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美联储2月“扭转操作”计划及实施表(持续更新)

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发表于 2012-2-15 12:25 | 显示全部楼层 |阅读模式
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纽约联储公布美联储债券期限延长计划(被市场成为“扭转操作”)2月份的购售计划表,预计当月国债和通胀保值债券(TIPS)的购买总额和出售总额分别在450亿和430亿美元左右。


美联储2月“扭转操作”计划表

购买操作
操作日期结算日期操作类型债券期限预计购买量
(10亿美元)实际购买量
(10亿美元)
2012-02-012012-02-02国债购买08/15/2022 – 02/15/20311.50-2.001.746
2012-02-022012-02-03国债购买02/15/2020 – 11/15/20214.25-5.004.952
2012-02-062012-02-07国债购买02/15/2036 – 11/15/20411.50-2.001.813
2012-02-082012-02-09国债购买02/15/2036 – 11/15/20411.50-2.001.813
2012-02-092012-02-10国债购买02/15/2018 – 11/15/20194.25-5.004.948
2012-02-102012-02-13TIPS购买07/15/2018 – 02/15/20411.00-1.501.39
2012-02-132012-02-14国债购买02/15/2036 – 11/15/20411.50-2.001.813
2012-02-142012-02-15国债购买02/15/2020 – 11/15/20214.25-5.004.952
2012-02-162012-02-17国债购买02/15/2036 – 02/15/20421.50-2.00
2012-02-172012-02-21国债购买02/28/2018 – 02/15/20204.25-5.00
2012-02-222012-02-23国债购买02/15/2036 – 02/15/20421.50-2.00
2012-02-242012-02-27国债购买02/15/2036 – 02/15/20421.50-2.00
2012-02-272012-02-28国债购买02/28/2018 – 02/15/20204.25-5.00
2012-02-282012-02-29国债购买05/15/2020 – 02/15/20224.25-5.00
2012-02-292012-03-01国债购买02/15/2036 – 02/15/20421.50-2.00



出售操作
操作日期结算日期操作类型债券期限预计出售量
(10亿美元)实际出售量
(10亿美元)
2012-02-032012-02-06国债出售05/15/2012 – 11/30/20128.00-8.758.61
2012-02-072012-02-08TIPS出售07/15/2012 – 01/15/20151.00-1.501.33
2012-02-082012-02-09国债出售06/15/2013 – 11/30/20138.00-8.758.603
2012-02-152012-02-16国债出售12/15/2013 – 03/31/20148.00-8.75
2012-02-212012-02-22国债出售12/15/2012 – 05/31/20138.00-8.75
2012-02-232012-02-24国债出售04/15/2014 – 02/15/20158.00-8.75

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