5248
Total Asset-backed securities 11835 11505 11862 12439
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 17979 1997 7263 -4107
Coupon Securities
due in less than or equal to 2
years 3770 5836 -9216 8746
due in more than 2 years but less
than or equal to 3 years -2691 6758 -3447 -5803
due in more than 3 years but less
than or equal to 6 years -3137 7324 -1465 5134
due in more than 6 years but less
than or equal to 7 years 6726 4816 -72 -650
due in more than 7 years but less
than or equal to 11 years -2267 1562 2356 -1084
due in more than 11 years -554 -1665 1960 2020
U.S.Floating Rate Notes
Floating Rate Notes -1604 5864 -1112 -985
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 294 69 -803 -595
due in more than 2 years but less
than or equal to 6 years -35 -1060 445 455
due in more than 6 years but less
than or equal to 11 years 409 49 815 452
due in more than 11 years -128 171 -148 -128
Total U.S. Government Securities 18762 31721 -3424 3455
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 1998 -2126 438 1346
Coupon Securities -292 -926 224 -1263
Total Federal Agency and
Government Sponsored Enterprise
Securities 1706 -3052 662 83
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 5147 -3229 5509 68
All Other Federal Agency and GSE
Residential MBS 703 -364 1625 -115
Federal Agency and GSE CMBS 18 -61 88 273
Non-Agency MBS
Non-Agency Residential MBS -68 17 -131 129
Other CMBS 260 -117 -35 -577
Total Mortgage-backed Securities 6060 -3754 7056 -222
Corporate Securities
Commercial paper 1617 -3507 918 2873
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -192 113 -377 64
due in 13 months to 5 years -213 8 -246 89
due in 5 years to 10 years -379 0 265 1360
due in more than 10 years -407 848 -889 417
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -59 78 -91 40
due in 13 months to 5 years 54 52 -556 1143
due in 5 years to 10 years -44 239 -633 1095
due in more than 10 years 50 -9 -72 -61
Total Corporate Securities 427 -2178 -1681 7020
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 207 -51 58 19
due in 13 months to 5 years 11 -206 -233 -74
due in 5 years to 10 years 220 -18 -288 -53
due in more than 10 years 675 -108 342 -802
Variable rate demand notes -1385 -160 -932 118
Total State and Municipal
Government Obligations -272 -543 -1053 -792
Asset-backed Securities
Credit card-backed securities 98 -16 -275 44
Student loan-backed securities 22 91 -34 105
Automobile loan-backed securities -31 -390 -195 193
Other asset-backed securities 241 -42 -73 272
Total Asset-backed securities 330 -357 -577 614
--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.
We are facing technical issues, please contact our team.
ok
Your request was sent sucessfully! Our team will contact you soon.
ok