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US Data: Primary Dealer Securities Positions - Details
As of March 20, 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 20-Mar-19 13-Mar-19 06-Mar-19 27-Feb-19
U.S. Government Securities (excl
TIPS)
Treasury Bills 36170 20973 28066 20819
Coupon Securities
due in less than or equal to 2
years 58823 55992 53835 60845
due in more than 2 years but less
than or equal to 3 years 12888 14310 8438 12733
due in more than 3 years but less
than or equal to 6 years 31691 39065 37971 34360
due in more than 6 years but less
than or equal to 7 years 19900 21660 22382 27414
due in more than 7 years but less
than or equal to 11 years 8433 11035 6726 12837
due in more than 11 years 36875 38381 33689 35785
U.S.Floating Rate Notes
Floating Rate Notes 6293 7386 7832 10236
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 3190 4250 6132 7399
due in more than 2 years but less
than or equal to 6 years 5965 4446 4778 4946
due in more than 6 years but less
than or equal to 11 years 1942 893 1360 1641
due in more than 11 years 951 1242 1198 1442
Total U.S. Government Securities 223121 219633 212407 230457
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 9271 6067 3539 2755
Coupon Securities 16240 15561 13053 12934
Total Federal Agency and
Government Sponsored Enterprise
Securities 25511 21628 16592 15689
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 29500 30208 26977 27805
All Other Federal Agency and GSE
Residential MBS 25067 25563 25289 26616
Federal Agency and GSE CMBS 4389 4582 4471 4728
Non-Agency MBS
Non-Agency Residential MBS 6865 6975 6842 6941
Other CMBS 6195 6342 6442 6380
Total Mortgage-backed Securities 72016 73670 70021 72470
Corporate Securities
Commercial paper 8494 12864 10442 9553
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1261 1283 1518 1687
due in 13 months to 5 years 802 -347 2 125
due in 5 years to 10 years 1222 871 348 662
due in more than 10 years 2640 1456 1689 1638
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 449 333 458 331
due in 13 months to 5 years 1245 929 914 316
due in 5 years to 10 years -2349 -812 -7 -69
due in more than 10 years 1166 1354 1189 1131
Total Corporate Securities 14930 17931 16553 15374
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 478 510 425 652
due in 13 months to 5 years 1022 1283 892 874
due in 5 years to 10 years 2310 2502 2440 2380
due in more than 10 years 8879 9290 9536 10281
Variable rate demand notes 1167 1230 841 2453
Total State and Municipal
Government Obligations 13856 14815 14134 16640
Asset-backed Securities
Credit card-backed securities 1361 1347 1395 1201
Student loan-backed securities 2580 2649 2619 2841
Automobile loan-backed securities 3201 2139 2251 2086
Other asset-backed securities 4365 4569 4622 4618
Total Asset-backed securities 11507 10704 10887 10746
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 15197 -7093 7247 -5671
Coupon Securities
due in less than or equal to 2
years 2831 2157 -7010 1251
due in more than 2 years but less
than or equal to 3 years -1422 5872 -4295 507
due in more than 3 years but less
than or equal to 6 years -7374 1094 3611 -4650
due in more than 6 years but less
than or equal to 7 years -1760 -722 -5032 4620
due in more than 7 years but less
than or equal to 11 years -2602 4309 -6111 -1637
due in more than 11 years -1506 4692 -2096 -5961
U.S.Floating Rate Notes
Floating Rate Notes -1093 -446 -2404 -1335
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -1060 -1882 -1267 -363
due in more than 2 years but less
than or equal to 6 years 1519 -332 -168 528
due in more than 6 years but less
than or equal to 11 years 1049 -467 -281 475
due in more than 11 years -291 44 -244 1004
Total U.S. Government Securities 3488 7226 -18050 -11232
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 3204 2528 784 -731
Coupon Securities 679 2508 119 1302
Total Federal Agency and
Government Sponsored Enterprise
Securities 3883 5036 903 571
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -708 3231 -828 1182
All Other Federal Agency and GSE
Residential MBS -496 274 -1327 1311
Federal Agency and GSE CMBS -193 111 -257 -211
Non-Agency MBS
Non-Agency Residential MBS -110 133 -99 135
Other CMBS -147 -100 62 -68
Total Mortgage-backed Securities -1654 3649 -2449 2349
Corporate Securities
Commercial paper -4370 2422 889 -2318
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months -22 -235 -169 359
due in 13 months to 5 years 1149 -349 -123 -802
due in 5 years to 10 years 351 523 -314 -18
due in more than 10 years 1184 -233 51 734
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 116 -125 127 35
due in 13 months to 5 years 316 15 598 -257
due in 5 years to 10 years -1537 -805 62 175
due in more than 10 years -188 165 58 9
Total Corporate Securities -3001 1378 1179 -2083
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -32 85 -227 -343
due in 13 months to 5 years -261 391 18 -108
due in 5 years to 10 years -192 62 60 -16
due in more than 10 years -411 -246 -745 -725
Variable rate demand notes -63 389 -1612 -279
Total State and Municipal
Government Obligations -959 681 -2506 -1471
Asset-backed Securities
Credit card-backed securities 14 -48 194 -56
Student loan-backed securities -69 30 -222 -100
Automobile loan-backed securities 1062 -112 165 -295
Other asset-backed securities -204 -53 4 -97
Total Asset-backed securities 803 -183 141 -548
--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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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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