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AUSSIE 10-YEAR TECHS

(H1) Fragile Outlook

US TSYS SUMMARY

Curve Lower, Flatter as Yields Reverse Off Cycle Highs

US TSY/RECAP

Yield Curve Update

STIR FUTURES

Eurodollars Futures Snapshot

USDCAD TECHS

Consolidating

AUDUSD TECHS

Probes Key Support

     
As of November 22, 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                22-Nov-17  15-Nov-17  08-Nov-17  01-Nov-17
--------------------------------------------------------------------------------
Total U.S. Government Securities         103556      96846     117460      97483
Total Agencies and GSEs                   24369      29888      24307      24130
(excl. mortgage-backed)
Total Mortgage-Backed Securities          52410      56719      61561      58194
Total Corporate Securities                28786      31915      32169      31999
Total State/Municipal Govt
Obligations                               20502      20450      20600      21310
Total Asset-backed securities             11092      11598      10805       9091
---
Level Changes
Total U.S. Government Securities           6710     -20614      19977      -2157
Total Agencies and GSEs                   -5519       5581        177       1413
(excl. mortgage-backed)
Total Mortgage-Backed Securities          -4309      -4842       3367       2730
Total Corporate Securities                -3129       -254        170       1027
Total State/Municipal Govt
Obligations                                  52       -150       -710        -98
Total Asset-backed securities              -506        793       1714       -448
     
--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com
[TOPICS: MTABLE,MAUDA$,M$U$$$,M$$FI$,MN$FI$]