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 • contrarianmedia@hotmail.com • ©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