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March 07, 2019 21:12 GMT
US Data: Primary Dealer Securities Positions - Details
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$]
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.
Sign up now for free trial access to this content.
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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