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September 20, 2018 20:07 GMT
US Data: Primary Dealer Securities Positions - Summary
As of September 12, 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 12-Sep-18 05-Sep-18 29-Aug-18 22-Aug-18
U.S. Government Securities (excl
TIPS)
Treasury Bills 19046 24186 28431 22398
Coupon Securities
due in less than or equal to 2
years 33217 26146 26503 25266
due in more than 2 years but less
than or equal to 3 years 9871 7797 14492 10217
due in more than 3 years but less
than or equal to 6 years 22513 16813 26141 25115
due in more than 6 years but less
than or equal to 7 years 12231 12853 14454 11805
due in more than 7 years but less
than or equal to 11 years 7392 4631 5644 4437
due in more than 11 years 29236 31326 37022 37351
U.S.Floating Rate Notes
Floating Rate Notes 5853 7493 7054 3877
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 5806 5328 5327 5687
due in more than 2 years but less
than or equal to 6 years 4312 6617 6926 6506
due in more than 6 years but less
than or equal to 11 years 2283 1715 2210 1397
due in more than 11 years 355 210 -90 -124
Total U.S. Government Securities 152115 145115 174114 153932
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 5201 4822 3931 7699
Coupon Securities 10754 10649 11678 11171
Total Federal Agency and
Government Sponsored Enterprise
Securities 15955 15471 15609 18870
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS 23828 26587 25386 19415
All Other Federal Agency and GSE
Residential MBS 24513 24768 22143 23228
Federal Agency and GSE CMBS 4237 4496 4494 4749
Non-Agency MBS
Non-Agency Residential MBS 7263 7774 7609 6855
Other CMBS 5998 5734 5844 6002
Total Mortgage-backed Securities 65839 69359 65476 60249
Corporate Securities
Commercial paper 9853 10098 8419 10123
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 2153 1919 1855 1813
due in 13 months to 5 years 1248 1211 1401 1434
due in 5 years to 10 years 776 512 567 24
due in more than 10 years 1637 2073 2328 2904
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 421 389 377 380
due in 13 months to 5 years 1656 1473 1466 1468
due in 5 years to 10 years -637 -714 -1062 -930
due in more than 10 years 1210 1185 1169 1221
Total Corporate Securities 18317 18146 16520 18437
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months 3235 4686 6523 6222
due in 13 months to 5 years 2014 2003 2279 2397
due in 5 years to 10 years 2413 2159 2306 2270
due in more than 10 years 13182 12954 12979 13302
Variable rate demand notes 3872 2662 3060 4313
Total State and Municipal
Government Obligations 24716 24464 27147 28504
Asset-backed Securities
Credit card-backed securities 1159 899 1081 1271
Student loan-backed securities 2630 2616 2467 2277
Automobile loan-backed securities 1702 1636 1795 2088
Other asset-backed securities 4341 4388 4549 4737
Total Asset-backed securities 9832 9539 9892 10373
--
Level Changes
Wednesday-to-Wednesday
U.S. Government Securities (excl
TIPS)
Treasury Bills -5140 -4245 6033 7993
Coupon Securities
due in less than or equal to 2
years 7071 -357 1237 -1661
due in more than 2 years but less
than or equal to 3 years 2074 -6695 4275 -4009
due in more than 3 years but less
than or equal to 6 years 5700 -9328 1026 1723
due in more than 6 years but less
than or equal to 7 years -622 -1601 2649 2917
due in more than 7 years but less
than or equal to 11 years 2761 -1013 1207 -523
due in more than 11 years -2090 -5696 -329 2429
U.S.Floating Rate Notes
Floating Rate Notes -1640 439 3177 -461
U.S. Treasury Inflation-Protected
Securities (TIPS)
due in less than or equal to 2
years 478 1 -360 83
due in more than 2 years but less
than or equal to 6 years -2305 -309 420 725
due in more than 6 years but less
than or equal to 11 years 568 -495 813 152
due in more than 11 years 145 300 34 -126
Total U.S. Government Securities 7000 -28999 20182 9242
Federal Agency and Government
Sponsored Enterprise Securities
Discount Notes 379 891 -3768 -566
Coupon Securities 105 -1029 507 -722
Total Federal Agency and
Government Sponsored Enterprise
Securities 484 -138 -3261 -1288
(excluding Mortgage-backed
securities)
Mortgage-backed Securities
Federal Agency and GSE MBS
Federal Agency and GSE Residential
Pass-through MBS -2759 1201 5971 -239
All Other Federal Agency and GSE
Residential MBS -255 2625 -1085 787
Federal Agency and GSE CMBS -259 2 -255 325
Non-Agency MBS
Non-Agency Residential MBS -511 165 754 38
Other CMBS 264 -110 -158 -395
Total Mortgage-backed Securities -3520 3883 5227 516
Corporate Securities
Commercial paper -245 1679 -1704 -1763
Investment grade bonds, notes, and
debentures
due in less than or equal to 13
months 234 64 42 10
due in 13 months to 5 years 37 -190 -33 -486
due in 5 years to 10 years 264 -55 543 -412
due in more than 10 years -436 -255 -576 292
Below investment grade bonds,
notes, and debentures
due in less than or equal to 13
months 32 12 -3 -16
due in 13 months to 5 years 183 7 -2 -117
due in 5 years to 10 years 77 348 -132 61
due in more than 10 years 25 16 -52 813
Total Corporate Securities 171 1626 -1917 -1618
State and Municipal Government
Obligations
State and Municipal Government
Obligations
due in less than or equal to 13
months -1451 -1837 301 5087
due in 13 months to 5 years 11 -276 -118 41
due in 5 years to 10 years 254 -147 36 -181
due in more than 10 years 228 -25 -323 -437
Variable rate demand notes 1210 -398 -1253 -1081
Total State and Municipal
Government Obligations 252 -2683 -1357 3429
Asset-backed Securities
Credit card-backed securities 260 -182 -190 -143
Student loan-backed securities 14 149 190 -51
Automobile loan-backed securities 66 -159 -293 -50
Other asset-backed securities -47 -161 -188 105
Total Asset-backed securities 293 -353 -481 -139
--MNI Washington Bureau; tel: +1 202-371-2121; email: kevin.kastner@marketnews.com
[TOPICS: MTABLE,MAUDA$,M$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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