Июнь 2017
Источник:
Securities Industry and Financial Markets Association
Загружен: Knoema
Дата обращения к источнику: 12 июня, 2017
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The Securities Industry and Financial Markets Association (SIFMA) brings together the shared interests of hundreds of securities firms, banks and asset managers. SIFMA's mission is to support a strong financial industry, investor opportunity, capital formation, job creation and economic growth, while building trust and confidence in the financial markets. SIFMA, with offices in New York and Washington, D.C., is the U.S. regional member of the Global Financial Markets Association (GFMA). For more information, visit http://www.sifma.org/uploadedFiles/Research/Statistics/StatisticsFiles/CM-US-Bond-Market-SIFMA.xls?n=70298
Issuance:Treasury - Long-term only, interest bearing marketable coupon public debt. Includes floating rate notes.Mortgage - Related Includes GNMA, FNMA, and FHLMC mortgage-backed securities and CMOs and private-label MBS/CMOs.Corporate Debt - Includes all non-convertible debt, MTNs and Yankee bonds, but excludes CDs and federal agency debt. Federal Agency - Beginning with 2004, Sallie Mae has been excluded due to privatization. Data for Federal Agency issuance is posted with a month lag.Outstanding:Treasury - Interest bearing marketable coupon public debt.Asset-Backed - Includes auto, credit card, home equity, manufacturing, student loans and other; USD-denominated CDOs are also included.Money Markets - Includes commercial paper, bankers acceptances, and large time deposits.Mortgage-Related - Includes GNMA, FNMA, and FHLMC mortgage-backed securities and CMOs and private-label MBS/CMOs.Corporate Debt - Includes all non-convertible debt, MTNs and Yankee bonds, but excludes CDs and federal agency debt. Federal Agency - Contains agency debt of Fannie Mae, Freddie Mac, Farmer Mac, FHLB, the Farm Credit System, and federal budget agencies (e.g., TVA). Beginning with 2004, Sallie Mae has been excluded due to privatization. Beginning in 2010 Q1, the Federal Reserve Flow of Funds is no longer our source of agency debt going forward due to FAS 166/167 changes. Municipal Due to the change in underlying sourcing from the Federal Reserve, muncipal securities outstanding has been restated from 2004 onward and revised upward by about $840 billion.Sources: Sources: Bloomberg, Dealogic, Thomson Reuters Eikon, Thomson Reuters SDC, U.S. Treasury, Fannie Mae, Freddie Mac, Ginnie Mae, Farmer Mac, Farm Credit, FHLB