NY Fed Primary Dealers Report – July 21, 2011 (as of 7/13)

24 Jul

This is the latest weekly NY Fed Primary Dealer Report, released on 7/21

Positions Highlights: Overall Dealer UST positions decreased vs. the previous week by 2.693bn to -27.099bn. Maturities less than 3 years increased by 8.495bn to 22.381bn; maturities 6-11 years increased by 2.73bn to -19.746bn, while maturities greater than 11 years decreased by 911mn to 2.713bn. TIPS: Total TIPS positions decreased by 78mn to -243mn.

Dealer Corporate positions totals increased by 1.879bn to 102.43bn. Maturities less than 1 year increased by 1.994bn to 24.223bn while maturities greater than 1y decreased by 115mn to 78.216bn. Dealer MBS positions decreased by 936mn to 86.269bn.

Dealer Financing Highlights: Total Dealer Treasuries in increased 43.079bn to 2.022tr; treasuries out increased 49.418bn to 1.794tr. Agencies in increased 5.382bn to 160.941bn; agencies out decreased 964mn to 195.308bn MBS in increased 13.945bn to 477.917bn; MBS out decreased 6.43bn to 786.303bn. Corporates in decreased by 410mn to 127.489bn; corporates out decreased 2.453bn to 174.935bn. Repurchase agreements in increased 41.389bn to 2.625tr; Reverse Repo out increased 57.029bn to 2.096tr.

Read the full Primary Dealers Report/Chartbook [GDocs]

Weekly NY Fed Primary Dealers Historical Statistics [GDocs]

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