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US Data: Primary Dealer Securities Positions - Details
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$]
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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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