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    Federal Reserve Data

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    Federal Reserve Data

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    66 views2 pages

    Federal Reserve Data

    Uploaded by

    api-25896854

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
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    of 2

    Federal Reserve Data

    Fed Balance Sheet Federal Reserve Permanent Monetary Operations


    (Treasury and Agency)
    2,300,000 Past week
    2,250,000 All figures in millions $
    2,200,000
    2,150,000 Operation Date: 11/23/2009
    millions $

    2,100,000 Operation Type: Outright Agency Coupon Purchase


    2,050,000 Settlement Date: 11/24/2009
    2,000,000 Total Par Amt Accepted (mlns) : $2,017
    1,950,000 Total Par Amt Submitted (mlns) : $5,763
    1,900,000
    1,850,000 Operation Date: 11/17/2009
    1,800,000 Operation Type: Outright Agency Coupon Purchase
    Settlement Date: 11/18/2009
    /7

    /7
    7

    Total Par Amt Accepted (mlns) : $1,531


    1/

    2/

    3/

    4/

    5/

    6/

    7/

    8/

    9/
    10

    11

    Total Par Amt Submitted (mlns) : $4,375

    Fed balance sheet (last 10 weeks) Operation Date: 11/10/2009


    millions $ Operation Type: Outright Agency Coupon Purchase
    9/30/2009 2,179,009 Settlement Date: 11/12/2009
    Total Par Amt Accepted (mlns) : $1,845
    10/7/2009 2,178,371
    Total Par Amt Submitted (mlns) : $5,272
    10/14/2009 2,165,503
    10/21/2009 2,230,617 Operation Date: 11/06/2009
    10/28/2009 2,213,202 Operation Type: Outright Agency Coupon Purchase
    11/4/2009 2,207,773 Settlement Date: 11/09/2009
    11/11/2009 2,174,536 Total Par Amt Accepted (mlns) : $2,714
    11/18/2009 2,250,229 Total Par Amt Submitted (mlns) : $6,389
    11/25/2009 2,248,691
    Operation Date: 10/29/2009
    12.2.2009 2,245,947
    Operation Type: Outright Coupon Purchase
    Settlement Date: 10/30/2009
    Maturity/Call Date Range: 12/31/2013 - 04/30/2016
    Total Par Amt Accepted (mlns) : $1,936
    Upcoming auctions for week of 11/30 - 12/4 Total Par Amt Submitted (mlns) : $10,978
    13 wk Bill 11/30/09 12/03/09 30B
    26 wk Bill 11/30/09 12/03/09 31B Operation Date: 10/28/2009
    Operation Type: Outright Agency Coupon Purchase
    Settlement Date: 10/29/2009
    Total Par Amt Accepted (mlns) : $5,358
    Total Par Amt Submitted (mlns) : $12,608

    **Agency Mortgage-Backed Securities Purchase


    Program
    Gross purchases from November 19 through November
    25: $16,000 million
    Net purchases from November 19 through November
    25: $16,000 million

    Friday, December 4, 2009 • [email protected] • ©Fiscal Trend Digest 4


    Fed Balance Sheet

    Factors affecting reserve balances The Fed’s balance sheet contracted by $2.7 bln in
    All Figures in million $ the week ending Dec 2. It remains near an all-time
    high, however. Notable changes were some
    Total additional buying of Federal Agency debt securities
    Week ended Change from Change from (+$1.44 bln). The total of MBS and Agency
    12/2/09 prior week 12/3/08 securities purchased so far is $1.07 trillion. The
    2,245,947 - 2,744 + 76,445
    Fed’s goal is to purchase $1.25 trillion by Mar 2010.
    (selected entries) There is about $243 bln in remaining purchases to
    Central bank liquidity swaps make for them to achieve that goal.
    Week ended Change from Change from
    12/2/09 prior week 12/3/08
    23,434 - 2,377 - 478,901

    Federal agency debt securities


    Week ended Change from Change from
    12/2/09 prior week 12/13/08
    155,066 + 1,441 + 143,009

    Mortgage-backed securities
    Week ended Change from Change from
    12/2/09 prior week 12/3/08
    852,156 - 2,716 + 852,156

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