Apologies for the delay, here’s the latest NY Fed Primary Dealers Report (August 25, 2011 release date)
Overall Dealer UST positions decreased vs. the previous week 21.491bn to 5.402bn. Maturities less than 3 years decreased 14.997bn to 4.232bn; maturities 6-11 years decreased 4.065bn to -18.108bn, while maturities greater than 11 years increased 3.201bn to 9.553bn. TIPS: Total TIPS positions increased 39mn to 2.550bn.
Dealer Corporate positions totals decreased 8.949bn to 94.761bn. Maturities less than 1 year decreased 5.376bn to 21.632bn while maturities greater than 1y decreased 3.573n to 73.129bn. Dealer MBS positions increased 6.532bn to 87.197bn.
Dealer Financing
Total Dealer Treasuries in increased 17.167bn to 2.112tr; treasuries out decreased 20.384bn to 1.896tr. Agencies in decreased 57mn to 167.448bn; agencies out increased 5.23bn to 233.599bn. MBS in increased 9.804bn to 489.095bn; MBS out increased 25.083bn to 856.493bn. Corporates in increased 2.397bn to 134.206bn; corporates out decreased 2.086bn to 180.102bn. Repurchase agreements in increased 20.756bn to 2.814tr; Reverse Repo out increased 32.925bn to 2.220tr.
Read The Full Primary Dealers Report/Chartbook
NY Fed Primary Dealers Report Historical Statistics
