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December 20, 2018 21:07 GMT
US Data: Primary Dealer Securities Positions - Details
As of December 12, 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 12-Dec-18 05-Dec-18 28-Nov-18 21-Nov-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 20184 47470 29491 27494
Coupon Securities
due in less than or equal to 2
years 50740 48093 44323 38487
due in more than 2 years but less
than or equal to 3 years 18210 9284 11975 5217
due in more than 3 years but less
than or equal to 6 years 43590 34130 37267 29943
due in more than 6 years but less
than or equal to 7 years 25726 27833 21107 16291
due in more than 7 years but less
than or equal to 11 years 14924 7785 10052 8490
due in more than 11 years 43557 37929 38483 40148
U.S.Floating Rate Notes
Floating Rate Notes 6173 5902 7506 1642
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 6782 5798 5504 5435
due in more than 2 years but less
than or equal to 6 years 2770 1688 1723 2783
due in more than 6 years but less
than or equal to 11 years 4983 4849 4440 4391
due in more than 11 years 208 123 251 80
Total U.S. Government Securities 237847 230884 212122 180401
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 4074 5216 3218 5344
Coupon Securities 13292 13609 13901 14827
Total Federal Agency and
Government Sponsored Enterprise
Securities 17366 18825 17119 20171
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 23907 26966 21819 25048
All Other Federal Agency and GSE
Residential MBS 27883 28788 28085 28449
Federal Agency and GSE CMBS 5175 5274 5256 5317
Non-Agency MBS
Non-Agency Residential MBS 7742 8134 8202 8185
Other CMBS 7377 7610 7350 7467
Total Mortgage-backed Securities 72084 76772 70712 74466
Corporate Securities
Commercial paper 10261 12664 11047 14554
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1142 1461 1653 1540
due in 13 months to 5 years 2208 3284 3497 3489
due in 5 years to 10 years 2998 4252 4631 4631
due in more than 10 years 814 866 1273 425
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 398 399 458 380
due in 13 months to 5 years 1417 1027 973 921
due in 5 years to 10 years -1596 -1846 -1802 -2041
due in more than 10 years 1044 1022 972 981
Total Corporate Securities 18686 23129 22702 24880
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1241 854 647 698
due in 13 months to 5 years 1416 1373 1362 1568
due in 5 years to 10 years 3138 2570 2350 2368
due in more than 10 years 13858 13158 12483 12591
Variable rate demand notes 2432 1910 3295 3455
Total State and Municipal
Government Obligations 22085 19865 20137 20680
Asset-backed Securities
Credit card-backed securities 916 979 881 897
Student loan-backed securities 3338 2983 2961 2870
Automobile loan-backed securities 2537 2499 2530 2920
Other asset-backed securities 5033 5374 5133 5175
Total Asset-backed securities 11824 11835 11505 11862
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -27286 17979 1997 7263
Coupon Securities
due in less than or equal to 2
years 2647 3770 5836 -9216
due in more than 2 years but less
than or equal to 3 years 8926 -2691 6758 -3447
due in more than 3 years but less
than or equal to 6 years 9460 -3137 7324 -1465
due in more than 6 years but less
than or equal to 7 years -2107 6726 4816 -72
due in more than 7 years but less
than or equal to 11 years 7139 -2267 1562 2356
due in more than 11 years 5628 -554 -1665 1960
U.S.Floating Rate Notes
Floating Rate Notes 271 -1604 5864 -1112
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 984 294 69 -803
due in more than 2 years but less
than or equal to 6 years 1082 -35 -1060 445
due in more than 6 years but less
than or equal to 11 years 134 409 49 815
due in more than 11 years 85 -128 171 -148
Total U.S. Government Securities 6963 18762 31721 -3424
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -1142 1998 -2126 438
Coupon Securities -317 -292 -926 224
Total Federal Agency and
Government Sponsored Enterprise
Securities -1459 1706 -3052 662
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -3059 5147 -3229 5509
All Other Federal Agency and GSE
Residential MBS -905 703 -364 1625
Federal Agency and GSE CMBS -99 18 -61 88
Non-Agency MBS
Non-Agency Residential MBS -392 -68 17 -131
Other CMBS -233 260 -117 -35
Total Mortgage-backed Securities -4688 6060 -3754 7056
Corporate Securities
Commercial paper -2403 1617 -3507 918
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -319 -192 113 -377
due in 13 months to 5 years -1076 -213 8 -246
due in 5 years to 10 years -1254 -379 0 265
due in more than 10 years -52 -407 848 -889
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -1 -59 78 -91
due in 13 months to 5 years 390 54 52 -556
due in 5 years to 10 years 250 -44 239 -633
due in more than 10 years 22 50 -9 -72
Total Corporate Securities -4443 427 -2178 -1681
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 387 207 -51 58
due in 13 months to 5 years 43 11 -206 -233
due in 5 years to 10 years 568 220 -18 -288
due in more than 10 years 700 675 -108 342
Variable rate demand notes 522 -1385 -160 -932
Total State and Municipal
Government Obligations 2220 -272 -543 -1053
Asset-backed Securities
Credit card-backed securities -63 98 -16 -275
Student loan-backed securities 355 22 91 -34
Automobile loan-backed securities 38 -31 -390 -195
Other asset-backed securities -341 241 -42 -73
Total Asset-backed securities -11 330 -357 -577
--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
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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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