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BRIEF: Trade Reactions Must Be Proportionate-EU's Dombrovskis
Market News Topics
January 10, 2019 21:09 GMT
US Data: Primary Dealer Securities Positions - Details
As of January 2, 2018
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 02-Jan-19 26-Dec-18 19-Dec-18 12-Dec-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 28285 15315 20210 20184
Coupon Securities
due in less than or equal to 2
years 73400 54088 44387 50740
due in more than 2 years but less
than or equal to 3 years 5498 19584 16080 18210
due in more than 3 years but less
than or equal to 6 years 34440 45349 39809 43590
due in more than 6 years but less
than or equal to 7 years 23731 21235 22364 25726
due in more than 7 years but less
than or equal to 11 years 16837 19215 15697 14924
due in more than 11 years 45219 47324 45540 43557
U.S.Floating Rate Notes
Floating Rate Notes 9217 10450 6961 6173
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 5244 5198 5638 6782
due in more than 2 years but less
than or equal to 6 years 2010 2484 2768 2770
due in more than 6 years but less
than or equal to 11 years 6011 5169 4985 4983
due in more than 11 years 371 273 74 208
Total U.S. Government Securities 250263 245684 224513 237847
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 1874 1298 4308 4074
Coupon Securities 11963 10946 11221 13292
Total Federal Agency and
Government Sponsored Enterprise
Securities 13837 12244 15529 17366
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 29052 26161 27247 23907
All Other Federal Agency and GSE
Residential MBS 28545 28367 28157 27883
Federal Agency and GSE CMBS 4786 5542 5425 5175
Non-Agency MBS
Non-Agency Residential MBS 7003 7165 7325 7742
Other CMBS 6682 6696 7082 7377
Total Mortgage-backed Securities 76068 73931 75236 72084
Corporate Securities
Commercial paper 6491 6736 9256 10261
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 1593 1484 1423 1142
due in 13 months to 5 years 799 897 1377 2208
due in 5 years to 10 years 2538 2158 2577 2998
due in more than 10 years 850 603 1021 814
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 336 361 393 398
due in 13 months to 5 years 1678 1736 1670 1417
due in 5 years to 10 years -984 -910 -1279 -1596
due in more than 10 years 939 910 1041 1044
Total Corporate Securities 14240 13975 17479 18686
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 690 1222 1250 1241
due in 13 months to 5 years 1249 1454 1408 1416
due in 5 years to 10 years 2618 2781 2875 3138
due in more than 10 years 12875 13392 13626 13858
Variable rate demand notes 750 2568 3225 2432
Total State and Municipal
Government Obligations 18182 21417 22384 22085
Asset-backed Securities
Credit card-backed securities 673 706 782 916
Student loan-backed securities 3297 3329 3350 3338
Automobile loan-backed securities 1908 2102 2151 2537
Other asset-backed securities 4733 4865 4934 5033
Total Asset-backed securities 10611 11002 11217 11824
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills 12970 -4895 26 -27286
Coupon Securities
due in less than or equal to 2
years 19312 9701 -6353 2647
due in more than 2 years but less
than or equal to 3 years -14086 3504 -2130 8926
due in more than 3 years but less
than or equal to 6 years -10909 5540 -3781 9460
due in more than 6 years but less
than or equal to 7 years 2496 -1129 -3362 -2107
due in more than 7 years but less
than or equal to 11 years -2378 3518 773 7139
due in more than 11 years -2105 1784 1983 5628
U.S.Floating Rate Notes
Floating Rate Notes -1233 3489 788 271
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 46 -440 -1144 984
due in more than 2 years but less
than or equal to 6 years -474 -284 -2 1082
due in more than 6 years but less
than or equal to 11 years 842 184 2 134
due in more than 11 years 98 199 -134 85
Total U.S. Government Securities 4579 21171 -13334 6963
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 576 -3010 234 -1142
Coupon Securities 1017 -275 -2071 -317
Total Federal Agency and
Government Sponsored Enterprise
Securities 1593 -3285 -1837 -1459
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 2891 -1086 3340 -3059
All Other Federal Agency and GSE
Residential MBS 178 210 274 -905
Federal Agency and GSE CMBS -756 117 250 -99
Non-Agency MBS
Non-Agency Residential MBS -162 -160 -417 -392
Other CMBS -14 -386 -295 -233
Total Mortgage-backed Securities 2137 -1305 3152 -4688
Corporate Securities
Commercial paper -245 -2520 -1005 -2403
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 109 61 281 -319
due in 13 months to 5 years -98 -480 -831 -1076
due in 5 years to 10 years 380 -419 -421 -1254
due in more than 10 years 247 -418 207 -52
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months -25 -32 -5 -1
due in 13 months to 5 years -58 66 253 390
due in 5 years to 10 years -74 369 317 250
due in more than 10 years 29 -131 -3 22
Total Corporate Securities 265 -3504 -1207 -4443
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -532 -28 9 387
due in 13 months to 5 years -205 46 -8 43
due in 5 years to 10 years -163 -94 -263 568
due in more than 10 years -517 -234 -232 700
Variable rate demand notes -1818 -657 793 522
Total State and Municipal
Government Obligations -3235 -967 299 2220
Asset-backed Securities
Credit card-backed securities -33 -76 -134 -63
Student loan-backed securities -32 -21 12 355
Automobile loan-backed securities -194 -49 -386 38
Other asset-backed securities -132 -69 -99 -341
Total Asset-backed securities -391 -215 -607 -11
--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.
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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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