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US Data: Primary Dealer Securities Positions - Details
As of February 20, 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 20-Feb-19 13-Feb-19 06-Feb-19 30-Jan-19
U.S. Government Securities (excl
TIPS)
Treasury Bills 26490 23503 35231 27422
Coupon Securities
due in less than or equal to 2
years 59594 66899 70200 77009
due in more than 2 years but less
than or equal to 3 years 12226 10694 6961 10331
due in more than 3 years but less
than or equal to 6 years 39010 35529 30221 34917
due in more than 6 years but less
than or equal to 7 years 22794 24589 23334 23099
due in more than 7 years but less
than or equal to 11 years 14474 18725 18367 19312
due in more than 11 years 41746 41907 38006 43026
U.S.Floating Rate Notes
Floating Rate Notes 11571 7763 8080 11605
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 7762 7464 7447 5057
due in more than 2 years but less
than or equal to 6 years 4418 4202 3450 2356
due in more than 6 years but less
than or equal to 11 years 1166 2379 2708 5369
due in more than 11 years 438 313 684 217
Total U.S. Government Securities 241689 243967 244689 259720
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 3486 5779 2469 2498
Coupon Securities 11632 12403 10752 8570
Total Federal Agency and
Government Sponsored Enterprise
Securities 15118 18182 13221 11068
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 26623 29662 29340 27048
All Other Federal Agency and GSE
Residential MBS 25305 25144 24830 26793
Federal Agency and GSE CMBS 4939 4919 5009 4799
Non-Agency MBS
Non-Agency Residential MBS 6806 6852 6956 6508
Other CMBS 6448 6616 6386 6417
Total Mortgage-backed Securities 70121 73193 72521 71565
Corporate Securities
Commercial paper 11871 13051 11817 10507
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1328 1750 1509 1622
due in 13 months to 5 years 927 1020 2046 -767
due in 5 years to 10 years 680 1041 -658 547
due in more than 10 years 904 -294 731 765
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 296 316 327 339
due in 13 months to 5 years 573 469 -32 75
due in 5 years to 10 years -244 -529 -5623 -4934
due in more than 10 years 1122 978 953 995
Total Corporate Securities 17457 17802 11070 9149
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 995 1191 1302 1058
due in 13 months to 5 years 982 944 979 891
due in 5 years to 10 years 2396 2403 2481 2580
due in more than 10 years 11006 11828 11480 12031
Variable rate demand notes 2732 4465 4843 5227
Total State and Municipal
Government Obligations 18111 20831 21085 21787
Asset-backed Securities
Credit card-backed securities 1257 1200 1100 617
Student loan-backed securities 2941 2879 2958 2959
Automobile loan-backed securities 2381 2325 1944 1864
Other asset-backed securities 4715 4595 4613 4689
Total Asset-backed securities 11294 10999 10615 10129
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 2987 -11728 7809 16907
Coupon Securities
due in less than or equal to 2
years -7305 -3301 -6809 2673
due in more than 2 years but less
than or equal to 3 years 1532 3733 -3370 3350
due in more than 3 years but less
than or equal to 6 years 3481 5308 -4696 1581
due in more than 6 years but less
than or equal to 7 years -1795 1255 235 4370
due in more than 7 years but less
than or equal to 11 years -4251 358 -945 2282
due in more than 11 years -161 3901 -5020 -1656
U.S.Floating Rate Notes
Floating Rate Notes 3808 -317 -3525 6501
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 298 17 2390 364
due in more than 2 years but less
than or equal to 6 years 216 752 1094 162
due in more than 6 years but less
than or equal to 11 years -1213 -329 -2661 -714
due in more than 11 years 125 -371 467 -78
Total U.S. Government Securities -2278 -722 -15031 35742
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -2293 3310 -29 -2980
Coupon Securities -771 1651 2182 -1726
Total Federal Agency and
Government Sponsored Enterprise
Securities -3064 4961 2153 -4706
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -3039 322 2292 -749
All Other Federal Agency and GSE
Residential MBS 161 314 -1963 -83
Federal Agency and GSE CMBS 20 -90 210 -187
Non-Agency MBS
Non-Agency Residential MBS -46 -104 448 -315
Other CMBS -168 230 -31 -51
Total Mortgage-backed Securities -3072 672 956 -1385
Corporate Securities
Commercial paper -1180 1234 1310 101
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -422 241 -113 746
due in 13 months to 5 years -93 -1026 2813 -223
due in 5 years to 10 years -361 1699 -1205 -204
due in more than 10 years 1198 -1025 -34 -185
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -20 -11 -12 -8
due in 13 months to 5 years 104 501 -107 -314
due in 5 years to 10 years 285 5094 -689 -3717
due in more than 10 years 144 25 -42 -23
Total Corporate Securities -345 6732 1921 -3827
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -196 -111 244 214
due in 13 months to 5 years 38 -35 88 -85
due in 5 years to 10 years -7 -78 -99 -61
due in more than 10 years -822 348 -551 -516
Variable rate demand notes -1733 -378 -384 862
Total State and Municipal
Government Obligations -2720 -254 -702 414
Asset-backed Securities
Credit card-backed securities 57 100 483 7
Student loan-backed securities 62 -79 -1 -240
Automobile loan-backed securities 56 381 80 -220
Other asset-backed securities 120 -18 -76 15
Total Asset-backed securities 295 384 486 -438
--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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