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US Data: Primary Dealer Securities Positions - Details
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$]
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.
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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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