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As of March 13, 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                13-Mar-19  06-Mar-19  27-Feb-19  20-Feb-19
U.S. Government Securities (excl
TIPS)
Treasury Bills                            20973      28066      20819      26490
Coupon Securities
due in less than or equal to 2
years                                     55992      53835      60845      59594
due in more than 2 years but less
than or equal to 3 years                  14310       8438      12733      12226
due in more than 3 years but less
than or equal to 6 years                  39065      37971      34360      39010
due in more than 6 years but less
than or equal to 7 years                  21660      22382      27414      22794
due in more than 7 years but less
than or equal to 11 years                 11035       6726      12837      14474
due in more than 11 years                 38381      33689      35785      41746
U.S.Floating Rate Notes
Floating Rate Notes                        7386       7832      10236      11571
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years                                      4250       6132       7399       7762
due in more than 2 years but less
than or equal to 6 years                   4446       4778       4946       4418
due in more than 6 years but less
than or equal to 11 years                   893       1360       1641       1166
due in more than 11 years                  1242       1198       1442        438
Total U.S. Government Securities         219633     212407     230457     241689
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes                             6067       3539       2755       3486
Coupon Securities                         15561      13053      12934      11632
Total Federal Agency and
Government Sponsored Enterprise
Securities                                21628      16592      15689      15118
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS                          30208      26977      27805      26623
All Other Federal Agency and GSE
Residential MBS                           25563      25289      26616      25305
Federal Agency and GSE CMBS                4582       4471       4728       4939
Non-Agency MBS
Non-Agency Residential MBS                 6975       6842       6941       6806
Other CMBS                                 6342       6442       6380       6448
Total Mortgage-backed Securities          73670      70021      72470      70121
Corporate Securities
Commercial paper                          12864      10442       9553      11871
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months                                     1283       1518       1687       1328
due in 13 months to 5 years                -347          2        125        927
due in 5 years to 10 years                  871        348        662        680
due in more than 10 years                  1456       1689       1638        904
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months                                      333        458        331        296
due in 13 months to 5 years                 929        914        316        573
due in 5 years to 10 years                 -812         -7        -69       -244
due in more than 10 years                  1354       1189       1131       1122
Total Corporate Securities                17931      16553      15374      17457
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months                                      510        425        652        995
due in 13 months to 5 years                1283        892        874        982
due in 5 years to 10 years                 2502       2440       2380       2396
due in more than 10 years                  9290       9536      10281      11006
Variable rate demand notes                 1230        841       2453       2732
Total State and Municipal
Government Obligations                    14815      14134      16640      18111
Asset-backed Securities
Credit card-backed securities              1347       1395       1201       1257
Student loan-backed securities             2649       2619       2841       2941
Automobile loan-backed securities          2139       2251       2086       2381
Other asset-backed securities              4569       4622       4618       4715
Total Asset-backed securities             10704      10887      10746      11294
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills                            -7093       7247      -5671       2987
Coupon Securities
due in less than or equal to 2
years                                      2157      -7010       1251      -7305
due in more than 2 years but less
than or equal to 3 years                   5872      -4295        507       1532
due in more than 3 years but less
than or equal to 6 years                   1094       3611      -4650       3481
due in more than 6 years but less
than or equal to 7 years                   -722      -5032       4620      -1795
due in more than 7 years but less
than or equal to 11 years                  4309      -6111      -1637      -4251
due in more than 11 years                  4692      -2096      -5961       -161
U.S.Floating Rate Notes
Floating Rate Notes                        -446      -2404      -1335       3808
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years                                     -1882      -1267       -363        298
due in more than 2 years but less
than or equal to 6 years                   -332       -168        528        216
due in more than 6 years but less
than or equal to 11 years                  -467       -281        475      -1213
due in more than 11 years                    44       -244       1004        125
Total U.S. Government Securities           7226     -18050     -11232      -2278
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes                             2528        784       -731      -2293
Coupon Securities                          2508        119       1302       -771
Total Federal Agency and
Government Sponsored Enterprise
Securities                                 5036        903        571      -3064
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS                           3231       -828       1182      -3039
All Other Federal Agency and GSE
Residential MBS                             274      -1327       1311        161
Federal Agency and GSE CMBS                 111       -257       -211         20
Non-Agency MBS
Non-Agency Residential MBS                  133        -99        135        -46
Other CMBS                                 -100         62        -68       -168
Total Mortgage-backed Securities           3649      -2449       2349      -3072
Corporate Securities
Commercial paper                           2422        889      -2318      -1180
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months                                     -235       -169        359       -422
due in 13 months to 5 years                -349       -123       -802        -93
due in 5 years to 10 years                  523       -314        -18       -361
due in more than 10 years                  -233         51        734       1198
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months                                     -125        127         35        -20
due in 13 months to 5 years                  15        598       -257        104
due in 5 years to 10 years                 -805         62        175        285
due in more than 10 years                   165         58          9        144
Total Corporate Securities                 1378       1179      -2083       -345
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months                                       85       -227       -343       -196
due in 13 months to 5 years                 391         18       -108         38
due in 5 years to 10 years                   62         60        -16         -7
due in more than 10 years                  -246       -745       -725       -822
Variable rate demand notes                  389      -1612       -279      -1733
Total State and Municipal
Government Obligations                      681      -2506      -1471      -2720
Asset-backed Securities
Credit card-backed securities               -48        194        -56         57
Student loan-backed securities               30       -222       -100         62
Automobile loan-backed securities          -112        165       -295         56
Other asset-backed securities               -53          4        -97        120
Total Asset-backed securities              -183        141       -548        295
--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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