Bond Buybacks: 1/10/11

10 Jan

The Fed will be buying back between 7-9B in bonds across the 2/15-2018 – 11/15/2020 maturity range today. Attached is a SOMA holdings spreadsheet (as of 12/20/10) with CUSIPs. I have matched up the CUSIPS with that of any auction that has occurred from 2008-onwards to give you a better picture. N/A values indicate that the bond was auctioned before the Treasury dept switched to disseminating results via XML format in which case I won’t have it in my database.

You can view the SOMA holdings spreadsheet here

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