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Futures Hit Contract High

JGBS

Equities Dip Lends Support

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MPC Meeting Minutes Released

     
As of February 27, 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                27-Feb-19  20-Feb-19  13-Feb-19  06-Feb-19
U.S. Government Securities (excl
TIPS)
Treasury Bills                            20819      26490      23503      35231
Coupon Securities
due in less than or equal to 2
years                                     60845      59594      66899      70200
due in more than 2 years but less
than or equal to 3 years                  12733      12226      10694       6961
due in more than 3 years but less
than or equal to 6 years                  34360      39010      35529      30221
due in more than 6 years but less
than or equal to 7 years                  27414      22794      24589      23334
due in more than 7 years but less
than or equal to 11 years                 12837      14474      18725      18367
due in more than 11 years                 35785      41746      41907      38006
U.S.Floating Rate Notes
Floating Rate Notes                       10236      11571       7763       8080
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years                                      7399       7762       7464       7447
due in more than 2 years but less
than or equal to 6 years                   4946       4418       4202       3450
due in more than 6 years but less
than or equal to 11 years                  1641       1166       2379       2708
due in more than 11 years                  1442        438        313        684
Total U.S. Government Securities         230457     241689     243967     244689
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes                             2755       3486       5779       2469
Coupon Securities                         12934      11632      12403      10752
Total Federal Agency and
Government Sponsored Enterprise
Securities                                15689      15118      18182      13221
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS                          27805      26623      29662      29340
All Other Federal Agency and GSE
Residential MBS                           26616      25305      25144      24830
Federal Agency and GSE CMBS                4728       4939       4919       5009
Non-Agency MBS
Non-Agency Residential MBS                 6941       6806       6852       6956
Other CMBS                                 6380       6448       6616       6386
Total Mortgage-backed Securities          72470      70121      73193      72521
Corporate Securities
Commercial paper                           9553      11871      13051      11817
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months                                     1687       1328       1750       1509
due in 13 months to 5 years                 125        927       1020       2046
due in 5 years to 10 years                  662        680       1041       -658
due in more than 10 years                  1638        904       -294        731
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months                                      331        296        316        327
due in 13 months to 5 years                 316        573        469        -32
due in 5 years to 10 years                  -69       -244       -529      -5623
due in more than 10 years                  1131       1122        978        953
Total Corporate Securities                15374      17457      17802      11070
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months                                      652        995       1191       1302
due in 13 months to 5 years                 874        982        944        979
due in 5 years to 10 years                 2380       2396       2403       2481
due in more than 10 years                 10281      11006      11828      11480
Variable rate demand notes                 2453       2732       4465       4843
Total State and Municipal
Government Obligations                    16640      18111      20831      21085
Asset-backed Securities
Credit card-backed securities              1201       1257       1200       1100
Student loan-backed securities             2841       2941       2879       2958
Automobile loan-backed securities          2086       2381       2325       1944
Other asset-backed securities              4618       4715       4595       4613
Total Asset-backed securities             10746      11294      10999      10615
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills                            -5671       2987     -11728       7809
Coupon Securities
due in less than or equal to 2
years                                      1251      -7305      -3301      -6809
due in more than 2 years but less
than or equal to 3 years                    507       1532       3733      -3370
due in more than 3 years but less
than or equal to 6 years                  -4650       3481       5308      -4696
due in more than 6 years but less
than or equal to 7 years                   4620      -1795       1255        235
due in more than 7 years but less
than or equal to 11 years                 -1637      -4251        358       -945
due in more than 11 years                 -5961       -161       3901      -5020
U.S.Floating Rate Notes
Floating Rate Notes                       -1335       3808       -317      -3525
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years                                      -363        298         17       2390
due in more than 2 years but less
than or equal to 6 years                    528        216        752       1094
due in more than 6 years but less
than or equal to 11 years                   475      -1213       -329      -2661
due in more than 11 years                  1004        125       -371        467
Total U.S. Government Securities         -11232      -2278       -722     -15031
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes                             -731      -2293       3310        -29
Coupon Securities                          1302       -771       1651       2182
Total Federal Agency and
Government Sponsored Enterprise
Securities                                  571      -3064       4961       2153
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS                           1182      -3039        322       2292
All Other Federal Agency and GSE
Residential MBS                            1311        161        314      -1963
Federal Agency and GSE CMBS                -211         20        -90        210
Non-Agency MBS
Non-Agency Residential MBS                  135        -46       -104        448
Other CMBS                                  -68       -168        230        -31
Total Mortgage-backed Securities           2349      -3072        672        956
Corporate Securities
Commercial paper                          -2318      -1180       1234       1310
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months                                      359       -422        241       -113
due in 13 months to 5 years                -802        -93      -1026       2813
due in 5 years to 10 years                  -18       -361       1699      -1205
due in more than 10 years                   734       1198      -1025        -34
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months                                       35        -20        -11        -12
due in 13 months to 5 years                -257        104        501       -107
due in 5 years to 10 years                  175        285       5094       -689
due in more than 10 years                     9        144         25        -42
Total Corporate Securities                -2083       -345       6732       1921
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months                                     -343       -196       -111        244
due in 13 months to 5 years                -108         38        -35         88
due in 5 years to 10 years                  -16         -7        -78        -99
due in more than 10 years                  -725       -822        348       -551
Variable rate demand notes                 -279      -1733       -378       -384
Total State and Municipal
Government Obligations                    -1471      -2720       -254       -702
Asset-backed Securities
Credit card-backed securities               -56         57        100        483
Student loan-backed securities             -100         62        -79         -1
Automobile loan-backed securities          -295         56        381         80
Other asset-backed securities               -97        120        -18        -76
Total Asset-backed securities              -548        295        384        486
--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com
[TOPICS: MTABLE,MAUDT$,M$U$$$,M$$FI$,MN$FI$]