US Data: Primary Dealer Securities Positions - Summary

As of August 23, 2017

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                23-Aug-17  16-Aug-17  09-Aug-17  02-Aug-17

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Total U.S. Government Securities         103446      96121     100100      93019

Total Agencies and GSEs                   19499      21703      22396      23404

(excl. mortgage-backed)

Total Mortgage-Backed Securities          61578      65213      79580      81233

Total Corporate Securities                27317      30244      27512      26117

Total State/Municipal Govt

Obligations                               18330      16291      16743      15934

Total Asset-backed securities              8924       9150       9627       8892

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Level Changes

Total U.S. Government Securities           7325      -3979       7081     -15178

Total Agencies and GSEs                   -2204       -693      -1008      -2713

(excl. mortgage-backed)

Total Mortgage-Backed Securities          -3635     -14367      -1653       5851

Total Corporate Securities                -2927       2732       1395       4161

Total State/Municipal Govt

Obligations                                2039       -452        809      -3608

Total Asset-backed securities              -226       -477        735       -117

--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com

[TOPICS: MTABLE,MAUDA$,M$U$$$,M$$FI$,MN$FI$]