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Thursday, March 10, 2011

POMO schedule March 14 - April 11, 2011

The Desk's tentative outright Treasury operation schedules for the purchases associated with the $600 billion purchase program announced by the FOMC on November 3, 2010 and for the purchases associated with the reinvestment of principal payments from agency debt and agency MBS announced by the FOMC on August 10, 2010.


Across all operations in the schedule listed below, the Desk plans to purchase approximately$102 billion. This represents $80 billion in purchases of the announced $600 billion purchase program and $22 billion in purchases associated with principal payments from agency debt and agency MBS expected to be received between mid-March and mid-April.


OPERATION DATE1SETTLEMENT DATEOPERATION TYPE2MATURITY
RANGE
EXPECTED PURCHASE SIZE
March 14, 2011March 15, 2011Outright Treasury Coupon Purchase05/15/2018 – 02/15/2021$6.5 - $8.5 billion
March 16, 2011March 17, 2011Outright Treasury Coupon Purchase03/31/2015 – 08/31/2016$5.5 - $7.5 billion
March 17, 2011March 18, 2011Outright Treasury Coupon Purchase09/30/2013 – 02/28/2015$5.5 - $7.5 billion
March 18, 2011March 21, 2011Outright TIPS Purchase04/15/2013 – 02/15/2041$1 - $2 billion
March 21, 2011March 22, 2011Outright Treasury Coupon Purchase08/15/2028 – 02/15/2041$1.5 - $2.5 billion
March 22, 2011March 23, 2011Outright Treasury Coupon Purchase09/30/2016 – 02/28/2018$6.5 - $8.5 billion
March 23, 2011March 24, 2011Outright Treasury Coupon Purchase05/15/2018 – 02/15/2021$6.5 - $8.5 billion
March 24, 2011March 25, 2011Outright Treasury Coupon Purchase09/30/2013 – 02/28/2015$5.5 - $7.5 billion
March 25, 2011March 28, 2011Outright Treasury Coupon Purchase09/30/2012 – 09/15/2013$4 - $6 billion
March 28, 2011March 29, 2011Outright Treasury Coupon Purchase03/31/2015 – 08/31/2016$5.5 - $7.5 billion
March 29, 2011March 30, 2011Outright TIPS Purchase04/15/2013 – 02/15/2041$1 - $2 billion
March 30, 2011March 31, 2011Outright Treasury Coupon Purchase10/15/2013 – 02/28/2015$5.5 - $7.5 billion
March 31, 2011April 1, 2011Outright Treasury Coupon Purchase05/15/2021 – 11/15/2027$1.5 - $2.5 billion
April 4, 2011April 5, 2011Outright Treasury Coupon Purchase10/31/2016 – 03/31/2018$6.5 - $8.5 billion
April 5, 2011April 6, 2011Outright Treasury Coupon Purchase05/15/2018 – 02/15/2021$6.5 - $8.5 billion
April 6, 2011April 7, 2011Outright Treasury Coupon Purchase08/15/2028 – 02/15/2041$1.5 - $2.5 billion
April 7, 2011April 8, 2011Outright Treasury Coupon Purchase04/30/2015 – 09/30/2016$5.5 - $7.5 billion
April 11, 2011April 12, 2011Outright Treasury Coupon Purchase10/31/2016 – 03/31/2018$6.5 - $8.5 billion


The next release of the approximate purchase amount and tentative outright Treasury operation schedule will be at 2 p.m. on April 12, 2011. At that time, the Desk will also publish information on prices paid for securities included in the operations listed above.


from http://www.newyorkfed.org/markets/tot_operation_schedule.html#

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