This is the latest weekly NY Fed Primary Dealer Report, released on 6/30**
Overall Dealer UST positions decreased yet again vs. the previous week, total positions were down 4.086bn to -46.031bn. Maturities less than 3 years decreased by 3.24bn to 7.626bn; maturities 6-11 years increased by 4.81bn to -36.759bn, while maturities greater than 11 years increased by 3.24bn to 10.839bn. TIPS: Total TIPS positions decreased by 698mn to -690mn.
Dealer Corporate positions totals decreased by 4.271bn to 104.523bn. Maturities less than 1 year decreased by 3.28bn to 21.95bn while maturities greater than 1y decreased by 986mn to 82.568bn. Dealer MBS positions decreased by 6.72bn to 84.268bn.
Dealer Financing Highlights:
Total Dealer Treasuries in increased by 57.5bn to 2.199tr; treasuries out increased by 58.65bn to 1.972tr. Repurchase agreements in increased by 76.798bn to 2.867tr; Reverse Repo out increased by 82.96bn to 2.276tr.
**Ed. Note: Apologies for the delay, was travelling Thursday and couldn’t get this out after the close.