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" It's not safe here"
Is "it" in the above sentence an "anticipatory it" referring to "here", that comes later in the sentence or is it just a "dummy it" referring to a vague object ?
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I interpret it as a dummy "it", needed for grammatical reasons and referring to "the state of affairs".

Compare "It's not safe, this bridge", where "it" is anticipatory.
I agree with Mr Wordy that it is a dummy pronoun. However, I disagree with him (respectfully!) that it refers to a general state of affairs for the reason that, if it did refer to a state of affairs, it would no longer be a dummy pronoun.

It is required for grammatical purposes.
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rizzy if it did refer to a state of affairs
There's a difference between "the state of affairs" and "a state of affairs."

I think MrWordy's definition of "the dummy it" is the commonly accepted one.

What's it like out there? What's the state of affairs out there?

This is a fine state of affairs.
I'm afraid I have to disagree with you. In the sentence in the original question "It's not safe here", "it" is a dummy pronoun, it is true. But, it does not refer to the state of affairs of wherever the deictic pronoun "here" refers. The "It"is required syntactically, but not semantically. Because it's not required semantically, it is a dummy pronoun. As I have said, dummy pronouns cannot refer to a/the state of affairs (whether general or specific) because when they do, they're no longer dummy pronouns.

Of course, on the other hand, you could argue that English doesn't actually have dummy pronouns. That, even in a sentence like the one in the question, or in "it's raining", the "it" does refer to whatever is/are the state of affairs.
The state of affairs here is not safe. Emotion: smile

I'm not sure that "I disagree with X because it doesn't comport with my definition of X" is a sound argument. It seems circular.

When someone says, "it's not safe here," would it be proper to inquire, "What's not safe here?"

Could you offer an example where you feel "it" does refer to the state of affairs?

Thanks for your consideration. Emotion: smile
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Perhaps I'm in over my head. Perhaps from the point of view of linguistics, "Not safe here" is semantically complete. Is that your position? I'm sorry; I don't know the rules.
"I'm not sure that "I disagree with X because it doesn't comport with my definition of X" is a sound argument. It seems circular."

This would only be right if I hadn't qualified why I don't agree with it, giving as I did, more linguistic information. But, I did qualify it, so it could not possibly be circular :-)

"When someone says, "it's not safe here," would it be proper to inquire, "What's not safe here?""

It would be proper to inquire this. However, remember that pronouns take the place of a noun phrase. What would the noun phrase be in this sentence? Would it be "the state of affairs"? In which case, can one say "The state of affairs is not safe here?" As a native English speaker, that is ungrammatical for me.

My whole point is that when a pronoun doesn't have a semantic function, and is required for syntax purposes only, it is a dummy pronoun. The question is, in "It's not safe here", does "It" refer to a state of affairs? Now for you, it does. But there are linguistic tests that you can do to determine into which class a word falls. The "It" fails these tests for a pronoun. It doesn't actually refer to anything.

I should also say that some linguists, most prominently, DL Bolinger, say what you have said: that "it" refers to a general state of affairs. In which case, it is no longer a dummy pronoun.

I'm sorry if I've brought this discussion into areas in which it didn't belong! :-)
I personally am disinclined to limit discussions - to my constant embarrassment. Emotion: smile
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