Dealer UST positions widely decreased in the previous week, total positions were -37.26bn, -4.51bn vs. the week before. Maturities less than 3 years decreased by 5.79bn to 4.31bn; maturities 6-11 years increased by 4.61bn to -35.99bn, while maturities greater than 11 years decreased by 918mn to 1.74bn. TIPS: Total TIPS positions decreased by 1.25bn to -119mn.
Dealer Corporate positions decreased across the board, total positions were 114.76bn, -4.18bn. Maturities less than 1 year decreased by 316mn to 23.70bn while maturities greater than 1y decreased by 3.86bn to 91.06bn. Dealer MBS positions decreased by 15.64bn to 69.97bn
Full Report: SSA Primary Dealers Report [GDocs, downloadable pdf]
June 9, 2011 SSA Chartbook [GDocs]