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April 04, 2019 20:19 GMT
US Data: Primary Dealer Securities Positions - Details
As of March 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-Mar-19 20-Mar-19 13-Mar-19 06-Mar-19
U.S. Government Securities (excl
TIPS)
Treasury Bills 30654 36170 20973 28066
Coupon Securities
due in less than or equal to 2
years 58500 58823 55992 53835
due in more than 2 years but less
than or equal to 3 years 16160 12888 14310 8438
due in more than 3 years but less
than or equal to 6 years 35023 31691 39065 37971
due in more than 6 years but less
than or equal to 7 years 18673 19900 21660 22382
due in more than 7 years but less
than or equal to 11 years 13886 8433 11035 6726
due in more than 11 years 36275 36875 38381 33689
U.S.Floating Rate Notes
Floating Rate Notes 10494 6293 7386 7832
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 2903 3190 4250 6132
due in more than 2 years but less
than or equal to 6 years 8399 5965 4446 4778
due in more than 6 years but less
than or equal to 11 years 811 1942 893 1360
due in more than 11 years 1865 951 1242 1198
Total U.S. Government Securities 233643 223121 219633 212407
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 2736 9271 6067 3539
Coupon Securities 13586 16240 15561 13053
Total Federal Agency and
Government Sponsored Enterprise
Securities 16322 25511 21628 16592
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 35544 29500 30208 26977
All Other Federal Agency and GSE
Residential MBS 25778 25067 25563 25289
Federal Agency and GSE CMBS 4385 4389 4582 4471
Non-Agency MBS
Non-Agency Residential MBS 7002 6865 6975 6842
Other CMBS 6600 6195 6342 6442
Total Mortgage-backed Securities 79309 72016 73670 70021
Corporate Securities
Commercial paper 7928 8494 12864 10442
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 2360 1261 1283 1518
due in 13 months to 5 years 1572 802 -347 2
due in 5 years to 10 years 1321 1222 871 348
due in more than 10 years 2081 2640 1456 1689
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 450 449 333 458
due in 13 months to 5 years 1219 1245 929 914
due in 5 years to 10 years -713 -2349 -812 -7
due in more than 10 years 1193 1166 1354 1189
Total Corporate Securities 17411 14930 17931 16553
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 609 478 510 425
due in 13 months to 5 years 1309 1022 1283 892
due in 5 years to 10 years 2732 2310 2502 2440
due in more than 10 years 9635 8879 9290 9536
Variable rate demand notes 2272 1167 1230 841
Total State and Municipal
Government Obligations 16557 13856 14815 14134
Asset-backed Securities
Credit card-backed securities 901 1361 1347 1395
Student loan-backed securities 2446 2580 2649 2619
Automobile loan-backed securities 2189 3201 2139 2251
Other asset-backed securities 4677 4365 4569 4622
Total Asset-backed securities 10213 11507 10704 10887
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -5516 15197 -7093 7247
Coupon Securities
due in less than or equal to 2
years -323 2831 2157 -7010
due in more than 2 years but less
than or equal to 3 years 3272 -1422 5872 -4295
due in more than 3 years but less
than or equal to 6 years 3332 -7374 1094 3611
due in more than 6 years but less
than or equal to 7 years -1227 -1760 -722 -5032
due in more than 7 years but less
than or equal to 11 years 5453 -2602 4309 -6111
due in more than 11 years -600 -1506 4692 -2096
U.S.Floating Rate Notes
Floating Rate Notes 4201 -1093 -446 -2404
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years -287 -1060 -1882 -1267
due in more than 2 years but less
than or equal to 6 years 2434 1519 -332 -168
due in more than 6 years but less
than or equal to 11 years -1131 1049 -467 -281
due in more than 11 years 914 -291 44 -244
Total U.S. Government Securities 10522 3488 7226 -18050
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes -6535 3204 2528 784
Coupon Securities -2654 679 2508 119
Total Federal Agency and
Government Sponsored Enterprise
Securities -9189 3883 5036 903
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 6044 -708 3231 -828
All Other Federal Agency and GSE
Residential MBS 711 -496 274 -1327
Federal Agency and GSE CMBS -4 -193 111 -257
Non-Agency MBS
Non-Agency Residential MBS 137 -110 133 -99
Other CMBS 405 -147 -100 62
Total Mortgage-backed Securities 7293 -1654 3649 -2449
Corporate Securities
Commercial paper -566 -4370 2422 889
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1099 -22 -235 -169
due in 13 months to 5 years 770 1149 -349 -123
due in 5 years to 10 years 99 351 523 -314
due in more than 10 years -559 1184 -233 51
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 1 116 -125 127
due in 13 months to 5 years -26 316 15 598
due in 5 years to 10 years 1636 -1537 -805 62
due in more than 10 years 27 -188 165 58
Total Corporate Securities 2481 -3001 1378 1179
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 131 -32 85 -227
due in 13 months to 5 years 287 -261 391 18
due in 5 years to 10 years 422 -192 62 60
due in more than 10 years 756 -411 -246 -745
Variable rate demand notes 1105 -63 389 -1612
Total State and Municipal
Government Obligations 2701 -959 681 -2506
Asset-backed Securities
Credit card-backed securities -460 14 -48 194
Student loan-backed securities -134 -69 30 -222
Automobile loan-backed securities -1012 1062 -112 165
Other asset-backed securities 312 -204 -53 4
Total Asset-backed securities -1294 803 -183 141
--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com
[TOPICS: 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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