This is the latest NY Fed Primary Dealers report covering dealer position activity as of 7/6/2011.
Overall Dealer UST positions increased vs. the previous week, total positions were up 2.46bn to -24.406bn. Maturities less than 3 years increased by 11.21bn to 13.886bn; maturities 6-11 years decreased by 2.37bn to -22.476bn, while maturities greater than 11 years decreased by 1.52bn to 3.624bn. TIPS: Total TIPS positions increased by 270mn to 165mn.
Dealer Corporate positions totals increase by 1.59bn to 100.56bn. Maturities less than 1 year increased by 2.88bn to 22.229bn while maturities greater than 1y decreased by 1.29bn to 78.331bn. Dealer MBS positions increased by 1.519bn to 87.205bn.
Dealer Financing Highlights:
Total Dealer Treasuries in decreased by 173.559bn to 1.979tr; treasuries out decreased by 176.015bn to 1.745tr.
Agencies in decreased by 14.924bn to 155.559bn; agencies out decreased by 29.935bn to 196.272bn
MBS in increased by 7.98bn to 463.972bn; MBS out decreased by 11.976bn to 792.733bn
Corporates in increased by 2.20bn to 127.889bn; corporates out decreased by 780mn to 177.388bn
Repurchase agreements in decreased by 200.799bn to 2.583tr; Reverse Repo out decreased by 180.61bn to 2.039tr.