美联储11月“扭转操作”计划表

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”)11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。

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)

2011-11-032011-11-04TIPS购买01/15/2018 – 02/15/20411.00-1.501.39

2011-11-042011-11-07国债购买11/15/2017 – 08/15/20194.25-5.004.96

2011-11-072011-11-08国债购买02/15/2036 – 08/15/20412.25-2.752.697

2011-11-082011-11-09国债购买11/15/2019 – 08/15/20214.25-5.004.675

2011-11-102011-11-11国债购买11/15/2021 – 02/15/20311.50-2.001.768

2011-11-142011-11-15国债购买02/15/2036 – 08/15/20412.25-2.752.541

2011-11-152011-11-16国债购买11/30/2017 – 11/15/20194.25-5.004.964

2011-11-172011-11-18国债购买02/15/2020 – 11/15/20214.25-5.004.675

2011-11-182011-11-21国债购买02/15/2036 – 11/15/20412.25-2.752.541

2011-11-222011-11-23国债购买11/30/2017 – 11/15/20194.25-5.004.962

2011-11-222011-11-23国债购买02/15/2036 – 11/15/20412.25-2.752.541

2011-11-282011-11-29国债购买02/15/2020 – 11/15/20214.25-5.004.675

2011-11-292011-11-30国债购买02/15/2036 – 11/15/20412.25-2.752.541

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)

2011-11-012011-11-02国债出售08/15/2012 – 03/31/20138.00-8.758.63

2011-11-092011-11-10TIPS出售04/15/2012 – 04/15/20141.00-1.501.33

2011-11-162011-11-17国债出售11/15/2013 – 02/28/20148.00-8.758.63

2011-11-212011-11-22国债出售02/29/2012 – 07/31/20128.00-8.758.531

2011-11-212011-11-22国债出售03/15/2014 – 11/15/20148.00-8.758.63

2011-11-302011-12-01国债出售04/15/2013 – 10/31/20138.00-8.75