NY Fed Primary Dealer Report – Period Ending 5/18/11

26 May

The latest NY Fed Primary Dealer report is out, interesting highlights for the period ending 5/18 include:

Total dealer UST positions increased to -38.59bn, +8.01bn. Fails increased across all categories EXCEPT for Corporate delivers for the week ending 5/18

  • Treasuries: Fails to receive increased by 12.04bn to 40bn; fails to deliver increased by 9.9bn to 34.19bn
  • Agencies: Fails to receive increased by 463mn to 26.68bn; fails to deliver increased by 302mn to 26.04bn
  • MBS: Fails to receive increased by 380bn to 761bn; fails to deliver increased by 349.1bn to 855.12bn
  • Corporates: Fails to receive increased by 193mn to 11.87bn; fails to deliver decreased by 24mn to 16.07bn
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