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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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