NY Fed Primary Dealers Report (week ending 6/15)

23 Jun

Overall Dealer UST positions decreased vs. the previous week, total positions were down 22.92bn to -41.945bn. Maturities less than 3 years increased by 2.21bn to 10.868bn; maturities 6-11 years decreased by 14.963bn to -41.575bn, while maturities greater than 11 years increased by 5.508bn to 7.59bn. TIPS: Total TIPS positions increased by 66mn to 8mn. Dealer Corporate positions totals decreased by 4.928bn to 108.794bn. Maturities less than 1 year increased by 1.096bn to 25.24bn while maturities greater than 1y decreased by 6.02bn to 83.554bn. Dealer MBS positions increased again by 6.82bn to 90.988bn.

June 23, 2011 NY Fed Primary Dealers Report (as of 6/15) [GDocs]

NY Fed Primary Dealers Report Statistics [GDocs]

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