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截至2010年8月26日,美联储的国债购买量

金融2010-08-27Anshul Pradhan巴克莱佛***
截至2010年8月26日,美联储的国债购买量

截至2010年8月26日,美联储的国债购买量安舒尔·普拉丹+1 一个nshul。pradhan @ barcap。com奇拉格(Chirag Mirani)+1 212 412 奇拉格。mirani @ barcap。com迈克尔·庞德+1 212 412 迈克尔。池塘@酒吧。com美联储按证券类型购买/报价比率购买证券类型购买金额(十亿美元)购买百分比拍卖日期证券类型到期日范围已购买(十亿美元)提供(十亿美元)比标称8/17/2010标称08/14-提示8/19/2010标称08/16-总8/24/2010标称02/13-2010年8月26日名义上02/21-美联储购买s(按到期日)2010年8月30日TIPS 01/11-的百分比标称到期类型购买金额(十亿美元)10年均衡,10亿美元占购买总额的百分比每个部门标称1-2。5年标称标称提示标称小计2。5-4岁标称提示小计4-6岁标称提示小计6-8岁标称提示小计8-12岁标称提示小计12至20岁标称提示小计20至30岁名义TIPS小计总名义金额的百分比10年当量的百分比1-2。5年2。5-4y 4-6y 6-8y 8-12y 12-20y 20-30y提示行业购买占总购买的百分比1-2。5年2。5-4y 4-6y 6-8y 8-12y 12-20y 20-30y提示采购占每个行业总未偿金额的百分比对于2009年美联储的国债购买,请参见2009年10月29日的报告。所有图表的来源:NYFRB,巴克莱资本利率研究2010年8月26日请在页面开始后查看分析证明和重要的披露巴克莱资本|截至2010年8月26日,美联储的国债购买量美联储按证券购买美联储更新2010年8月26日证券。 购买总金额(百万美元)212-412-3681购买为6819持股量占持股量的百分比5051电话4 1/8 08/15/10电话5 1/8 06/30/119/1/2010购买总金额(百万美元)02/12 - 01/13电话4 7/8 07/31/11电话1 07/31/11电话5 08/15/11电话4 5/8 08/31/11T 1 08/31/11T 4 1/2 09/30/119/7/2010购买总金额(百万美元)08/14 - 07/16电话4 5/8 10/31/11购买总金额(百万美元)0.10.01%0.00%9/9/2010购买总金额(百万美元)02/13 - 07/14杰出(百万美元)0.00.00%0.00%9/13/2010购买总金额(百万美元)08/16 - 08/20T 1 03/31/120.10.01%电话4 5/8 12/31/11购买总金额(百万美元)1.20.414%0.14%杰出(百万美元)0.00.00%0.00%T 1 03/31/121.20.414%电话0 7/8 01/31/12购买总金额(百万美元)2.61.229%0.28%杰出(百万美元)0.00.00%0.00%T 1 03/31/122.61.229%T 0 7/8 02/29/12购买总金额(百万美元)3.62.540%0.53%杰出(百万美元)0.00.00%0.00%T 1 03/31/123.62.540%美联储按证券购买购买总金额(百万美元)1.10.013%0.18%杰出(百万美元)0.00.00%0.00%T 1 03/31/121.10.013%有价证券购买总金额(百万美元)0.10.01%0.03%杰出(百万美元)0.00.00%0.00%T 1 03/31/120.10.01%70%60%50%40%30%20%10%0%T 0 3/4 05/31/12T 4 3/4 05/31/120.60%0.50%0.40%0.30%0.20%0.10%0.00%T 0 3/4 05/31/12电话1 7/8 06/15/12T 4 1/2 04/30/12T 1 04/30/12浮动百分比持股量占持股量的百分比T 1 03/31/120.20.00.20.00.00.02%0%2%0.06%0.00%电话1 3/8 04/15/128.94.1100%0.14%电话2 3/8 08/31/10电话3 7/8 09/15/10电话0 7/8 12/31/10T 4 1/4 10/15/10T 1 1/2 10/31/10T 4 1/2 11/15/10T 1 1/4 11/30/10电话4 3/8 12/15/10电话0 7/8 12/31/10T 4 1/4 01/15/11购买总金额(百万美元)8.9100%T 5 02/15/1107/162.620.912%杰出(百万美元)0.00%电话0 7/8 02/28/1108/203.621.916%电话1 3/8 04/15/128.9100%电话0 7/8 03/31/1107/141.417.38%电话4 7/8 04/30/1108/401.48.517%电话0 7/8 04/30/11电话4 7/8 05/31/11电话0 7/8 05/31/1102/40 电话0 5/8 06/30/12T 1 1/2 07/15/12电话4 7/8 06/30/12电话4 5/8 07/31/126 电话2 5/8 12/31/14T 2 1/4 01/31/15T 11 1/4 02/15/15电话4 02/15/152TII 3 07/15/12TII 0 5/8 04/15/13TII 1 7/8 07/15/13TII 2 01/15/14TII 1 1/4 04/15/14TII 2 07/15/14电话3 3/8 11/30/12022,4380.0%11.6%T 1 1/8 12/15/12014,9630.0%12.3%电话3 5/8 12/31/12034,6530.0%7.7%电话1 