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CROSS ASSET

Equities Extend Recovery, Nears Friday High

COLOMBIA

April Trade Deficit Widens

     
As of January 30, 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                30-Jan-19  23-Jan-19  16-Jan-19  09-Jan-19
U.S. Government Securities (excl
TIPS)
Treasury Bills                            27422      10515       2656      21161
Coupon Securities
due in less than or equal to 2
years                                     77009      74336      73473      72018
due in more than 2 years but less
than or equal to 3 years                  10331       6981       9040       9672
due in more than 3 years but less
than or equal to 6 years                  34917      33336      31797      35754
due in more than 6 years but less
than or equal to 7 years                  23099      18729      22509      24412
due in more than 7 years but less
than or equal to 11 years                 19312      17030      17926      21542
due in more than 11 years                 43026      44682      48004      47637
U.S.Floating Rate Notes
Floating Rate Notes                       11605       5104       7070       6582
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years                                      5057       4693       5712       3953
due in more than 2 years but less
than or equal to 6 years                   2356       2194       2469        558
due in more than 6 years but less
than or equal to 11 years                  5369       6083       4902       5853
due in more than 11 years                   217        295        210        429
Total U.S. Government Securities         259720     223978     225768     249571
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes                             2498       5478       1356       6030
Coupon Securities                          8570      10296      10369      10144
Total Federal Agency and
Government Sponsored Enterprise
Securities                                11068      15774      11725      16174
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS                          27048      27797      26958      28371
All Other Federal Agency and GSE
Residential MBS                           26793      26876      26987      27360
Federal Agency and GSE CMBS                4799       4986       4982       4997
Non-Agency MBS
Non-Agency Residential MBS                 6508       6823       6704       6856
Other CMBS                                 6417       6468       6746       6675
Total Mortgage-backed Securities          71565      72950      72377      74259
Corporate Securities
Commercial paper                          10507      10406      11652      10179
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months                                     1622        876       1153       1518
due in 13 months to 5 years                -767       -544        512        802
due in 5 years to 10 years                  547        751       1189       1640
due in more than 10 years                   765        950       1191        775
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months                                      339        347        320        321
due in 13 months to 5 years                  75        389        250        702
due in 5 years to 10 years                -4934      -1217      -1947      -2020
due in more than 10 years                   995       1018        891        743
Total Corporate Securities                 9149      12976      15211      14660
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months                                     1058        844        737        777
due in 13 months to 5 years                 891        976       1140        835
due in 5 years to 10 years                 2580       2641       2640       2480
due in more than 10 years                 12031      12547      12582      12409
Variable rate demand notes                 5227       4365       1815        824
Total State and Municipal
Government Obligations                    21787      21373      18914      17325
Asset-backed Securities
Credit card-backed securities               617        610        709        783
Student loan-backed securities             2959       3199       3364       3457
Automobile loan-backed securities          1864       2084       2144       2147
Other asset-backed securities              4689       4674       4776       4886
Total Asset-backed securities             10129      10567      10993      11273
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills                            16907       7859     -18505      -7124
Coupon Securities
due in less than or equal to 2
years                                      2673        863       1455      -1382
due in more than 2 years but less
than or equal to 3 years                   3350      -2059       -632       4174
due in more than 3 years but less
than or equal to 6 years                   1581       1539      -3957       1314
due in more than 6 years but less
than or equal to 7 years                   4370      -3780      -1903        681
due in more than 7 years but less
than or equal to 11 years                  2282       -896      -3616       4705
due in more than 11 years                 -1656      -3322        367       2418
U.S.Floating Rate Notes
Floating Rate Notes                        6501      -1966        488      -2635
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years                                       364      -1019       1759      -1291
due in more than 2 years but less
than or equal to 6 years                    162       -275       1911      -1452
due in more than 6 years but less
than or equal to 11 years                  -714       1181       -951       -158
due in more than 11 years                   -78         85       -219         58
Total U.S. Government Securities          35742      -1790     -23803       -692
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes                            -2980       4122      -4674       4156
Coupon Securities                         -1726        -73        225      -1819
Total Federal Agency and
Government Sponsored Enterprise
Securities                                -4706       4049      -4449       2337
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS                           -749        839      -1413       -681
All Other Federal Agency and GSE
Residential MBS                             -83       -111       -373      -1185
Federal Agency and GSE CMBS                -187          4        -15        211
Non-Agency MBS
Non-Agency Residential MBS                 -315        119       -152       -147
Other CMBS                                  -51       -278         71         -7
Total Mortgage-backed Securities          -1385        573      -1882      -1809
Corporate Securities
Commercial paper                            101      -1246       1473       3688
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months                                      746       -277       -365        -75
due in 13 months to 5 years                -223      -1056       -290          3
due in 5 years to 10 years                 -204       -438       -451       -898
due in more than 10 years                  -185       -241        416        -75
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months                                       -8         27         -1        -15
due in 13 months to 5 years                -314        139       -452       -976
due in 5 years to 10 years                -3717        730         73      -1036
due in more than 10 years                   -23        127        148       -196
Total Corporate Securities                -3827      -2235        551        420
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months                                      214        107        -40         87
due in 13 months to 5 years                 -85       -164        305       -414
due in 5 years to 10 years                  -61          1        160       -138
due in more than 10 years                  -516        -35        173       -466
Variable rate demand notes                  862       2550        991         74
Total State and Municipal
Government Obligations                      414       2459       1589       -857
Asset-backed Securities
Credit card-backed securities                 7        -99        -74        110
Student loan-backed securities             -240       -165        -93        160
Automobile loan-backed securities          -220        -60         -3        239
Other asset-backed securities                15       -102       -110        153
Total Asset-backed securities              -438       -426       -280        662
--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com
[TOPICS: MTABLE,MAUDT$,M$U$$$,M$$FI$,MN$FI$]