NY Fed Primary Dealers Report – July 7, 2011 (as of 6/29)

7 Jul

Overall Dealer UST positions posted a solid gain vs. the previous week snapping the 2 week decline, total positions were up 19.16bn to -26.871bn. Maturities less than 3 years decreased by 4.95bn to 2.675bn; maturities 6-11 years increased by 16.658bn to -20.101bn, while maturities greater than 11 years decreased by 5.688bn to 5.151bn. Total TIPS positions increased by 585mn to -105mn. 

Dealer Corporate positions totals decreased again by 5.556bn to 98.967bn. Maturities less than 1 year
decreased by 2.613bn to 19.342bn while maturities greater than 1y decreased by 2.943mn to 79.625bn.

Dealer MBS positions increased by 1.418bn to 85.686bn.

Read the full Primary Dealers Report/Chartbook [GDocs]

Weekly NY Fed Primary Dealers Historical Statistics [GDocs]

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