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January 24, 2019 21:10 GMT
US Data: Primary Dealer Securities Positions - Details
As of January 16, 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 16-Jan-19 09-Jan-19 02-Jan-19 26-Dec-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 2656 21161 28285 15315
Coupon Securities
due in less than or equal to 2
years 73473 72018 73400 54088
due in more than 2 years but less
than or equal to 3 years 9040 9672 5498 19584
due in more than 3 years but less
than or equal to 6 years 31797 35754 34440 45349
due in more than 6 years but less
than or equal to 7 years 22509 24412 23731 21235
due in more than 7 years but less
than or equal to 11 years 17926 21542 16837 19215
due in more than 11 years 48004 47637 45219 47324
U.S.Floating Rate Notes
Floating Rate Notes 7070 6582 9217 10450
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 5712 3953 5244 5198
due in more than 2 years but less
than or equal to 6 years 2469 558 2010 2484
due in more than 6 years but less
than or equal to 11 years 4902 5853 6011 5169
due in more than 11 years 210 429 371 273
Total U.S. Government Securities 225768 249571 250263 245684
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 1356 6030 1874 1298
Coupon Securities 10369 10144 11963 10946
Total Federal Agency and
Government Sponsored Enterprise
Securities 11725 16174 13837 12244
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 26958 28371 29052 26161
All Other Federal Agency and GSE
Residential MBS 26987 27360 28545 28367
Federal Agency and GSE CMBS 4982 4997 4786 5542
Non-Agency MBS
Non-Agency Residential MBS 6704 6856 7003 7165
Other CMBS 6746 6675 6682 6696
Total Mortgage-backed Securities 72377 74259 76068 73931
Corporate Securities
Commercial paper 11652 10179 6491 6736
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1153 1518 1593 1484
due in 13 months to 5 years 512 802 799 897
due in 5 years to 10 years 1189 1640 2538 2158
due in more than 10 years 1191 775 850 603
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 320 321 336 361
due in 13 months to 5 years 250 702 1678 1736
due in 5 years to 10 years -1947 -2020 -984 -910
due in more than 10 years 891 743 939 910
Total Corporate Securities 15211 14660 14240 13975
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 737 777 690 1222
due in 13 months to 5 years 1140 835 1249 1454
due in 5 years to 10 years 2640 2480 2618 2781
due in more than 10 years 12582 12409 12875 13392
Variable rate demand notes 1815 824 750 2568
Total State and Municipal
Government Obligations 18914 17325 18182 21417
Asset-backed Securities
Credit card-backed securities 709 783 673 706
Student loan-backed securities 3364 3457 3297 3329
Automobile loan-backed securities 2144 2147 1908 2102
Other asset-backed securities 4776 4886 4733 4865
Total Asset-backed securities 10993 11273 10611 11002
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -18505 -7124 12970 -4895
Coupon Securities
due in less than or equal to 2
years 1455 -1382 19312 9701
due in more than 2 years but less
than or equal to 3 years -632 4174 -14086 3504
due in more than 3 years but less
than or equal to 6 years -3957 1314 -10909 5540
due in more than 6 years but less
than or equal to 7 years -1903 681 2496 -1129
due in more than 7 years but less
than or equal to 11 years -3616 4705 -2378 3518
due in more than 11 years 367 2418 -2105 1784
U.S.Floating Rate Notes
Floating Rate Notes 488 -2635 -1233 3489
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 1759 -1291 46 -440
due in more than 2 years but less
than or equal to 6 years 1911 -1452 -474 -284
due in more than 6 years but less
than or equal to 11 years -951 -158 842 184
due in more than 11 years -219 58 98 199
Total U.S. Government Securities -23803 -692 4579 21171
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -4674 4156 576 -3010
Coupon Securities 225 -1819 1017 -275
Total Federal Agency and
Government Sponsored Enterprise
Securities -4449 2337 1593 -3285
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -1413 -681 2891 -1086
All Other Federal Agency and GSE
Residential MBS -373 -1185 178 210
Federal Agency and GSE CMBS -15 211 -756 117
Non-Agency MBS
Non-Agency Residential MBS -152 -147 -162 -160
Other CMBS 71 -7 -14 -386
Total Mortgage-backed Securities -1882 -1809 2137 -1305
Corporate Securities
Commercial paper 1473 3688 -245 -2520
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -365 -75 109 61
due in 13 months to 5 years -290 3 -98 -480
due in 5 years to 10 years -451 -898 380 -419
due in more than 10 years 416 -75 247 -418
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -1 -15 -25 -32
due in 13 months to 5 years -452 -976 -58 66
due in 5 years to 10 years 73 -1036 -74 369
due in more than 10 years 148 -196 29 -131
Total Corporate Securities 551 420 265 -3504
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -40 87 -532 -28
due in 13 months to 5 years 305 -414 -205 46
due in 5 years to 10 years 160 -138 -163 -94
due in more than 10 years 173 -466 -517 -234
Variable rate demand notes 991 74 -1818 -657
Total State and Municipal
Government Obligations 1589 -857 -3235 -967
Asset-backed Securities
Credit card-backed securities -74 110 -33 -76
Student loan-backed securities -93 160 -32 -21
Automobile loan-backed securities -3 239 -194 -49
Other asset-backed securities -110 153 -132 -69
Total Asset-backed securities -280 662 -391 -215
--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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