Doom is having a hard time keeping track of all the existential threats menacing humanity in the wake of The Mayan Nopocalypse, but that calendar reset seems to have effected a slight disruption in the space-time continuum — we appear to be in the process of remaking in real life the worst movie of 1984.
The Fed’s own MBS holdings swung to a $17.340 billion fall, rather confusingly giving back about half of last week’s rise while the foreign central bank holdings of US obligations basically went sideways.
This week Doom derived the NY Fed data set from a date-limited session with the Data Download Program:
Treasuries were basically unchanged, losing just $0.089 billion.
Agencies sagged down $2.275 billion which was partly offset by a $0.819 billion rise in others.
The net of US obligations continued down, but this week’s loss was just $1.545 billion.
Twist’s ratio graphs returned to trend, registering a small loss.
The Setser numbers both suffered moderate drops.
Notes and References
: “Foreign central banks’ US debt holdings fall – Fed”, Reuters, January 31, 2013.