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US Data: Primary Dealer Securities Positions - Details
As of December 19, 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 19-Dec-18 12-Dec-18 05-Dec-18 28-Nov-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 20210 20184 47470 29491
Coupon Securities
due in less than or equal to 2
years 44387 50740 48093 44323
due in more than 2 years but less
than or equal to 3 years 16080 18210 9284 11975
due in more than 3 years but less
than or equal to 6 years 39809 43590 34130 37267
due in more than 6 years but less
than or equal to 7 years 22364 25726 27833 21107
due in more than 7 years but less
than or equal to 11 years 15697 14924 7785 10052
due in more than 11 years 45540 43557 37929 38483
U.S.Floating Rate Notes
Floating Rate Notes 6961 6173 5902 7506
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 5638 6782 5798 5504
due in more than 2 years but less
than or equal to 6 years 2768 2770 1688 1723
due in more than 6 years but less
than or equal to 11 years 4985 4983 4849 4440
due in more than 11 years 74 208 123 251
Total U.S. Government Securities 224513 237847 230884 212122
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 4308 4074 5216 3218
Coupon Securities 11221 13292 13609 13901
Total Federal Agency and
Government Sponsored Enterprise
Securities 15529 17366 18825 17119
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 27247 23907 26966 21819
All Other Federal Agency and GSE
Residential MBS 28157 27883 28788 28085
Federal Agency and GSE CMBS 5425 5175 5274 5256
Non-Agency MBS
Non-Agency Residential MBS 7325 7742 8134 8202
Other CMBS 7082 7377 7610 7350
Total Mortgage-backed Securities 75236 72084 76772 70712
Corporate Securities
Commercial paper 9256 10261 12664 11047
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1423 1142 1461 1653
due in 13 months to 5 years 1377 2208 3284 3497
due in 5 years to 10 years 2577 2998 4252 4631
due in more than 10 years 1021 814 866 1273
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 393 398 399 458
due in 13 months to 5 years 1670 1417 1027 973
due in 5 years to 10 years -1279 -1596 -1846 -1802
due in more than 10 years 1041 1044 1022 972
Total Corporate Securities 17479 18686 23129 22702
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 1250 1241 854 647
due in 13 months to 5 years 1408 1416 1373 1362
due in 5 years to 10 years 2875 3138 2570 2350
due in more than 10 years 13626 13858 13158 12483
Variable rate demand notes 3225 2432 1910 3295
Total State and Municipal
Government Obligations 22384 22085 19865 20137
Asset-backed Securities
Credit card-backed securities 782 916 979 881
Student loan-backed securities 3350 3338 2983 2961
Automobile loan-backed securities 2151 2537 2499 2530
Other asset-backed securities 4934 5033 5374 5133
Total Asset-backed securities 11217 11824 11835 11505
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 26 -27286 17979 1997
Coupon Securities
due in less than or equal to 2
years -6353 2647 3770 5836
due in more than 2 years but less
than or equal to 3 years -2130 8926 -2691 6758
due in more than 3 years but less
than or equal to 6 years -3781 9460 -3137 7324
due in more than 6 years but less
than or equal to 7 years -3362 -2107 6726 4816
due in more than 7 years but less
than or equal to 11 years 773 7139 -2267 1562
due in more than 11 years 1983 5628 -554 -1665
U.S.Floating Rate Notes
Floating Rate Notes 788 271 -1604 5864
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -1144 984 294 69
due in more than 2 years but less
than or equal to 6 years -2 1082 -35 -1060
due in more than 6 years but less
than or equal to 11 years 2 134 409 49
due in more than 11 years -134 85 -128 171
Total U.S. Government Securities -13334 6963 18762 31721
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 234 -1142 1998 -2126
Coupon Securities -2071 -317 -292 -926
Total Federal Agency and
Government Sponsored Enterprise
Securities -1837 -1459 1706 -3052
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 3340 -3059 5147 -3229
All Other Federal Agency and GSE
Residential MBS 274 -905 703 -364
Federal Agency and GSE CMBS 250 -99 18 -61
Non-Agency MBS
Non-Agency Residential MBS -417 -392 -68 17
Other CMBS -295 -233 260 -117
Total Mortgage-backed Securities 3152 -4688 6060 -3754
Corporate Securities
Commercial paper -1005 -2403 1617 -3507
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 281 -319 -192 113
due in 13 months to 5 years -831 -1076 -213 8
due in 5 years to 10 years -421 -1254 -379 0
due in more than 10 years 207 -52 -407 848
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -5 -1 -59 78
due in 13 months to 5 years 253 390 54 52
due in 5 years to 10 years 317 250 -44 239
due in more than 10 years -3 22 50 -9
Total Corporate Securities -1207 -4443 427 -2178
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 9 387 207 -51
due in 13 months to 5 years -8 43 11 -206
due in 5 years to 10 years -263 568 220 -18
due in more than 10 years -232 700 675 -108
Variable rate demand notes 793 522 -1385 -160
Total State and Municipal
Government Obligations 299 2220 -272 -543
Asset-backed Securities
Credit card-backed securities -134 -63 98 -16
Student loan-backed securities 12 355 22 91
Automobile loan-backed securities -386 38 -31 -390
Other asset-backed securities -99 -341 241 -42
Total Asset-backed securities -607 -11 330 -357
--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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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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