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USDCAD TECHS

Solid Bounce

AUDUSD TECHS

Reverses In Style

EURJPY TECHS

Accelerates Off Bull Trigger

USDJPY TECHS

Still Pointing Higher

EURGBP TECHS

Bouncing Well

GBPUSD TECHS

Bulls Press Pause

     
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$]