Trial now
EUROSTOXX50 TECHS

(M1) Clears 4000

BTP TECHS

(M1) Clears Key Support

GILT TECHS

(M1) Gains Considered Corrective

SCHATZ TECHS

(M1) Needle Points South

BOBL TECHS

(M1) 50-day EMA Remains Intact

BUND TECHS

(M1) Bearish Focus

     
As of January 23, 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                23-Jan-19  16-Jan-19  09-Jan-19  02-Jan-19
U.S. Government Securities (excl
TIPS)
Treasury Bills                            10515       2656      21161      28285
Coupon Securities
due in less than or equal to 2
years                                     74336      73473      72018      73400
due in more than 2 years but less
than or equal to 3 years                   6981       9040       9672       5498
due in more than 3 years but less
than or equal to 6 years                  33336      31797      35754      34440
due in more than 6 years but less
than or equal to 7 years                  18729      22509      24412      23731
due in more than 7 years but less
than or equal to 11 years                 17030      17926      21542      16837
due in more than 11 years                 44682      48004      47637      45219
U.S.Floating Rate Notes
Floating Rate Notes                        5104       7070       6582       9217
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years                                      4693       5712       3953       5244
due in more than 2 years but less
than or equal to 6 years                   2194       2469        558       2010
due in more than 6 years but less
than or equal to 11 years                  6083       4902       5853       6011
due in more than 11 years                   295        210        429        371
Total U.S. Government Securities         223978     225768     249571     250263
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes                             5478       1356       6030       1874
Coupon Securities                         10296      10369      10144      11963
Total Federal Agency and
Government Sponsored Enterprise
Securities                                15774      11725      16174      13837
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS                          27797      26958      28371      29052
All Other Federal Agency and GSE
Residential MBS                           26876      26987      27360      28545
Federal Agency and GSE CMBS                4986       4982       4997       4786
Non-Agency MBS
Non-Agency Residential MBS                 6823       6704       6856       7003
Other CMBS                                 6468       6746       6675       6682
Total Mortgage-backed Securities          72950      72377      74259      76068
Corporate Securities
Commercial paper                          10406      11652      10179       6491
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months                                      876       1153       1518       1593
due in 13 months to 5 years                -544        512        802        799
due in 5 years to 10 years                  751       1189       1640       2538
due in more than 10 years                   950       1191        775        850
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months                                      347        320        321        336
due in 13 months to 5 years                 389        250        702       1678
due in 5 years to 10 years                -1217      -1947      -2020       -984
due in more than 10 years                  1018        891        743        939
Total Corporate Securities                12976      15211      14660      14240
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months                                      844        737        777        690
due in 13 months to 5 years                 976       1140        835       1249
due in 5 years to 10 years                 2641       2640       2480       2618
due in more than 10 years                 12547      12582      12409      12875
Variable rate demand notes                 4365       1815        824        750
Total State and Municipal
Government Obligations                    21373      18914      17325      18182
Asset-backed Securities
Credit card-backed securities               610        709        783        673
Student loan-backed securities             3199       3364       3457       3297
Automobile loan-backed securities          2084       2144       2147       1908
Other asset-backed securities              4674       4776       4886       4733
Total Asset-backed securities             10567      10993      11273      10611
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills                             7859     -18505      -7124      12970
Coupon Securities
due in less than or equal to 2
years                                       863       1455      -1382      19312
due in more than 2 years but less
than or equal to 3 years                  -2059       -632       4174     -14086
due in more than 3 years but less
than or equal to 6 years                   1539      -3957       1314     -10909
due in more than 6 years but less
than or equal to 7 years                  -3780      -1903        681       2496
due in more than 7 years but less
than or equal to 11 years                  -896      -3616       4705      -2378
due in more than 11 years                 -3322        367       2418      -2105
U.S.Floating Rate Notes
Floating Rate Notes                       -1966        488      -2635      -1233
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years                                     -1019       1759      -1291         46
due in more than 2 years but less
than or equal to 6 years                   -275       1911      -1452       -474
due in more than 6 years but less
than or equal to 11 years                  1181       -951       -158        842
due in more than 11 years                    85       -219         58         98
Total U.S. Government Securities          -1790     -23803       -692       4579
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes                             4122      -4674       4156        576
Coupon Securities                           -73        225      -1819       1017
Total Federal Agency and
Government Sponsored Enterprise
Securities                                 4049      -4449       2337       1593
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS                            839      -1413       -681       2891
All Other Federal Agency and GSE
Residential MBS                            -111       -373      -1185        178
Federal Agency and GSE CMBS                   4        -15        211       -756
Non-Agency MBS
Non-Agency Residential MBS                  119       -152       -147       -162
Other CMBS                                 -278         71         -7        -14
Total Mortgage-backed Securities            573      -1882      -1809       2137
Corporate Securities
Commercial paper                          -1246       1473       3688       -245
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months                                     -277       -365        -75        109
due in 13 months to 5 years               -1056       -290          3        -98
due in 5 years to 10 years                 -438       -451       -898        380
due in more than 10 years                  -241        416        -75        247
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months                                       27         -1        -15        -25
due in 13 months to 5 years                 139       -452       -976        -58
due in 5 years to 10 years                  730         73      -1036        -74
due in more than 10 years                   127        148       -196         29
Total Corporate Securities                -2235        551        420        265
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months                                      107        -40         87       -532
due in 13 months to 5 years                -164        305       -414       -205
due in 5 years to 10 years                    1        160       -138       -163
due in more than 10 years                   -35        173       -466       -517
Variable rate demand notes                 2550        991         74      -1818
Total State and Municipal
Government Obligations                     2459       1589       -857      -3235
Asset-backed Securities
Credit card-backed securities               -99        -74        110        -33
Student loan-backed securities             -165        -93        160        -32
Automobile loan-backed securities           -60         -3        239       -194
Other asset-backed securities              -102       -110        153       -132
Total Asset-backed securities              -426       -280        662       -391
--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com
[TOPICS: MTABLE,MAUDT$,M$U$$$,M$$FI$,MN$FI$]