Updated NY Fed primary dealer data as of 5/11/2011 (released on 5/19) is now available. Highlights: Dealer UST positions increased in the previous week, total positions were -46.6bn, +6.84bn vs. the week before. Maturities less than 3 years increased to -622mn, +3.24bn; maturities 6-11 years increased to -25.7bn, +8.6bn while maturities greater than 11 years decreased to -7.18bn, -2.31bn. TIPS: Total TIPS positions increased by 1.27bn to -293mn.
Primary Dealer Report [GDocs]