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March 14, 2019 20:15 GMT
US Data: Primary Dealer Securities Positions - Details
As of March 6, 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 06-Mar-19 27-Feb-19 20-Feb-19 13-Feb-19
U.S. Government Securities (excl
TIPS)
Treasury Bills 28066 20819 26490 23503
Coupon Securities
due in less than or equal to 2
years 53835 60845 59594 66899
due in more than 2 years but less
than or equal to 3 years 8438 12733 12226 10694
due in more than 3 years but less
than or equal to 6 years 37971 34360 39010 35529
due in more than 6 years but less
than or equal to 7 years 22382 27414 22794 24589
due in more than 7 years but less
than or equal to 11 years 6726 12837 14474 18725
due in more than 11 years 33689 35785 41746 41907
U.S.Floating Rate Notes
Floating Rate Notes 7832 10236 11571 7763
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 6132 7399 7762 7464
due in more than 2 years but less
than or equal to 6 years 4778 4946 4418 4202
due in more than 6 years but less
than or equal to 11 years 1360 1641 1166 2379
due in more than 11 years 1198 1442 438 313
Total U.S. Government Securities 212407 230457 241689 243967
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 3539 2755 3486 5779
Coupon Securities 13053 12934 11632 12403
Total Federal Agency and
Government Sponsored Enterprise
Securities 16592 15689 15118 18182
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 26977 27805 26623 29662
All Other Federal Agency and GSE
Residential MBS 25289 26616 25305 25144
Federal Agency and GSE CMBS 4471 4728 4939 4919
Non-Agency MBS
Non-Agency Residential MBS 6842 6941 6806 6852
Other CMBS 6442 6380 6448 6616
Total Mortgage-backed Securities 70021 72470 70121 73193
Corporate Securities
Commercial paper 10442 9553 11871 13051
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1518 1687 1328 1750
due in 13 months to 5 years 2 125 927 1020
due in 5 years to 10 years 348 662 680 1041
due in more than 10 years 1689 1638 904 -294
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 458 331 296 316
due in 13 months to 5 years 914 316 573 469
due in 5 years to 10 years -7 -69 -244 -529
due in more than 10 years 1189 1131 1122 978
Total Corporate Securities 16553 15374 17457 17802
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 425 652 995 1191
due in 13 months to 5 years 892 874 982 944
due in 5 years to 10 years 2440 2380 2396 2403
due in more than 10 years 9536 10281 11006 11828
Variable rate demand notes 841 2453 2732 4465
Total State and Municipal
Government Obligations 14134 16640 18111 20831
Asset-backed Securities
Credit card-backed securities 1395 1201 1257 1200
Student loan-backed securities 2619 2841 2941 2879
Automobile loan-backed securities 2251 2086 2381 2325
Other asset-backed securities 4622 4618 4715 4595
Total Asset-backed securities 10887 10746 11294 10999
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 7247 -5671 2987 -11728
Coupon Securities
due in less than or equal to 2
years -7010 1251 -7305 -3301
due in more than 2 years but less
than or equal to 3 years -4295 507 1532 3733
due in more than 3 years but less
than or equal to 6 years 3611 -4650 3481 5308
due in more than 6 years but less
than or equal to 7 years -5032 4620 -1795 1255
due in more than 7 years but less
than or equal to 11 years -6111 -1637 -4251 358
due in more than 11 years -2096 -5961 -161 3901
U.S.Floating Rate Notes
Floating Rate Notes -2404 -1335 3808 -317
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -1267 -363 298 17
due in more than 2 years but less
than or equal to 6 years -168 528 216 752
due in more than 6 years but less
than or equal to 11 years -281 475 -1213 -329
due in more than 11 years -244 1004 125 -371
Total U.S. Government Securities -18050 -11232 -2278 -722
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 784 -731 -2293 3310
Coupon Securities 119 1302 -771 1651
Total Federal Agency and
Government Sponsored Enterprise
Securities 903 571 -3064 4961
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -828 1182 -3039 322
All Other Federal Agency and GSE
Residential MBS -1327 1311 161 314
Federal Agency and GSE CMBS -257 -211 20 -90
Non-Agency MBS
Non-Agency Residential MBS -99 135 -46 -104
Other CMBS 62 -68 -168 230
Total Mortgage-backed Securities -2449 2349 -3072 672
Corporate Securities
Commercial paper 889 -2318 -1180 1234
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -169 359 -422 241
due in 13 months to 5 years -123 -802 -93 -1026
due in 5 years to 10 years -314 -18 -361 1699
due in more than 10 years 51 734 1198 -1025
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 127 35 -20 -11
due in 13 months to 5 years 598 -257 104 501
due in 5 years to 10 years 62 175 285 5094
due in more than 10 years 58 9 144 25
Total Corporate Securities 1179 -2083 -345 6732
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -227 -343 -196 -111
due in 13 months to 5 years 18 -108 38 -35
due in 5 years to 10 years 60 -16 -7 -78
due in more than 10 years -745 -725 -822 348
Variable rate demand notes -1612 -279 -1733 -378
Total State and Municipal
Government Obligations -2506 -1471 -2720 -254
Asset-backed Securities
Credit card-backed securities 194 -56 57 100
Student loan-backed securities -222 -100 62 -79
Automobile loan-backed securities 165 -295 56 381
Other asset-backed securities 4 -97 120 -18
Total Asset-backed securities 141 -548 295 384
--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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