-
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
-
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 Global Macro Weekly -
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
January 17, 2019 21:13 GMT
US Data: Primary Dealer Securities Positions - Details
As of January 9, 2019
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 09-Jan-19 02-Jan-19 26-Dec-18 19-Dec-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 21161 28285 15315 20210
Coupon Securities
due in less than or equal to 2
years 72018 73400 54088 44387
due in more than 2 years but less
than or equal to 3 years 9672 5498 19584 16080
due in more than 3 years but less
than or equal to 6 years 35754 34440 45349 39809
due in more than 6 years but less
than or equal to 7 years 24412 23731 21235 22364
due in more than 7 years but less
than or equal to 11 years 21542 16837 19215 15697
due in more than 11 years 47637 45219 47324 45540
U.S.Floating Rate Notes
Floating Rate Notes 6582 9217 10450 6961
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 3953 5244 5198 5638
due in more than 2 years but less
than or equal to 6 years 558 2010 2484 2768
due in more than 6 years but less
than or equal to 11 years 5853 6011 5169 4985
due in more than 11 years 429 371 273 74
Total U.S. Government Securities 249571 250263 245684 224513
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 6030 1874 1298 4308
Coupon Securities 10144 11963 10946 11221
Total Federal Agency and
Government Sponsored Enterprise
Securities 16174 13837 12244 15529
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 28371 29052 26161 27247
All Other Federal Agency and GSE
Residential MBS 27360 28545 28367 28157
Federal Agency and GSE CMBS 4997 4786 5542 5425
Non-Agency MBS
Non-Agency Residential MBS 6856 7003 7165 7325
Other CMBS 6675 6682 6696 7082
Total Mortgage-backed Securities 74259 76068 73931 75236
Corporate Securities
Commercial paper 10179 6491 6736 9256
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1518 1593 1484 1423
due in 13 months to 5 years 802 799 897 1377
due in 5 years to 10 years 1640 2538 2158 2577
due in more than 10 years 775 850 603 1021
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 321 336 361 393
due in 13 months to 5 years 702 1678 1736 1670
due in 5 years to 10 years -2020 -984 -910 -1279
due in more than 10 years 743 939 910 1041
Total Corporate Securities 14660 14240 13975 17479
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 777 690 1222 1250
due in 13 months to 5 years 835 1249 1454 1408
due in 5 years to 10 years 2480 2618 2781 2875
due in more than 10 years 12409 12875 13392 13626
Variable rate demand notes 824 750 2568 3225
Total State and Municipal
Government Obligations 17325 18182 21417 22384
Asset-backed Securities
Credit card-backed securities 783 673 706 782
Student loan-backed securities 3457 3297 3329 3350
Automobile loan-backed securities 2147 1908 2102 2151
Other asset-backed securities 4886 4733 4865 4934
Total Asset-backed securities 11273 10611 11002 11217
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -7124 12970 -4895 26
Coupon Securities
due in less than or equal to 2
years -1382 19312 9701 -6353
due in more than 2 years but less
than or equal to 3 years 4174 -14086 3504 -2130
due in more than 3 years but less
than or equal to 6 years 1314 -10909 5540 -3781
due in more than 6 years but less
than or equal to 7 years 681 2496 -1129 -3362
due in more than 7 years but less
than or equal to 11 years 4705 -2378 3518 773
due in more than 11 years 2418 -2105 1784 1983
U.S.Floating Rate Notes
Floating Rate Notes -2635 -1233 3489 788
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -1291 46 -440 -1144
due in more than 2 years but less
than or equal to 6 years -1452 -474 -284 -2
due in more than 6 years but less
than or equal to 11 years -158 842 184 2
due in more than 11 years 58 98 199 -134
Total U.S. Government Securities -692 4579 21171 -13334
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 4156 576 -3010 234
Coupon Securities -1819 1017 -275 -2071
Total Federal Agency and
Government Sponsored Enterprise
Securities 2337 1593 -3285 -1837
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -681 2891 -1086 3340
All Other Federal Agency and GSE
Residential MBS -1185 178 210 274
Federal Agency and GSE CMBS 211 -756 117 250
Non-Agency MBS
Non-Agency Residential MBS -147 -162 -160 -417
Other CMBS -7 -14 -386 -295
Total Mortgage-backed Securities -1809 2137 -1305 3152
Corporate Securities
Commercial paper 3688 -245 -2520 -1005
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -75 109 61 281
due in 13 months to 5 years 3 -98 -480 -831
due in 5 years to 10 years -898 380 -419 -421
due in more than 10 years -75 247 -418 207
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -15 -25 -32 -5
due in 13 months to 5 years -976 -58 66 253
due in 5 years to 10 years -1036 -74 369 317
due in more than 10 years -196 29 -131 -3
Total Corporate Securities 420 265 -3504 -1207
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 87 -532 -28 9
due in 13 months to 5 years -414 -205 46 -8
due in 5 years to 10 years -138 -163 -94 -263
due in more than 10 years -466 -517 -234 -232
Variable rate demand notes 74 -1818 -657 793
Total State and Municipal
Government Obligations -857 -3235 -967 299
Asset-backed Securities
Credit card-backed securities 110 -33 -76 -134
Student loan-backed securities 160 -32 -21 12
Automobile loan-backed securities 239 -194 -49 -386
Other asset-backed securities 153 -132 -69 -99
Total Asset-backed securities 662 -391 -215 -607
--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