June 16 NY Fed Primary Dealers Report – Week Ending 6/8

16 Jun

Overall Dealer UST positions saw a strong increase in the previous week, total positions were up 18.239bn to -19.023bn. Maturities less than 3 years increased by 4.337bn to 8.649bn; maturities 6-11 years increased by 9.378bn to -26.612bn, while maturities greater than 11 years increased by 443mn to 2.088bn. TIPS: Total TIPS positions increased by 61mn to -58mn.

Treasuries Fails to receive decreased by 12.083bn to 11.976bn; fails to deliver decreased by 10.873bn to 9.857bn, MBS Fails to receive decreased by 82.995bn to 267.76bn (second week of declines); fails to deliver also continued their second week of declines, decreasing by 97.732bn to 340.94bn

Full Report: SSA NY Fed Primary Dealers Report/Chartbook [GDocs]

SSA NY Fed Primary Dealers Historical Statistics [GDocs]

SSA Daily Chartbook for 6/16/2011 [GDocs]

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