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March 21, 2019 20:05 GMT
US Data: Primary Dealer Securities Positions - Details
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$]
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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