3/8 01/15/13013,0010.0%6.4%电话2 7/8 01/31/13037,1480.0%8.5%电话3 7/8 02/15/13013,0010.0%4.5%电话1 3/8 02/15/13035,5070.0%5.7%T 2 3/4 02/28/13015,9610.0%13.8%电话1 3/8 03/15/13038,5200.0%10.1%T 2 1/2 03/31/13013,0010.0%7.4%T 1 3/4 04/15/13040,7770.0%12.2%电话3 1/8 04/30/13013,0010.0%0.4%电话3 5/8 05/15/13041,6980.0%5.4%电话1 3/8 05/15/13023,4360.0%7.0%T 3 1/2 05/31/13017,5000.0%13.6%电话1 1/8 06/15/13042,1450.0%8.4%电话3 3/8 06/30/13017,4980.0%11.2%电话1 07/15/13041,8970.0%7.1%电话3 3/8 07/31/13017,5010.0%13.2%T 4 1/4 08/15/13041,3870.0%9.5%T 0 3/4 08/15/13017,1450.0%8.0%电话3 1/8 08/31/13041,2870.0%19.1%电话3 1/8 09/30/13017,5000.0%12.9%T 2 3/4 10/31/13041,1670.0%2.8%T 4 1/4 11/15/13016,8310.0%11.3%电话2 11/30/13043,0530.0%2.4%有价证券026,6350.0%8.3%购买总金额(百万美元)017,5010.0%12.2%杰出(百万美元)043,2640.0%2.9%购买为017,5000.0%15.2%浮动百分比043,7620.0%1.7%持股量占持股量的百分比016,1810.0%18.2%T 1 1/2 12/31/13045,0840.0%2.4%T 1 3/4 01/31/14029,4430.0%18.7%T 4 02/15/14017,0370.0%21.5%电话1 7/8 02/28/14045,3220.0%2.9%T 1 3/4 03/31/14028,8410.0%8.4%电话1 7/8 04/30/14016,1310.0%11.8%电话4 3/4 05/15/14045,3090.0%2.9%T 2 1/4 05/31/14032,4840.0%14.1%电话2 5/8 06/30/14014,9300.0%14.4%电话2 5/8 07/31/14044,7160.0%1.6%T 4 1/4 08/15/14024,7800.0%11.2%电话2 3/8 08/31/14033,6300.0%17.8%电话2 3/8 09/30/14016,6370.0%27.8%电话2 3/8 10/31/14045,0820.0%2.4%T 4 1/4 11/15/14034,6050.0%29.6%T 2 1/8 11/30/14016,3540.0%15.3% 电话2 5/8 12/31/14T 2 1/4 01/31/15T 11 1/4 02/15/15电话4 02/15/153TII 3 07/15/12TII 0 5/8 04/15/13TII 1 7/8 07/15/13TII 2 01/15/14TII 1 1/4 04/15/14TII 2 07/15/14电话10 5/8 08/15/15045,4890.0%3.3%T 4 1/4 08/15/15035,5580.0%29.0%电话9 7/8 11/15/15016,4500.0%18.8%T 4 1/2 11/15/15044,9390.0%2.1%T 9 1/4 02/15/16041,1940.0%20.4%T 4 1/2 02/15/16016,2360.0%30.1%电话2 5/8 02/29/16042,9150.0%2.1%电话2 3/8 03/31/16035,3700.0%24.0%电话2 5/8 04/30/16015,9030.0%35.0%T 7 1/4 05/15/16041,1920.0%2.9%电话5 1/8 05/15/16035,5920.0%18.7%T 3 1/4 05/31/16015,8040.0%29.1%T 3 1/4 06/30/16038,0000.0%3.2%T 3 1/4 07/31/16019,6480.0%18.0%电话4 7/8 08/15/16042,7150.0%25.5%T 3 08/31/16016,0910.0%27.1%T 3 09/30/16038,0820.0%9.4%T 3 1/8 10/31/16015,8740.0%23.1%T 7 1/2 11/15/16039,3060.0%0.8%电话4 5/8 11/15/16015,5100.0%22.4%T 2 3/4 11/30/16018,1130.0%5.8%有价证券044,9750.0%11.1%购买总金额(百万美元)015,9530.0%22.3%杰出(百万美元)040,2170.0%0.5%购买为015,6570.0%19.2%浮动百分比041,5520.0%3.7%持股量占持股量的百分比015,7000.0%12.1%T 3 1/4 12/31/16019,4980.0%16.1%电话3 1/8 01/31/1710044,4970.2%10.3%电话4 5/8 02/15/17017,7840.0%18.2%T 3 02/28/1710040,4730.2%1.4%T 3 1/4 03/31/17020,5710.0%18.5%电话3 1/8 04/30/1725042,9280.6%7.4%电话8 3/4 05/15/17020,7430.0%11.6%T 4 1/2 05/15/17018,2540.0%20.8%T 2